Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1224007.0098 | 1197632.9607 | 26374.049 | 3513.9396 | -132060.0004 | 135573.9401 |
Total P&L (%) | 1224.007 | 1197.633 | 26.374 | 3.5139 | -132.06 | 135.5739 |
Avg Daily Profit (%) | 0.5194 | 0.5082 | 0.0112 | 0.0015 | 0 | 0.0364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161580 | -125957 | -138698 | -686946 | -535367 | -271318 |
Profit Factor | 2.8534 | 5.2028 | 1.0702 | 1.0021 | 0.8362 | 1.1632 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 45.9016 | 40 | 51.6129 | 45.9016 | 40 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.3629 | 7.8042 | 1.0034 | 1.1811 | 1.2542 | 1.0905 |
Largest Winning Trade | 1257899 | 1257899 | 66299 | 235400 | 232060 | 235400 |
Largest Losing Trade | -54236 | -39468 | -54236 | -218453 | -218453 | -170169 |
Avg Bars in Trades | 112 | 96 | 128 | 112 | 96 | 128 |
Avg Bars in Winners | 157 | 136 | 172 | 157 | 136 | 172 |
Avg Bars in Losers | 74 | 70 | 80 | 74 | 70 | 80 |
Bars Traded | 6871 | 2901 | 3970 | 6871 | 2901 | 3970 |
Profit Streak | 49.8335 | 0 | 74.8335 | 49.8335 | 0 | 74.8335 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150814 | 528448 | -323848 | -741825 | -583047 | -184620 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7070, "evaluation_days": 2356.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559318400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759147216505, "expiration_time": 1765241280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 81, "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": [ [ 1224007.0097809227, 1197632.9607330344, 26374.0490478884, 3513.9396073276, -132060.0004434557, 135573.9400507836 ], [ 1224.00701, 1197.632961, 26.374049, 3.51394, -132.06, 135.57394 ], [ 0.51938, 0.508189, 0.011191, 0.001465, 0, 0.036365 ], [ 10, 10, 10, 10, 10, 10 ], [ -161580, -125957, -138698, -686946, -535367, -271318 ], [ 2.853392, 5.202796, 1.070246, 1.002147, 0.836157, 1.163181 ], [ 61, 30, 31, 61, 30, 31 ], [ 28, 12, 16, 28, 12, 16 ], [ 33, 18, 15, 33, 18, 15 ], [ 45.901639, 40, 51.612903, 45.901639, 40, 51.612903 ], [ 3.362926, 7.804194, 1.003355, 1.181102, 1.254236, 1.090482 ], [ 1257899, 1257899, 66299, 235400, 232060, 235400 ], [ -54236, -39468, -54236, -218453, -218453, -170169 ], [ 112, 96, 128, 112, 96, 128 ], [ 157, 136, 172, 157, 136, 172 ], [ 74, 70, 80, 74, 70, 80 ], [ 6871, 2901, 3970, 6871, 2901, 3970 ], [ 49.833524, 0, 74.833524, 49.833524, 0, 74.833524 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150814, 528448, -323848, -741825, -583047, -184620 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7070, "evaluation_days": 2356.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559318400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759147216505, "expiration_time": 1765241280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 81, "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) |
---|