Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1364499.7898 | 1198440.1206 | 166059.6691 | 151474.2431 | -78665.7373 | 230139.9804 |
Total P&L (%) | 1364.4998 | 1198.4401 | 166.0597 | 151.4742 | -78.6657 | 230.14 |
Avg Daily Profit (%) | 0.5766 | 0.5065 | 0.0702 | 0.039 | -0.0653 | 0.0505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237926 | -74112 | -217045 | -159114 | -93457 | -101589 |
Profit Factor | 3.2163 | 4.9669 | 1.5296 | 1.266 | 0.7693 | 2.0071 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 54.1667 | 43.75 | 64.5833 | 54.1667 | 43.75 | 64.5833 |
Ratio Avg Win / Avg Loss | 2.7215 | 6.386 | 0.8388 | 1.0712 | 0.9891 | 1.1006 |
Largest Winning Trade | 1078092 | 1078092 | 69218 | 97483 | 46937 | 97483 |
Largest Losing Trade | -94850 | -29504 | -94850 | -88522 | -51736 | -88522 |
Avg Bars in Trades | 72 | 59 | 85 | 72 | 59 | 85 |
Avg Bars in Winners | 97 | 88 | 104 | 97 | 88 | 104 |
Avg Bars in Losers | 42 | 35 | 52 | 42 | 35 | 52 |
Bars Traded | 6945 | 2834 | 4111 | 6945 | 2834 | 4111 |
Profit Streak | 0 | 0 | 87.0962 | 0 | 0 | 87.0962 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 655206 | 579089 | -96478 | -140163 | -583119 | -119850 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7099, "evaluation_days": 2366.33, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558454400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1760005113569, "expiration_time": 1766101536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 54, "offset": 48 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1364499.789763682, 1198440.1206193594, 166059.6691443229, 151474.2431276758, -78665.7372642457, 230139.9803919217 ], [ 1364.49979, 1198.440121, 166.059669, 151.474243, -78.665737, 230.13998 ], [ 0.576631, 0.506455, 0.070176, 0.038978, -0.065264, 0.050485 ], [ 10, 10, 10, 10, 10, 10 ], [ -237926, -74112, -217045, -159114, -93457, -101589 ], [ 3.216266, 4.96685, 1.529592, 1.265953, 0.769327, 2.007061 ], [ 96, 48, 48, 96, 48, 48 ], [ 52, 21, 31, 52, 21, 31 ], [ 44, 27, 17, 44, 27, 17 ], [ 54.166667, 43.75, 64.583333, 54.166667, 43.75, 64.583333 ], [ 2.721456, 6.385951, 0.838809, 1.071191, 0.989135, 1.100646 ], [ 1078092, 1078092, 69218, 97483, 46937, 97483 ], [ -94850, -29504, -94850, -88522, -51736, -88522 ], [ 72, 59, 85, 72, 59, 85 ], [ 97, 88, 104, 97, 88, 104 ], [ 42, 35, 52, 42, 35, 52 ], [ 6945, 2834, 4111, 6945, 2834, 4111 ], [ 0, 0, 87.096222, 0, 0, 87.096222 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 655206, 579089, -96478, -140163, -583119, -119850 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7099, "evaluation_days": 2366.33, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558454400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1760005113569, "expiration_time": 1766101536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 54, "offset": 48 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|