Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687278.2605 | 581275.2812 | 106002.9793 | 575357.1493 | 656049.5058 | -80692.3565 |
Total P&L (%) | 687.2783 | 581.2753 | 106.003 | 575.3571 | 656.0495 | -80.6924 |
Avg Daily Profit (%) | 0.2907 | 0.2458 | 0.0448 | 0.0808 | 0.0856 | -0.0695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264928 | -135020 | -226848 | -673858 | -390758 | -571050 |
Profit Factor | 1.3184 | 1.5625 | 1.0942 | 1.1203 | 1.2779 | 0.9667 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 279 | 130 | 149 | 279 | 130 | 149 |
Losing Trades | 283 | 151 | 132 | 283 | 151 | 132 |
Profitability (%) | 49.6441 | 46.2633 | 53.0249 | 49.6441 | 46.2633 | 53.0249 |
Ratio Avg Win / Avg Loss | 1.3373 | 1.8149 | 0.9694 | 1.1363 | 1.4843 | 0.8564 |
Largest Winning Trade | 126745 | 126745 | 51620 | 227165 | 227165 | 126407 |
Largest Losing Trade | -54081 | -31099 | -54081 | -378755 | -205418 | -378755 |
Avg Bars in Trades | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Winners | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 4475 | 2279 | 2196 | 4475 | 2279 | 2196 |
Profit Streak | 15.0602 | 15.0602 | 18.0602 | 15.0602 | 15.0602 | 18.0602 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488654 | 415928 | -248936 | -168320 | -77994 | -578127 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4729, "evaluation_days": 2364.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1566043200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759843601227, "expiration_time": 1765923984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.16157, "nb": 0.83231, "nc": 0.29047 } } }
{ "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": [ [ 687278.2604551589, 581275.281165841, 106002.979289317, 575357.1492749751, 656049.5057791019, -80692.3565041272 ], [ 687.27826, 581.275281, 106.002979, 575.357149, 656.049506, -80.692357 ], [ 0.290665, 0.245834, 0.044831, 0.080814, 0.085591, -0.069533 ], [ 10, 10, 10, 10, 10, 10 ], [ -264928, -135020, -226848, -673858, -390758, -571050 ], [ 1.318418, 1.562534, 1.094217, 1.120254, 1.277911, 0.966709 ], [ 562, 281, 281, 562, 281, 281 ], [ 279, 130, 149, 279, 130, 149 ], [ 283, 151, 132, 283, 151, 132 ], [ 49.644128, 46.263345, 53.024911, 49.644128, 46.263345, 53.024911 ], [ 1.33732, 1.814943, 0.969373, 1.136315, 1.484343, 0.856414 ], [ 126745, 126745, 51620, 227165, 227165, 126407 ], [ -54081, -31099, -54081, -378755, -205418, -378755 ], [ 7, 8, 7, 7, 8, 7 ], [ 9, 9, 8, 9, 9, 8 ], [ 6, 6, 6, 6, 6, 6 ], [ 4475, 2279, 2196, 4475, 2279, 2196 ], [ 15.060199, 15.060199, 18.060199, 15.060199, 15.060199, 18.060199 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 488654, 415928, -248936, -168320, -77994, -578127 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4729, "evaluation_days": 2364.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1566043200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759843601227, "expiration_time": 1765923984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.16157, "nb": 0.83231, "nc": 0.29047 } } }
# | 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) |
---|