Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233541.8758 | 345443.7759 | -111901.9001 | -118009.389 | 99043.2686 | -217052.6576 |
Total P&L (%) | 233.5419 | 345.4438 | -111.9019 | -118.0094 | 99.0433 | -217.0527 |
Avg Daily Profit (%) | 0.0991 | 0.1467 | -0.0475 | 0 | 0.0292 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262785 | -136187 | -284503 | -302271 | -119520 | -221119 |
Profit Factor | 1.3596 | 2.224 | 0.6952 | 0.7334 | 1.6051 | 0.222 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 25 | 22 | 37 | 22 | 15 |
Losing Trades | 37 | 17 | 20 | 47 | 20 | 27 |
Profitability (%) | 55.9524 | 59.5238 | 52.381 | 44.0476 | 52.381 | 35.7143 |
Ratio Avg Win / Avg Loss | 1.0704 | 1.5123 | 0.632 | 0.9316 | 1.4592 | 0.3996 |
Largest Winning Trade | 366188 | 366188 | 54227 | 78461 | 78461 | 13593 |
Largest Losing Trade | -121995 | -52841 | -121995 | -72316 | -72316 | -70131 |
Avg Bars in Trades | 49 | 51 | 46 | 49 | 51 | 46 |
Avg Bars in Winners | 49 | 39 | 61 | 51 | 71 | 21 |
Avg Bars in Losers | 48 | 70 | 29 | 46 | 29 | 60 |
Bars Traded | 4117 | 2165 | 1952 | 4117 | 2165 | 1952 |
Profit Streak | 0 | 100.9318 | 0 | 78.9318 | 0 | 86.4318 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59165 | 345556 | -580426 | -582310 | -151558 | -585732 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4711, "evaluation_days": 2355.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1564660800000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759054909127, "expiration_time": 1765123056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 212, "offset": 0, "a": 0.77841 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 40 } } }
{ "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": [ [ 233541.8758067634, 345443.775921347, -111901.9001145837, -118009.389017127, 99043.2685712326, -217052.6575883597 ], [ 233.541876, 345.443776, -111.9019, -118.009389, 99.043269, -217.052658 ], [ 0.099147, 0.146654, -0.047507, 0, 0.029227, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -262785, -136187, -284503, -302271, -119520, -221119 ], [ 1.359638, 2.223954, 0.695211, 0.733408, 1.6051, 0.221973 ], [ 84, 42, 42, 84, 42, 42 ], [ 47, 25, 22, 37, 22, 15 ], [ 37, 17, 20, 47, 20, 27 ], [ 55.952381, 59.52381, 52.380952, 44.047619, 52.380952, 35.714286 ], [ 1.070353, 1.512289, 0.63201, 0.931626, 1.459182, 0.399552 ], [ 366188, 366188, 54227, 78461, 78461, 13593 ], [ -121995, -52841, -121995, -72316, -72316, -70131 ], [ 49, 51, 46, 49, 51, 46 ], [ 49, 39, 61, 51, 71, 21 ], [ 48, 70, 29, 46, 29, 60 ], [ 4117, 2165, 1952, 4117, 2165, 1952 ], [ 0, 100.931819, 0, 78.931819, 0, 86.431819 ], [ 0, 3, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -59165, 345556, -580426, -582310, -151558, -585732 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4711, "evaluation_days": 2355.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1564660800000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759054909127, "expiration_time": 1765123056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 212, "offset": 0, "a": 0.77841 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 40 } } }
# | 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) |
---|