Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882756.7003 | 758199.6638 | 124557.0365 | 253716.1216 | 901908.217 | -648192.0953 |
Total P&L (%) | 882.7567 | 758.1997 | 124.557 | 253.7161 | 901.9082 | -648.1921 |
Avg Daily Profit (%) | 0.3744 | 0.3216 | 0.0528 | 0.0536 | 0.0978 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93086 | -81878 | -112712 | -1084874 | -148651 | -1084874 |
Profit Factor | 3.597 | 7.0245 | 1.5819 | 1.1662 | 5.3884 | 0.5094 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 60.3448 | 55.1724 | 65.5172 | 60.3448 | 55.1724 | 65.5172 |
Ratio Avg Win / Avg Loss | 2.3637 | 5.7074 | 0.8326 | 0.7663 | 4.378 | 0.2681 |
Largest Winning Trade | 674789 | 674789 | 49983 | 753767 | 753767 | 201083 |
Largest Losing Trade | -93086 | -24167 | -93086 | -1084874 | -55980 | -1084874 |
Avg Bars in Trades | 73 | 78 | 68 | 73 | 78 | 68 |
Avg Bars in Winners | 86 | 90 | 83 | 86 | 90 | 83 |
Avg Bars in Losers | 54 | 64 | 40 | 54 | 64 | 40 |
Bars Traded | 4271 | 2285 | 1986 | 4271 | 2285 | 1986 |
Profit Streak | 21.8165 | 214.8165 | 21.8165 | 21.8165 | 214.8165 | 21.8165 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160816 | 705742 | -119715 | -337845 | -51912 | -578271 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4715, "evaluation_days": 2357.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1564142400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759217747553, "expiration_time": 1765301040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 14, "offset": 189, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 200, "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": [ [ 882756.7002656795, 758199.6637800089, 124557.0364856708, 253716.1216361817, 901908.2169848798, -648192.0953486983 ], [ 882.7567, 758.199664, 124.557036, 253.716122, 901.908217, -648.192095 ], [ 0.374446, 0.321612, 0.052834, 0.053602, 0.097799, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -93086, -81878, -112712, -1084874, -148651, -1084874 ], [ 3.596988, 7.024494, 1.581872, 1.166179, 5.388355, 0.509407 ], [ 58, 29, 29, 58, 29, 29 ], [ 35, 16, 19, 35, 16, 19 ], [ 23, 13, 10, 23, 13, 10 ], [ 60.344828, 55.172414, 65.517241, 60.344828, 55.172414, 65.517241 ], [ 2.363735, 5.707402, 0.832564, 0.766346, 4.378038, 0.268109 ], [ 674789, 674789, 49983, 753767, 753767, 201083 ], [ -93086, -24167, -93086, -1084874, -55980, -1084874 ], [ 73, 78, 68, 73, 78, 68 ], [ 86, 90, 83, 86, 90, 83 ], [ 54, 64, 40, 54, 64, 40 ], [ 4271, 2285, 1986, 4271, 2285, 1986 ], [ 21.816523, 214.816523, 21.816523, 21.816523, 214.816523, 21.816523 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160816, 705742, -119715, -337845, -51912, -578271 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4715, "evaluation_days": 2357.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1564142400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759217747553, "expiration_time": 1765301040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 14, "offset": 189, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 200, "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) |
---|