Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227694.7859 | 218944.5541 | 8750.2318 | -40012.4475 | 535269.2168 | -575281.6643 |
Total P&L (%) | 227.6948 | 218.9446 | 8.7502 | -40.0124 | 535.2692 | -575.2817 |
Avg Daily Profit (%) | 0.161 | 0.1548 | 0.0062 | -0.0361 | 0.1308 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128622 | -61345 | -127967 | -854514 | -317262 | -887386 |
Profit Factor | 1.4323 | 1.9968 | 1.0285 | 0.9798 | 1.8977 | 0.5851 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 66.3158 | 65.9574 | 66.6667 | 66.3158 | 65.9574 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7275 | 1.0306 | 0.5142 | 0.4977 | 0.9794 | 0.2926 |
Largest Winning Trade | 53569 | 53221 | 53569 | 213206 | 213206 | 86143 |
Largest Losing Trade | -83616 | -55094 | -83616 | -500140 | -103754 | -500140 |
Avg Bars in Trades | 80 | 88 | 73 | 80 | 88 | 73 |
Avg Bars in Winners | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Losers | 151 | 169 | 133 | 151 | 169 | 133 |
Bars Traded | 7689 | 4178 | 3511 | 7689 | 4178 | 3511 |
Profit Streak | 13.6816 | 0 | 51.6816 | 13.6816 | 0 | 51.6816 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351337 | 434421 | -537946 | -577531 | -15022 | -577540 |
{ "trading_pair": "ENS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8487, "evaluation_days": 1414.5, "actual_first_datapoint_time": 1636516800000, "first_datapoint_time": 1639108800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759004491430, "expiration_time": 1762381584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 147, "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": [ [ 227694.7859215038, 218944.5541393656, 8750.2317821384, -40012.4475192934, 535269.2167939283, -575281.664313222 ], [ 227.694786, 218.944554, 8.750232, -40.012448, 535.269217, -575.281664 ], [ 0.160972, 0.154786, 0.006186, -0.036122, 0.130794, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -128622, -61345, -127967, -854514, -317262, -887386 ], [ 1.432297, 1.996796, 1.028497, 0.979821, 1.897665, 0.585113 ], [ 95, 47, 48, 95, 47, 48 ], [ 63, 31, 32, 63, 31, 32 ], [ 32, 16, 16, 32, 16, 16 ], [ 66.315789, 65.957447, 66.666667, 66.315789, 65.957447, 66.666667 ], [ 0.727516, 1.030605, 0.514248, 0.497687, 0.97944, 0.292557 ], [ 53569, 53221, 53569, 213206, 213206, 86143 ], [ -83616, -55094, -83616, -500140, -103754, -500140 ], [ 80, 88, 73, 80, 88, 73 ], [ 45, 47, 43, 45, 47, 43 ], [ 151, 169, 133, 151, 169, 133 ], [ 7689, 4178, 3511, 7689, 4178, 3511 ], [ 13.681614, 0, 51.681614, 13.681614, 0, 51.681614 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351337, 434421, -537946, -577531, -15022, -577540 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8487, "evaluation_days": 1414.5, "actual_first_datapoint_time": 1636516800000, "first_datapoint_time": 1639108800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759004491430, "expiration_time": 1762381584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 147, "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) |
---|