Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1750876.5002 | 1563571.5827 | 187304.9175 | 2831984.8564 | -4449483.7767 | 7281468.633 |
Total P&L (%) | 1750.8765 | 1563.5716 | 187.3049 | 2831.9849 | -4449.4838 | 7281.4686 |
Avg Daily Profit (%) | 0.7391 | 0.66 | 0.0791 | 0.1427 | 0 | 0.1817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119582 | -101266 | -66212 | -9443187 | -8451581 | -3046865 |
Profit Factor | 3.3147 | 4.5779 | 1.5864 | 1.1012 | 0.7486 | 1.7072 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 36.0294 | 29.4118 | 42.6471 | 36.0294 | 29.4118 | 42.6471 |
Ratio Avg Win / Avg Loss | 5.8853 | 10.987 | 2.1335 | 1.9551 | 1.7966 | 2.2959 |
Largest Winning Trade | 1435906 | 1435906 | 62537 | 4258757 | 4258757 | 3881258 |
Largest Losing Trade | -29161 | -26267 | -29161 | -2064656 | -2064656 | -1407678 |
Avg Bars in Trades | 50 | 42 | 59 | 50 | 42 | 59 |
Avg Bars in Winners | 106 | 98 | 111 | 106 | 98 | 111 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 6912 | 2890 | 4022 | 6912 | 2890 | 4022 |
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 | 500754 | -100373 | -196758 | -115320 | -697828 | -101200 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7107, "evaluation_days": 2369, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559001600000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760215944972, "expiration_time": 1766338848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 28, "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": [ [ 1750876.5001706707, 1563571.5827142438, 187304.9174564268, 2831984.8563564527, -4449483.776656558, 7281468.63301301 ], [ 1750.8765, 1563.571583, 187.304917, 2831.984856, -4449.483777, 7281.468633 ], [ 0.739078, 0.660013, 0.079065, 0.142705, 0, 0.181742 ], [ 10, 10, 10, 10, 10, 10 ], [ -119582, -101266, -66212, -9443187, -8451581, -3046865 ], [ 3.314702, 4.577913, 1.586411, 1.101168, 0.748579, 1.707239 ], [ 136, 68, 68, 136, 68, 68 ], [ 49, 20, 29, 49, 20, 29 ], [ 87, 48, 39, 87, 48, 39 ], [ 36.029412, 29.411765, 42.647059, 36.029412, 29.411765, 42.647059 ], [ 5.885288, 10.986991, 2.13345, 1.955135, 1.796588, 2.295942 ], [ 1435906, 1435906, 62537, 4258757, 4258757, 3881258 ], [ -29161, -26267, -29161, -2064656, -2064656, -1407678 ], [ 50, 42, 59, 50, 42, 59 ], [ 106, 98, 111, 106, 98, 111 ], [ 19, 19, 20, 19, 19, 20 ], [ 6912, 2890, 4022, 6912, 2890, 4022 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 500754, -100373, -196758, -115320, -697828, -101200 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7107, "evaluation_days": 2369, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559001600000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760215944972, "expiration_time": 1766338848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 28, "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) |
---|