Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1162608.1116 | 3149.9164 | -1165758.028 | -300120.4605 | 3860726.3383 | -4160846.7987 |
Total P&L (%) | -1162.6081 | 3.1499 | -1165.758 | -300.1205 | 3860.7263 | -4160.8468 |
Avg Daily Profit (%) | -0.4943 | 0.0013 | -0.4956 | 0 | 0.1565 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1446365 | -226336 | -1290315 | -7432584 | -1527177 | -6116928 |
Profit Factor | 0.3671 | 1.0089 | 0.2143 | 0.9733 | 2.1921 | 0.4797 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 65 | 30 | 35 | 41 | 24 | 17 |
Losing Trades | 22 | 13 | 9 | 46 | 19 | 27 |
Profitability (%) | 74.7126 | 69.7674 | 79.5455 | 47.1264 | 55.814 | 38.6364 |
Ratio Avg Win / Avg Loss | 0.1243 | 0.4372 | 0.0551 | 1.092 | 1.7354 | 0.7619 |
Largest Winning Trade | 31249 | 31249 | 23349 | 2369787 | 2369787 | 1796887 |
Largest Losing Trade | -1215389 | -59646 | -1215389 | -4752419 | -1347213 | -4752419 |
Avg Bars in Trades | 49 | 60 | 39 | 49 | 60 | 39 |
Avg Bars in Winners | 19 | 21 | 18 | 70 | 82 | 53 |
Avg Bars in Losers | 136 | 149 | 117 | 30 | 32 | 30 |
Bars Traded | 4299 | 2581 | 1718 | 4299 | 2581 | 1718 |
Profit Streak | 46.1429 | 46.1429 | 279.6429 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575464 | -565157 | -575409 | -579996 | 455106 | -585138 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4704, "evaluation_days": 2352, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1564531200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758813946029, "expiration_time": 1764811584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.27902, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "wma", "factors": { "length": 209, "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": [ [ -1162608.111594834, 3149.9163876864, -1165758.0279825202, -300120.4604633867, 3860726.3382531907, -4160846.798716576 ], [ -1162.608112, 3.149916, -1165.758028, -300.12046, 3860.726338, -4160.846799 ], [ -0.494306, 0.001339, -0.495645, 0, 0.156543, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1446365, -226336, -1290315, -7432584, -1527177, -6116928 ], [ 0.367143, 1.008912, 0.214261, 0.97329, 2.192124, 0.479743 ], [ 87, 43, 44, 87, 43, 44 ], [ 65, 30, 35, 41, 24, 17 ], [ 22, 13, 9, 46, 19, 27 ], [ 74.712644, 69.767442, 79.545455, 47.126437, 55.813953, 38.636364 ], [ 0.124264, 0.437195, 0.055096, 1.091984, 1.735432, 0.761945 ], [ 31249, 31249, 23349, 2369787, 2369787, 1796887 ], [ -1215389, -59646, -1215389, -4752419, -1347213, -4752419 ], [ 49, 60, 39, 49, 60, 39 ], [ 19, 21, 18, 70, 82, 53 ], [ 136, 149, 117, 30, 32, 30 ], [ 4299, 2581, 1718, 4299, 2581, 1718 ], [ 46.142894, 46.142894, 279.642894, 0, 0, 0 ], [ 7, 3, 9, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575464, -565157, -575409, -579996, 455106, -585138 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4704, "evaluation_days": 2352, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1564531200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758813946029, "expiration_time": 1764811584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.27902, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "wma", "factors": { "length": 209, "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) |
---|