Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501100.6629 | 495156.1915 | 5944.4714 | -53738.5875 | 48281.5433 | -102020.1308 |
Total P&L (%) | 501.1007 | 495.1562 | 5.9445 | -53.7386 | 48.2815 | -102.0201 |
Avg Daily Profit (%) | 0.2128 | 0.2102 | 0.0025 | -0.0327 | 0.0167 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129051 | -183193 | -104329 | -538474 | -455181 | -217112 |
Profit Factor | 1.8374 | 2.4822 | 1.0225 | 0.9508 | 1.0749 | 0.772 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 54.2373 | 50 | 58.6207 | 54.2373 | 50 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.5503 | 2.4822 | 0.7218 | 0.8022 | 1.0749 | 0.5449 |
Largest Winning Trade | 393666 | 393666 | 32225 | 466100 | 466100 | 72988 |
Largest Losing Trade | -58199 | -58199 | -50683 | -228811 | -228811 | -108215 |
Avg Bars in Trades | 115 | 130 | 100 | 115 | 130 | 100 |
Avg Bars in Winners | 116 | 113 | 117 | 116 | 113 | 117 |
Avg Bars in Losers | 115 | 147 | 75 | 115 | 147 | 75 |
Bars Traded | 6835 | 3921 | 2913 | 6835 | 3921 | 2913 |
Profit Streak | 53.1095 | 80.7761 | 0 | 53.1095 | 80.7761 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166754 | 466185 | -551612 | -759165 | -309669 | -579715 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7066, "evaluation_days": 2355.33, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560067200000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759027058693, "expiration_time": 1765122624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 158, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwma", "factors": { "length": 133, "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": [ [ 501100.6629436758, 495156.1915138252, 5944.4714298503, -53738.5875389288, 48281.5432824506, -102020.1308213794 ], [ 501.100663, 495.156192, 5.944471, -53.738588, 48.281543, -102.020131 ], [ 0.212752, 0.210228, 0.002524, -0.032723, 0.016727, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -129051, -183193, -104329, -538474, -455181, -217112 ], [ 1.837388, 2.482164, 1.022489, 0.950808, 1.074852, 0.771973 ], [ 59, 30, 29, 59, 30, 29 ], [ 32, 15, 17, 32, 15, 17 ], [ 27, 15, 12, 27, 15, 12 ], [ 54.237288, 50, 58.62069, 54.237288, 50, 58.62069 ], [ 1.550296, 2.482164, 0.721757, 0.802245, 1.074852, 0.544922 ], [ 393666, 393666, 32225, 466100, 466100, 72988 ], [ -58199, -58199, -50683, -228811, -228811, -108215 ], [ 115, 130, 100, 115, 130, 100 ], [ 116, 113, 117, 116, 113, 117 ], [ 115, 147, 75, 115, 147, 75 ], [ 6835, 3921, 2913, 6835, 3921, 2913 ], [ 53.109475, 80.776142, 0, 53.109476, 80.776142, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166754, 466185, -551612, -759165, -309669, -579715 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7066, "evaluation_days": 2355.33, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560067200000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759027058693, "expiration_time": 1765122624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 158, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwma", "factors": { "length": 133, "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) |
---|