Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600611.9581 | 587694.3121 | 12917.646 | -50170.8718 | 143779.9021 | -193950.7738 |
Total P&L (%) | 600.612 | 587.6943 | 12.9176 | -50.1709 | 143.7799 | -193.9508 |
Avg Daily Profit (%) | 0.2541 | 0.2486 | 0.0055 | -0.0295 | 0.0377 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195734 | -175854 | -77803 | -1163085 | -958409 | -270466 |
Profit Factor | 1.6211 | 1.7479 | 1.0713 | 0.9752 | 1.0886 | 0.5155 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 105 | 45 | 60 | 105 | 45 | 60 |
Losing Trades | 91 | 53 | 38 | 91 | 53 | 38 |
Profitability (%) | 53.5714 | 45.9184 | 61.2245 | 53.5714 | 45.9184 | 61.2245 |
Ratio Avg Win / Avg Loss | 1.405 | 2.0586 | 0.6785 | 0.8452 | 1.2821 | 0.3265 |
Largest Winning Trade | 341681 | 341681 | 17500 | 933197 | 933197 | 32103 |
Largest Losing Trade | -54860 | -54860 | -39736 | -597425 | -597425 | -117334 |
Avg Bars in Trades | 47 | 92 | 2 | 47 | 92 | 2 |
Avg Bars in Winners | 46 | 103 | 3 | 46 | 103 | 3 |
Avg Bars in Losers | 50 | 83 | 2 | 50 | 83 | 2 |
Bars Traded | 9383 | 9104 | 279 | 9383 | 9104 | 279 |
Profit Streak | 8.9882 | 8.9882 | 238.4882 | 8.9882 | 8.9882 | 238.4882 |
Trades During Streak | 3 | 1 | 9 | 3 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485878 | 379985 | -401355 | -577739 | -266847 | -577842 |
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9455, "evaluation_days": 2363.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1556344800000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759794178580, "expiration_time": 1765900440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 7, "offset": 0, "std": 3.31369 } }, "second_band": { "type": "zlma", "factors": { "length": 38, "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": [ [ 600611.958108951, 587694.3120881892, 12917.6460207616, -50170.8717722707, 143779.9020561713, -193950.7738284424 ], [ 600.611958, 587.694312, 12.917646, -50.170872, 143.779902, -193.950774 ], [ 0.254093, 0.248628, 0.005465, -0.029465, 0.037705, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -195734, -175854, -77803, -1163085, -958409, -270466 ], [ 1.621108, 1.747869, 1.071299, 0.975208, 1.088568, 0.515473 ], [ 196, 98, 98, 196, 98, 98 ], [ 105, 45, 60, 105, 45, 60 ], [ 91, 53, 38, 91, 53, 38 ], [ 53.571429, 45.918367, 61.22449, 53.571429, 45.918367, 61.22449 ], [ 1.40496, 2.058602, 0.678489, 0.84518, 1.282091, 0.326466 ], [ 341681, 341681, 17500, 933197, 933197, 32103 ], [ -54860, -54860, -39736, -597425, -597425, -117334 ], [ 47, 92, 2, 47, 92, 2 ], [ 46, 103, 3, 46, 103, 3 ], [ 50, 83, 2, 50, 83, 2 ], [ 9383, 9104, 279, 9383, 9104, 279 ], [ 8.988178, 8.988178, 238.488178, 8.988178, 8.988178, 238.488178 ], [ 3, 1, 9, 3, 1, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 485878, 379985, -401355, -577739, -266847, -577842 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9455, "evaluation_days": 2363.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1556344800000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759794178580, "expiration_time": 1765900440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 7, "offset": 0, "std": 3.31369 } }, "second_band": { "type": "zlma", "factors": { "length": 38, "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) |
---|