Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399361.4728 | 351968.112 | 47393.3608 | 5929.4004 | -116122.1037 | 122051.5041 |
Total P&L (%) | 399.3615 | 351.9681 | 47.3934 | 5.9294 | -116.1221 | 122.0515 |
Avg Daily Profit (%) | 0.1689 | 0.1489 | 0.02 | 0.0024 | 0 | 0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137693 | -104268 | -204247 | -188946 | -269057 | -159426 |
Profit Factor | 1.3504 | 1.6236 | 1.0824 | 1.0045 | 0.8467 | 1.2234 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 114 | 52 | 62 | 114 | 52 | 62 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 51.1211 | 46.4286 | 55.8559 | 51.1211 | 46.4286 | 55.8559 |
Ratio Avg Win / Avg Loss | 1.2912 | 1.8733 | 0.8554 | 0.9605 | 0.977 | 0.9669 |
Largest Winning Trade | 153261 | 153261 | 69888 | 74577 | 74577 | 61160 |
Largest Losing Trade | -74707 | -38147 | -74707 | -85749 | -85749 | -70724 |
Avg Bars in Trades | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Winners | 69 | 71 | 68 | 69 | 71 | 68 |
Avg Bars in Losers | 54 | 58 | 49 | 54 | 58 | 49 |
Bars Traded | 13917 | 7226 | 6691 | 13917 | 7226 | 6691 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326160 | 256980 | -298699 | -571213 | -582423 | -149355 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14184, "evaluation_days": 2364, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1557417600000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759862700670, "expiration_time": 1765980288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 86, "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": [ [ 399361.4727911175, 351968.1119941146, 47393.3607970023, 5929.4003779277, -116122.1037199244, 122051.504097852 ], [ 399.361473, 351.968112, 47.393361, 5.9294, -116.122104, 122.051504 ], [ 0.168935, 0.148887, 0.020048, 0.002437, 0, 0.033751 ], [ 10, 10, 10, 10, 10, 10 ], [ -137693, -104268, -204247, -188946, -269057, -159426 ], [ 1.350427, 1.623562, 1.082395, 1.004548, 0.846692, 1.223392 ], [ 223, 112, 111, 223, 112, 111 ], [ 114, 52, 62, 114, 52, 62 ], [ 109, 60, 49, 109, 60, 49 ], [ 51.121076, 46.428571, 55.855856, 51.121076, 46.428571, 55.855856 ], [ 1.291197, 1.873341, 0.855441, 0.960489, 0.976953, 0.966874 ], [ 153261, 153261, 69888, 74577, 74577, 61160 ], [ -74707, -38147, -74707, -85749, -85749, -70724 ], [ 62, 64, 60, 62, 64, 60 ], [ 69, 71, 68, 69, 71, 68 ], [ 54, 58, 49, 54, 58, 49 ], [ 13917, 7226, 6691, 13917, 7226, 6691 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326160, 256980, -298699, -571213, -582423, -149355 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14184, "evaluation_days": 2364, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1557417600000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759862700670, "expiration_time": 1765980288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 86, "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) |
---|