Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679227.3758 | 511811.7445 | 167415.6313 | 1799860.5639 | 20951.9981 | 1778908.5658 |
Total P&L (%) | 679.2274 | 511.8117 | 167.4156 | 1799.8606 | 20.952 | 1778.9086 |
Avg Daily Profit (%) | 0.2882 | 0.2172 | 0.071 | 0.125 | 0.0081 | 0.1245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151773 | -59345 | -144805 | -1005324 | -1173656 | -226646 |
Profit Factor | 2.2303 | 2.9502 | 1.578 | 1.7096 | 1.0124 | 3.1067 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 53.3333 | 50 | 56.7568 | 53.3333 | 50 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.9515 | 2.9502 | 1.2023 | 1.4959 | 1.0124 | 2.367 |
Largest Winning Trade | 228996 | 228996 | 61579 | 1107194 | 626170 | 1107194 |
Largest Losing Trade | -60724 | -33482 | -60724 | -591256 | -591256 | -166333 |
Avg Bars in Trades | 119 | 91 | 148 | 119 | 91 | 148 |
Avg Bars in Winners | 142 | 100 | 181 | 142 | 100 | 181 |
Avg Bars in Losers | 93 | 83 | 105 | 93 | 83 | 105 |
Bars Traded | 8988 | 3492 | 5496 | 8988 | 3492 | 5496 |
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 | -47809 | 497934 | -95426 | -84425 | -395190 | -19519 |
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9427, "evaluation_days": 2356.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559995200000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759184082819, "expiration_time": 1765277496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 126, "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": [ [ 679227.37580313, 511811.7445324044, 167415.6312707257, 1799860.5638940418, 20951.9980700452, 1778908.5658239964 ], [ 679.227376, 511.811745, 167.415631, 1799.860564, 20.951998, 1778.908566 ], [ 0.288205, 0.217168, 0.071037, 0.125011, 0.008072, 0.12454 ], [ 10, 10, 10, 10, 10, 10 ], [ -151773, -59345, -144805, -1005324, -1173656, -226646 ], [ 2.230278, 2.950237, 1.577979, 1.709618, 1.012383, 3.106673 ], [ 75, 38, 37, 75, 38, 37 ], [ 40, 19, 21, 40, 19, 21 ], [ 35, 19, 16, 35, 19, 16 ], [ 53.333333, 50, 56.756757, 53.333333, 50, 56.756757 ], [ 1.951493, 2.950237, 1.202269, 1.495916, 1.012383, 2.366989 ], [ 228996, 228996, 61579, 1107194, 626170, 1107194 ], [ -60724, -33482, -60724, -591256, -591256, -166333 ], [ 119, 91, 148, 119, 91, 148 ], [ 142, 100, 181, 142, 100, 181 ], [ 93, 83, 105, 93, 83, 105 ], [ 8988, 3492, 5496, 8988, 3492, 5496 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -47809, 497934, -95426, -84425, -395190, -19519 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9427, "evaluation_days": 2356.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559995200000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759184082819, "expiration_time": 1765277496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 126, "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) |
---|