Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1129652.6217 | 984313.0182 | 145339.6035 | 620756.4829 | -225195.2722 | 845951.7551 |
Total P&L (%) | 1129.6526 | 984.313 | 145.3396 | 620.7565 | -225.1953 | 845.9518 |
Avg Daily Profit (%) | 0.4779 | 0.4164 | 0.0615 | 0.0836 | 0 | 0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123366 | -108156 | -149377 | -498679 | -689047 | -159621 |
Profit Factor | 2.8341 | 3.909 | 1.5237 | 1.3148 | 0.8355 | 2.4035 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 52.7778 | 41.6667 | 63.8889 | 52.7778 | 41.6667 | 63.8889 |
Ratio Avg Win / Avg Loss | 2.5358 | 5.4725 | 0.8612 | 1.1764 | 1.1698 | 1.3585 |
Largest Winning Trade | 887883 | 887883 | 61247 | 376861 | 255455 | 376861 |
Largest Losing Trade | -61021 | -32045 | -61021 | -207236 | -207236 | -159621 |
Avg Bars in Trades | 128 | 114 | 142 | 128 | 114 | 142 |
Avg Bars in Winners | 175 | 174 | 176 | 175 | 174 | 176 |
Avg Bars in Losers | 75 | 71 | 83 | 75 | 71 | 83 |
Bars Traded | 9260 | 4125 | 5135 | 9260 | 4125 | 5135 |
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 | -67316 | 491021 | -109241 | -163896 | -582354 | -60314 |
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9455, "evaluation_days": 2363.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1555545600000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759782147393, "expiration_time": 1765900440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 190, "offset": 0, "poles": 2 } } }
{ "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": [ [ 1129652.6217097722, 984313.0181741987, 145339.6035355736, 620756.4829422253, -225195.272159113, 845951.7551013383 ], [ 1129.652622, 984.313018, 145.339604, 620.756483, -225.195272, 845.951755 ], [ 0.477907, 0.41642, 0.061487, 0.083594, 0, 0.095107 ], [ 10, 10, 10, 10, 10, 10 ], [ -123366, -108156, -149377, -498679, -689047, -159621 ], [ 2.834127, 3.908961, 1.52368, 1.314777, 0.835539, 2.40346 ], [ 72, 36, 36, 72, 36, 36 ], [ 38, 15, 23, 38, 15, 23 ], [ 34, 21, 13, 34, 21, 13 ], [ 52.777778, 41.666667, 63.888889, 52.777778, 41.666667, 63.888889 ], [ 2.535798, 5.472545, 0.861211, 1.176379, 1.169754, 1.358477 ], [ 887883, 887883, 61247, 376861, 255455, 376861 ], [ -61021, -32045, -61021, -207236, -207236, -159621 ], [ 128, 114, 142, 128, 114, 142 ], [ 175, 174, 176, 175, 174, 176 ], [ 75, 71, 83, 75, 71, 83 ], [ 9260, 4125, 5135, 9260, 4125, 5135 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -67316, 491021, -109241, -163896, -582354, -60314 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9455, "evaluation_days": 2363.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1555545600000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759782147393, "expiration_time": 1765900440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 190, "offset": 0, "poles": 2 } } }
# | 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) |
---|