Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67041.3031 | 21288.2946 | 45753.0085 | 53157.4879 | 11689.9963 | 41467.4916 |
Total P&L (%) | 67.0413 | 21.2883 | 45.753 | 53.1575 | 11.69 | 41.4675 |
Avg Daily Profit (%) | 0.2574 | 0.0817 | 0.1757 | 0.1638 | 0.0425 | 0.1333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41532 | -29882 | -42778 | -44510 | -33818 | -48475 |
Profit Factor | 1.3475 | 1.2294 | 1.457 | 1.229 | 1.105 | 1.3432 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 67.8161 | 65.1163 | 70.4545 | 67.8161 | 65.1163 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.6395 | 0.6586 | 0.611 | 0.5832 | 0.592 | 0.5633 |
Largest Winning Trade | 12224 | 12224 | 10730 | 13394 | 12082 | 13394 |
Largest Losing Trade | -30030 | -20334 | -30030 | -32538 | -22702 | -32538 |
Avg Bars in Trades | 276 | 280 | 272 | 276 | 280 | 272 |
Avg Bars in Winners | 181 | 175 | 187 | 181 | 175 | 187 |
Avg Bars in Losers | 475 | 476 | 474 | 475 | 476 | 474 |
Bars Traded | 24046 | 12059 | 11987 | 24046 | 12059 | 11987 |
Profit Streak | 4.9559 | 10.2996 | 4.9559 | 4.9559 | 10.2996 | 4.9559 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330836 | -90140 | 254506 | 242624 | -354387 | -16497 |
{ "trading_pair": "ENS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737566100000, "first_datapoint_time": 1737932400000, "last_datapoint_time": 1760065200000, "evaluation_time": 1760065888442, "expiration_time": 1766545200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 214, "offset": 194 } } }
{ "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": [ [ 67041.3031460975, 21288.2945987301, 45753.0085473674, 53157.4879441783, 11689.9962995503, 41467.491644628 ], [ 67.041303, 21.288295, 45.753009, 53.157488, 11.689996, 41.467492 ], [ 0.257435, 0.081746, 0.175689, 0.16383, 0.042462, 0.133297 ], [ 10, 10, 10, 10, 10, 10 ], [ -41532, -29882, -42778, -44510, -33818, -48475 ], [ 1.347546, 1.22943, 1.457021, 1.228959, 1.104983, 1.343219 ], [ 87, 43, 44, 87, 43, 44 ], [ 59, 28, 31, 59, 28, 31 ], [ 28, 15, 13, 28, 15, 13 ], [ 67.816092, 65.116279, 70.454545, 67.816092, 65.116279, 70.454545 ], [ 0.639513, 0.658623, 0.611009, 0.583235, 0.591955, 0.563285 ], [ 12224, 12224, 10730, 13394, 12082, 13394 ], [ -30030, -20334, -30030, -32538, -22702, -32538 ], [ 276, 280, 272, 276, 280, 272 ], [ 181, 175, 187, 181, 175, 187 ], [ 475, 476, 474, 475, 476, 474 ], [ 24046, 12059, 11987, 24046, 12059, 11987 ], [ 4.955885, 10.299635, 4.955885, 4.955885, 10.299635, 4.955885 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330836, -90140, 254506, 242624, -354387, -16497 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737566100000, "first_datapoint_time": 1737932400000, "last_datapoint_time": 1760065200000, "evaluation_time": 1760065888442, "expiration_time": 1766545200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 214, "offset": 194 } } }
# | 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) |
---|