Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544066.9257 | 1286444.9156 | 257622.0101 | 12912791.836 | -6588983.4253 | 19501775.2612 |
Total P&L (%) | 1544.0669 | 1286.4449 | 257.622 | 12912.7918 | -6588.9834 | 19501.7753 |
Avg Daily Profit (%) | 0.6532 | 0.5442 | 0.109 | 0.2062 | 0 | 0.2235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91449 | -77760 | -55953 | -16982452 | -20249217 | -10181297 |
Profit Factor | 4.3158 | 6.0135 | 2.2322 | 1.2673 | 0.7828 | 2.0849 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 45.6522 | 41.3043 | 50 | 45.6522 | 41.3043 | 50 |
Ratio Avg Win / Avg Loss | 5.1379 | 8.5456 | 2.2322 | 1.5086 | 1.1124 | 2.0849 |
Largest Winning Trade | 1127589 | 1127589 | 65661 | 8227862 | 8227862 | 7868749 |
Largest Losing Trade | -33226 | -26128 | -33226 | -7065508 | -7065508 | -4412157 |
Avg Bars in Trades | 99 | 89 | 109 | 99 | 89 | 109 |
Avg Bars in Winners | 155 | 142 | 166 | 155 | 142 | 166 |
Avg Bars in Losers | 52 | 52 | 53 | 52 | 52 | 53 |
Bars Traded | 9171 | 4121 | 5050 | 9171 | 4121 | 5050 |
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 | 639334 | 583206 | -43165 | 275040 | -582419 | 441961 |
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9455, "evaluation_days": 2363.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558461600000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759787090892, "expiration_time": 1765900440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "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": [ [ 1544066.925689786, 1286444.9156267869, 257622.0100629987, 12912791.835956845, -6588983.42528841, 19501775.26124526 ], [ 1544.066926, 1286.444916, 257.62201, 12912.791836, -6588.983425, 19501.775261 ], [ 0.653228, 0.544239, 0.108989, 0.206178, 0, 0.223547 ], [ 10, 10, 10, 10, 10, 10 ], [ -91449, -77760, -55953, -16982452, -20249217, -10181297 ], [ 4.315848, 6.013544, 2.232235, 1.26726, 0.782832, 2.084936 ], [ 92, 46, 46, 92, 46, 46 ], [ 42, 19, 23, 42, 19, 23 ], [ 50, 27, 23, 50, 27, 23 ], [ 45.652174, 41.304348, 50, 45.652174, 41.304348, 50 ], [ 5.137914, 8.545562, 2.232235, 1.508643, 1.112445, 2.084936 ], [ 1127589, 1127589, 65661, 8227862, 8227862, 7868749 ], [ -33226, -26128, -33226, -7065508, -7065508, -4412157 ], [ 99, 89, 109, 99, 89, 109 ], [ 155, 142, 166, 155, 142, 166 ], [ 52, 52, 53, 52, 52, 53 ], [ 9171, 4121, 5050, 9171, 4121, 5050 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 639334, 583206, -43165, 275040, -582419, 441961 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9455, "evaluation_days": 2363.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558461600000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759787090892, "expiration_time": 1765900440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "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) |
---|