Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755651.8905 | 605797.1728 | 149854.7177 | 1334427.3717 | -169042.8499 | 1503470.2216 |
Total P&L (%) | 755.6519 | 605.7972 | 149.8547 | 1334.4274 | -169.0429 | 1503.4702 |
Avg Daily Profit (%) | 0.3197 | 0.2563 | 0.0634 | 0.1127 | 0 | 0.1174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186907 | -103728 | -191691 | -1250014 | -1529363 | -484115 |
Profit Factor | 1.7084 | 2.1142 | 1.2865 | 1.2512 | 0.9449 | 1.6704 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 39.0863 | 38.3838 | 39.7959 | 39.0863 | 38.3838 | 39.7959 |
Ratio Avg Win / Avg Loss | 2.6624 | 3.3938 | 1.9463 | 1.9499 | 1.5169 | 2.527 |
Largest Winning Trade | 264669 | 264669 | 63931 | 943151 | 943151 | 691371 |
Largest Losing Trade | -47881 | -25382 | -47881 | -401761 | -401761 | -215340 |
Avg Bars in Trades | 70 | 58 | 82 | 70 | 58 | 82 |
Avg Bars in Winners | 128 | 101 | 154 | 128 | 101 | 154 |
Avg Bars in Losers | 33 | 32 | 35 | 33 | 32 | 35 |
Bars Traded | 13936 | 5822 | 8114 | 13936 | 5822 | 8114 |
Profit Streak | 0 | 0 | 18.948 | 0 | 0 | 18.948 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327061 | 278336 | -110369 | -44404 | -582807 | -35829 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14184, "evaluation_days": 2364, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1557172800000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759862703839, "expiration_time": 1765980288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 45, "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": [ [ 755651.8904921882, 605797.17283619, 149854.7176559983, 1334427.3717432495, -169042.8498568572, 1503470.2216001065 ], [ 755.65189, 605.797173, 149.854718, 1334.427372, -169.04285, 1503.470222 ], [ 0.31965, 0.256259, 0.06339, 0.112726, 0, 0.117444 ], [ 10, 10, 10, 10, 10, 10 ], [ -186907, -103728, -191691, -1250014, -1529363, -484115 ], [ 1.708391, 2.114175, 1.28653, 1.251155, 0.944946, 1.670394 ], [ 197, 99, 98, 197, 99, 98 ], [ 77, 38, 39, 77, 38, 39 ], [ 120, 61, 59, 120, 61, 59 ], [ 39.086294, 38.383838, 39.795918, 39.086294, 38.383838, 39.795918 ], [ 2.662428, 3.393807, 1.94629, 1.949852, 1.516887, 2.527006 ], [ 264669, 264669, 63931, 943151, 943151, 691371 ], [ -47881, -25382, -47881, -401761, -401761, -215340 ], [ 70, 58, 82, 70, 58, 82 ], [ 128, 101, 154, 128, 101, 154 ], [ 33, 32, 35, 33, 32, 35 ], [ 13936, 5822, 8114, 13936, 5822, 8114 ], [ 0, 0, 18.947961, 0, 0, 18.947961 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327061, 278336, -110369, -44404, -582807, -35829 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14184, "evaluation_days": 2364, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1557172800000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759862703839, "expiration_time": 1765980288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 45, "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) |
---|