Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603395.5113 | 511540.5401 | 91854.9712 | 318258.0779 | -182355.4671 | 500613.5449 |
Total P&L (%) | 603.3955 | 511.5405 | 91.855 | 318.2581 | -182.3555 | 500.6135 |
Avg Daily Profit (%) | 0.2562 | 0.2172 | 0.039 | 0.0608 | 0 | 0.0761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106016 | -95909 | -175948 | -608746 | -477669 | -261692 |
Profit Factor | 1.7233 | 2.2652 | 1.2137 | 1.1381 | 0.8593 | 1.4961 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 42.0561 | 33.3333 | 50.9434 | 42.0561 | 33.3333 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.3743 | 4.5304 | 1.1687 | 1.568 | 1.7185 | 1.4407 |
Largest Winning Trade | 172570 | 172570 | 67165 | 412641 | 236451 | 412641 |
Largest Losing Trade | -52964 | -25874 | -52964 | -261692 | -176759 | -261692 |
Avg Bars in Trades | 65 | 52 | 77 | 65 | 52 | 77 |
Avg Bars in Winners | 103 | 87 | 113 | 103 | 87 | 113 |
Avg Bars in Losers | 37 | 35 | 40 | 37 | 35 | 40 |
Bars Traded | 6956 | 2841 | 4115 | 6956 | 2841 | 4115 |
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 | 323258 | -174318 | -321184 | -182107 | -764814 | -269513 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7066, "evaluation_days": 2355.33, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1557907200000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759027058140, "expiration_time": 1765122624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 57, "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": [ [ 603395.5112703573, 511540.5400683689, 91854.9712019885, 318258.0778575207, -182355.4670807167, 500613.5449382373 ], [ 603.395511, 511.54054, 91.854971, 318.258078, -182.355467, 500.613545 ], [ 0.256183, 0.217184, 0.038999, 0.060771, 0, 0.076145 ], [ 10, 10, 10, 10, 10, 10 ], [ -106016, -95909, -175948, -608746, -477669, -261692 ], [ 1.723287, 2.265193, 1.213654, 1.138083, 0.859259, 1.496075 ], [ 107, 54, 53, 107, 54, 53 ], [ 45, 18, 27, 45, 18, 27 ], [ 62, 36, 26, 62, 36, 26 ], [ 42.056075, 33.333333, 50.943396, 42.056075, 33.333333, 50.943396 ], [ 2.374306, 4.530386, 1.168704, 1.568026, 1.718518, 1.440665 ], [ 172570, 172570, 67165, 412641, 236451, 412641 ], [ -52964, -25874, -52964, -261692, -176759, -261692 ], [ 65, 52, 77, 65, 52, 77 ], [ 103, 87, 113, 103, 87, 113 ], [ 37, 35, 40, 37, 35, 40 ], [ 6956, 2841, 4115, 6956, 2841, 4115 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323258, -174318, -321184, -182107, -764814, -269513 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7066, "evaluation_days": 2355.33, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1557907200000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759027058140, "expiration_time": 1765122624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 57, "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) |
---|