Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270332.0578 | 1165139.6865 | 105192.3713 | 916381.6264 | -287302.1501 | 1203683.7765 |
Total P&L (%) | 1270.3321 | 1165.1397 | 105.1924 | 916.3816 | -287.3022 | 1203.6838 |
Avg Daily Profit (%) | 0.5401 | 0.4954 | 0.0447 | 0.0986 | 0 | 0.1092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86847 | -48165 | -134876 | -1135084 | -792127 | -342957 |
Profit Factor | 3.5356 | 5.5696 | 1.4276 | 1.3481 | 0.8215 | 2.1765 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 38.9831 | 30 | 48.2759 | 38.9831 | 30 | 48.2759 |
Ratio Avg Win / Avg Loss | 5.534 | 12.9958 | 1.5296 | 2.1101 | 1.9167 | 2.3319 |
Largest Winning Trade | 1127863 | 1127863 | 58496 | 794043 | 321826 | 794043 |
Largest Losing Trade | -39990 | -23579 | -39990 | -397672 | -397672 | -244373 |
Avg Bars in Trades | 74 | 61 | 89 | 74 | 61 | 89 |
Avg Bars in Winners | 136 | 120 | 147 | 136 | 120 | 147 |
Avg Bars in Losers | 35 | 35 | 34 | 35 | 35 | 34 |
Bars Traded | 4415 | 1830 | 2585 | 4415 | 1830 | 2585 |
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 | -166396 | 394192 | -131923 | -243445 | -585825 | -43329 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4704, "evaluation_days": 2352, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560600000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758869682297, "expiration_time": 1764811584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 24, "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": [ [ 1270332.057810832, 1165139.6865237015, 105192.3712871307, 916381.6263586353, -287302.1501007929, 1203683.776459428 ], [ 1270.332058, 1165.139687, 105.192371, 916.381626, -287.30215, 1203.683776 ], [ 0.540107, 0.495383, 0.044725, 0.098638, 0, 0.109234 ], [ 10, 10, 10, 10, 10, 10 ], [ -86847, -48165, -134876, -1135084, -792127, -342957 ], [ 3.535643, 5.569615, 1.427586, 1.348132, 0.821459, 2.176484 ], [ 59, 30, 29, 59, 30, 29 ], [ 23, 9, 14, 23, 9, 14 ], [ 36, 21, 15, 36, 21, 15 ], [ 38.983051, 30, 48.275862, 38.983051, 30, 48.275862 ], [ 5.534049, 12.995769, 1.529556, 2.110119, 1.916738, 2.331947 ], [ 1127863, 1127863, 58496, 794043, 321826, 794043 ], [ -39990, -23579, -39990, -397672, -397672, -244373 ], [ 74, 61, 89, 74, 61, 89 ], [ 136, 120, 147, 136, 120, 147 ], [ 35, 35, 34, 35, 35, 34 ], [ 4415, 1830, 2585, 4415, 1830, 2585 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166396, 394192, -131923, -243445, -585825, -43329 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4704, "evaluation_days": 2352, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560600000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758869682297, "expiration_time": 1764811584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 24, "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) |
---|