Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604906.1613 | 537312.8925 | 67593.2687 | 68160.1994 | 70872.1399 | -2711.9405 |
Total P&L (%) | 604.9062 | 537.3129 | 67.5933 | 68.1602 | 70.8721 | -2.7119 |
Avg Daily Profit (%) | 0.2565 | 0.2278 | 0.0287 | 0.022 | 0.0227 | -0.0012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112729 | -104563 | -175305 | -405428 | -365743 | -430811 |
Profit Factor | 1.5135 | 1.9121 | 1.1148 | 1.0274 | 1.0552 | 0.9977 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 79 | 31 | 48 | 79 | 31 | 48 |
Losing Trades | 116 | 66 | 50 | 116 | 66 | 50 |
Profitability (%) | 40.5128 | 31.9588 | 48.9796 | 40.5128 | 31.9588 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.2224 | 4.0709 | 1.1612 | 1.5086 | 2.2466 | 1.0393 |
Largest Winning Trade | 332550 | 332550 | 57446 | 226779 | 226779 | 161833 |
Largest Losing Trade | -55977 | -28503 | -55977 | -133791 | -96629 | -133791 |
Avg Bars in Trades | 71 | 67 | 74 | 71 | 67 | 74 |
Avg Bars in Winners | 114 | 119 | 111 | 114 | 119 | 111 |
Avg Bars in Losers | 41 | 43 | 38 | 41 | 43 | 38 |
Bars Traded | 13887 | 6577 | 7309 | 13887 | 6577 | 7309 |
Profit Streak | 11.0624 | 0 | 13.7291 | 11.0624 | 0 | 13.7291 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323702 | 165402 | -249115 | -354834 | -328495 | -579201 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14152, "evaluation_days": 2358.67, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558771200000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759397390723, "expiration_time": 1765505664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 58, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 604906.1612755267, 537312.8925489564, 67593.2687265705, 68160.1993797138, 70872.1398639328, -2711.9404842188 ], [ 604.906161, 537.312893, 67.593269, 68.160199, 70.87214, -2.71194 ], [ 0.256461, 0.227803, 0.028657, 0.022038, 0.022716, -0.001166 ], [ 10, 10, 10, 10, 10, 10 ], [ -112729, -104563, -175305, -405428, -365743, -430811 ], [ 1.513508, 1.912096, 1.114781, 1.027414, 1.055228, 0.997746 ], [ 195, 97, 98, 195, 97, 98 ], [ 79, 31, 48, 79, 31, 48 ], [ 116, 66, 50, 116, 66, 50 ], [ 40.512821, 31.958763, 48.979592, 40.512821, 31.958763, 48.979592 ], [ 2.222367, 4.070913, 1.16123, 1.508608, 2.246614, 1.039318 ], [ 332550, 332550, 57446, 226779, 226779, 161833 ], [ -55977, -28503, -55977, -133791, -96629, -133791 ], [ 71, 67, 74, 71, 67, 74 ], [ 114, 119, 111, 114, 119, 111 ], [ 41, 43, 38, 41, 43, 38 ], [ 13887, 6577, 7309, 13887, 6577, 7309 ], [ 11.062393, 0, 13.729059, 11.062393, 0, 13.729059 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323702, 165402, -249115, -354834, -328495, -579201 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14152, "evaluation_days": 2358.67, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558771200000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759397390723, "expiration_time": 1765505664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 58, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|