Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372347.6491 | 396632.8676 | -24285.2185 | -349805.2137 | 14771.528 | -364576.7417 |
Total P&L (%) | 372.3476 | 396.6329 | -24.2852 | -349.8052 | 14.7715 | -364.5767 |
Avg Daily Profit (%) | 0.1572 | 0.1675 | -0.0103 | 0 | 0.0058 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201430 | -43223 | -311409 | -520172 | -130205 | -437721 |
Profit Factor | 1.4858 | 2.5738 | 0.9528 | 0.5968 | 1.0532 | 0.3821 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 38 | 17 | 21 | 39 | 22 | 17 |
Losing Trades | 45 | 25 | 20 | 44 | 20 | 24 |
Profitability (%) | 45.7831 | 40.4762 | 51.2195 | 46.988 | 52.381 | 41.4634 |
Ratio Avg Win / Avg Loss | 1.7595 | 3.785 | 0.9074 | 0.6733 | 0.9575 | 0.5394 |
Largest Winning Trade | 118220 | 118220 | 69735 | 106448 | 84635 | 106448 |
Largest Losing Trade | -140377 | -21336 | -140377 | -175706 | -116644 | -175706 |
Avg Bars in Trades | 77 | 44 | 111 | 77 | 44 | 111 |
Avg Bars in Winners | 123 | 68 | 168 | 48 | 39 | 60 |
Avg Bars in Losers | 39 | 28 | 52 | 103 | 50 | 148 |
Bars Traded | 6461 | 1878 | 4583 | 6461 | 1878 | 4583 |
Profit Streak | 0 | 0 | 150.0437 | 90.0437 | 299.7104 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 240046 | 309241 | -580010 | -582668 | -364339 | -584062 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7106, "evaluation_days": 2368.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1557820800000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760173379146, "expiration_time": 1766309184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 66, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hma", "factors": { "length": 73, "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": [ [ 372347.6490773831, 396632.8675872731, -24285.2185098901, -349805.2137443982, 14771.5279909827, -364576.7417353811 ], [ 372.347649, 396.632868, -24.285219, -349.805214, 14.771528, -364.576742 ], [ 0.157197, 0.16745, -0.010253, 0, 0.005817, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -201430, -43223, -311409, -520172, -130205, -437721 ], [ 1.485762, 2.573814, 0.952799, 0.596814, 1.053214, 0.382092 ], [ 83, 42, 41, 83, 42, 41 ], [ 38, 17, 21, 39, 22, 17 ], [ 45, 25, 20, 44, 20, 24 ], [ 45.783133, 40.47619, 51.219512, 46.987952, 52.380952, 41.463415 ], [ 1.759455, 3.785021, 0.907427, 0.673329, 0.957468, 0.539423 ], [ 118220, 118220, 69735, 106448, 84635, 106448 ], [ -140377, -21336, -140377, -175706, -116644, -175706 ], [ 77, 44, 111, 77, 44, 111 ], [ 123, 68, 168, 48, 39, 60 ], [ 39, 28, 52, 103, 50, 148 ], [ 6461, 1878, 4583, 6461, 1878, 4583 ], [ 0, 0, 150.04374, 90.04374, 299.710407, 0 ], [ 0, 0, 1, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 240046, 309241, -580010, -582668, -364339, -584062 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7106, "evaluation_days": 2368.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1557820800000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760173379146, "expiration_time": 1766309184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 66, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hma", "factors": { "length": 73, "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) |
---|