Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286691.1102 | 183740.2795 | 102950.8307 | 97370.0928 | 195690.3713 | -98320.2786 |
Total P&L (%) | 286.6911 | 183.7403 | 102.9508 | 97.3701 | 195.6904 | -98.3203 |
Avg Daily Profit (%) | 0.2004 | 0.1284 | 0.072 | 0.0475 | 0.0758 | -0.2852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83285 | -83270 | -109056 | -365218 | -209385 | -499209 |
Profit Factor | 1.1981 | 1.2733 | 1.1328 | 1.0226 | 1.0994 | 0.958 |
Total Trades | 719 | 359 | 360 | 719 | 359 | 360 |
Winning Trades | 436 | 208 | 228 | 436 | 208 | 228 |
Losing Trades | 283 | 151 | 132 | 283 | 151 | 132 |
Profitability (%) | 60.6398 | 57.9387 | 63.3333 | 60.6398 | 57.9387 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.7776 | 0.9244 | 0.6558 | 0.6638 | 0.7981 | 0.5546 |
Largest Winning Trade | 44242 | 44242 | 30923 | 73424 | 73424 | 50653 |
Largest Losing Trade | -47065 | -47065 | -42479 | -171049 | -171049 | -160415 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 16 | 13 | 20 | 16 | 13 | 20 |
Avg Bars in Losers | 33 | 33 | 34 | 33 | 33 | 34 |
Bars Traded | 16949 | 7807 | 9142 | 16949 | 7807 | 9142 |
Profit Streak | 0 | 2.0549 | 0 | 0 | 2.0549 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328579 | -22697 | -169620 | -320924 | -203948 | -577445 |
{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17167, "evaluation_days": 1430.58, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1637546400000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760123944588, "expiration_time": 1764568886400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 143, "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": [ [ 286691.1101933592, 183740.2795388991, 102950.8306544599, 97370.0927587009, 195690.3713222996, -98320.2785635989 ], [ 286.69111, 183.74028, 102.950831, 97.370093, 195.690371, -98.320279 ], [ 0.200402, 0.128438, 0.071964, 0.047538, 0.075812, -0.285249 ], [ 10, 10, 10, 10, 10, 10 ], [ -83285, -83270, -109056, -365218, -209385, -499209 ], [ 1.198061, 1.273286, 1.132814, 1.022602, 1.099423, 0.957979 ], [ 719, 359, 360, 719, 359, 360 ], [ 436, 208, 228, 436, 208, 228 ], [ 283, 151, 132, 283, 151, 132 ], [ 60.639777, 57.938719, 63.333333, 60.639777, 57.938719, 63.333333 ], [ 0.777641, 0.924357, 0.65584, 0.663753, 0.798139, 0.55462 ], [ 44242, 44242, 30923, 73424, 73424, 50653 ], [ -47065, -47065, -42479, -171049, -171049, -160415 ], [ 23, 21, 25, 23, 21, 25 ], [ 16, 13, 20, 16, 13, 20 ], [ 33, 33, 34, 33, 33, 34 ], [ 16949, 7807, 9142, 16949, 7807, 9142 ], [ 0, 2.054914, 0, 0, 2.054914, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328579, -22697, -169620, -320924, -203948, -577445 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17167, "evaluation_days": 1430.58, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1637546400000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760123944588, "expiration_time": 1764568886400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 143, "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) |
---|