Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649430.0331 | 689772.6181 | -40342.585 | -65007.6019 | 36949.8847 | -101957.4865 |
Total P&L (%) | 649.43 | 689.7726 | -40.3426 | -65.0076 | 36.9499 | -101.9575 |
Avg Daily Profit (%) | 0.2756 | 0.2928 | -0.0171 | -0.0446 | 0.0133 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285203 | -236720 | -103736 | -1052818 | -843806 | -217027 |
Profit Factor | 1.9535 | 2.5413 | 0.8273 | 0.9551 | 1.0375 | 0.7789 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 39.3258 | 38.6364 | 40 | 39.3258 | 38.6364 | 40 |
Ratio Avg Win / Avg Loss | 3.0139 | 4.0362 | 1.241 | 1.4735 | 1.6478 | 1.1684 |
Largest Winning Trade | 792057 | 792057 | 27346 | 322992 | 322992 | 160615 |
Largest Losing Trade | -60124 | -60124 | -25111 | -249320 | -249320 | -121250 |
Avg Bars in Trades | 75 | 128 | 23 | 75 | 128 | 23 |
Avg Bars in Winners | 119 | 211 | 31 | 119 | 211 | 31 |
Avg Bars in Losers | 47 | 76 | 18 | 47 | 76 | 18 |
Bars Traded | 6725 | 5647 | 1078 | 6725 | 5647 | 1078 |
Profit Streak | 176.0121 | 176.0121 | 226.3454 | 176.0121 | 176.0121 | 226.3454 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356122 | 370235 | -581251 | -581613 | -359085 | -581251 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7068, "evaluation_days": 2356, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559635200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759105044992, "expiration_time": 1765181952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 1.09511 } }, "second_band": { "type": "dcu", "factors": { "length": 101, "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": [ [ 649430.033148564, 689772.6181460118, -40342.5849974477, -65007.6018746924, 36949.884657109, -101957.4865318012 ], [ 649.430033, 689.772618, -40.342585, -65.007602, 36.949885, -101.957487 ], [ 0.275649, 0.292773, -0.017123, -0.044559, 0.013347, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -285203, -236720, -103736, -1052818, -843806, -217027 ], [ 1.953454, 2.541317, 0.82731, 0.955077, 1.037478, 0.778921 ], [ 89, 44, 45, 89, 44, 45 ], [ 35, 17, 18, 35, 17, 18 ], [ 54, 27, 27, 54, 27, 27 ], [ 39.325843, 38.636364, 40, 39.325843, 38.636364, 40 ], [ 3.0139, 4.03621, 1.240965, 1.473547, 1.64776, 1.168382 ], [ 792057, 792057, 27346, 322992, 322992, 160615 ], [ -60124, -60124, -25111, -249320, -249320, -121250 ], [ 75, 128, 23, 75, 128, 23 ], [ 119, 211, 31, 119, 211, 31 ], [ 47, 76, 18, 47, 76, 18 ], [ 6725, 5647, 1078, 6725, 5647, 1078 ], [ 176.012095, 176.012095, 226.345428, 176.012095, 176.012095, 226.345428 ], [ 5, 2, 5, 5, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356122, 370235, -581251, -581613, -359085, -581251 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7068, "evaluation_days": 2356, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559635200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759105044992, "expiration_time": 1765181952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 1.09511 } }, "second_band": { "type": "dcu", "factors": { "length": 101, "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) |
---|