Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735861.3036 | 854370.3189 | -118509.0153 | -92714.4571 | 59710.2802 | -152424.7373 |
Total P&L (%) | 735.8613 | 854.3703 | -118.509 | -92.7145 | 59.7103 | -152.4247 |
Avg Daily Profit (%) | 0.3121 | 0.3623 | -0.0503 | -0.111 | 0.0199 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249221 | -197725 | -156724 | -362654 | -274891 | -194228 |
Profit Factor | 1.6665 | 2.5863 | 0.7904 | 0.9257 | 1.0923 | 0.7464 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 41.6667 | 40 | 43.3333 | 41.6667 | 40 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.3331 | 3.8794 | 1.0337 | 1.296 | 1.6384 | 0.976 |
Largest Winning Trade | 856259 | 856259 | 55723 | 231964 | 231964 | 108637 |
Largest Losing Trade | -76587 | -35960 | -76587 | -128786 | -128786 | -93581 |
Avg Bars in Trades | 36 | 40 | 32 | 36 | 40 | 32 |
Avg Bars in Winners | 49 | 53 | 46 | 49 | 53 | 46 |
Avg Bars in Losers | 26 | 32 | 21 | 26 | 32 | 21 |
Bars Traded | 4360 | 2436 | 1924 | 4360 | 2436 | 1924 |
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 | 332276 | -158990 | -750884 | -582033 | -458254 | -752550 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4716, "evaluation_days": 2358, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1562025600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759263797677, "expiration_time": 1765345536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 38, "offset": 29 } }, "second_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 2.54488 } } }
{ "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": [ [ 735861.3035713985, 854370.3188542747, -118509.0152828761, -92714.4571233181, 59710.2801784393, -152424.7373017574 ], [ 735.861304, 854.370319, -118.509015, -92.714457, 59.71028, -152.424737 ], [ 0.31207, 0.362328, -0.050258, -0.111019, 0.019857, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -249221, -197725, -156724, -362654, -274891, -194228 ], [ 1.666469, 2.586293, 0.790444, 0.925706, 1.092295, 0.746379 ], [ 120, 60, 60, 120, 60, 60 ], [ 50, 24, 26, 50, 24, 26 ], [ 70, 36, 34, 70, 36, 34 ], [ 41.666667, 40, 43.333333, 41.666667, 40, 43.333333 ], [ 2.333057, 3.879439, 1.033657, 1.295989, 1.638442, 0.976033 ], [ 856259, 856259, 55723, 231964, 231964, 108637 ], [ -76587, -35960, -76587, -128786, -128786, -93581 ], [ 36, 40, 32, 36, 40, 32 ], [ 49, 53, 46, 49, 53, 46 ], [ 26, 32, 21, 26, 32, 21 ], [ 4360, 2436, 1924, 4360, 2436, 1924 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332276, -158990, -750884, -582033, -458254, -752550 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4716, "evaluation_days": 2358, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1562025600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759263797677, "expiration_time": 1765345536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 38, "offset": 29 } }, "second_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 2.54488 } } }
# | 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) |
---|