Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1010210.3356 | 101431.3297 | -1111641.6653 | 145249218.8774 | 21475993.3059 | 123773225.5714 |
Total P&L (%) | -1010.2103 | 101.4313 | -1111.6417 | 145249.2189 | 21475.9933 | 123773.2256 |
Avg Daily Profit (%) | -0.4281 | 0.043 | -0.4711 | 0.3091 | 0.228 | 0.3023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1507568 | -67195 | -1527144 | -11579532 | -22664496 | -4256066 |
Profit Factor | 0.4024 | 1.9902 | 0.3 | 5.3001 | 1.8114 | 17.9315 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 60 | 28 | 32 | 56 | 25 | 31 |
Losing Trades | 15 | 10 | 5 | 19 | 13 | 6 |
Profitability (%) | 80 | 73.6842 | 86.4865 | 74.6667 | 65.7895 | 83.7838 |
Ratio Avg Win / Avg Loss | 0.1006 | 0.7108 | 0.0469 | 1.7982 | 0.9419 | 3.4706 |
Largest Winning Trade | 44800 | 32643 | 44800 | 26694791 | 9880544 | 26694791 |
Largest Losing Trade | -1369781 | -33902 | -1369781 | -11579532 | -11579532 | -4256066 |
Avg Bars in Trades | 60 | 8 | 115 | 60 | 8 | 115 |
Avg Bars in Winners | 38 | 5 | 68 | 46 | 5 | 79 |
Avg Bars in Losers | 149 | 16 | 414 | 103 | 13 | 298 |
Bars Traded | 4574 | 309 | 4265 | 4574 | 309 | 4265 |
Profit Streak | 464.3138 | 464.3138 | 477.8138 | 464.3138 | 464.3138 | 477.8138 |
Trades During Streak | 18 | 9 | 10 | 18 | 9 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -636326 | -129679 | -574792 | -39254 | 457848 | 833884 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4719, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1561291200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759390313770, "expiration_time": 1765479024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 134, "offset": 0, "std": 1.79405 } } }
{ "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": [ [ -1010210.3356122094, 101431.3296680395, -1111641.6652802485, 145249218.87738383, 21475993.30593743, 123773225.57144642 ], [ -1010.210336, 101.43133, -1111.641665, 145249.218877, 21475.993306, 123773.225571 ], [ -0.428146, 0.042988, -0.471134, 0.30909, 0.228027, 0.302293 ], [ 10, 10, 10, 10, 10, 10 ], [ -1507568, -67195, -1527144, -11579532, -22664496, -4256066 ], [ 0.402382, 1.990229, 0.299957, 5.300087, 1.811396, 17.931481 ], [ 75, 38, 37, 75, 38, 37 ], [ 60, 28, 32, 56, 25, 31 ], [ 15, 10, 5, 19, 13, 6 ], [ 80, 73.684211, 86.486486, 74.666667, 65.789474, 83.783784 ], [ 0.100595, 0.710796, 0.046868, 1.798244, 0.941926, 3.470609 ], [ 44800, 32643, 44800, 26694791, 9880544, 26694791 ], [ -1369781, -33902, -1369781, -11579532, -11579532, -4256066 ], [ 60, 8, 115, 60, 8, 115 ], [ 38, 5, 68, 46, 5, 79 ], [ 149, 16, 414, 103, 13, 298 ], [ 4574, 309, 4265, 4574, 309, 4265 ], [ 464.313817, 464.313817, 477.813817, 464.313817, 464.313817, 477.813817 ], [ 18, 9, 10, 18, 9, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -636326, -129679, -574792, -39254, 457848, 833884 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4719, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1561291200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759390313770, "expiration_time": 1765479024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 134, "offset": 0, "std": 1.79405 } } }
# | 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) |
---|