Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218390.124 | 151644.4097 | 66745.7144 | 27550.7383 | 451438.0141 | -423887.2758 |
Total P&L (%) | 218.3901 | 151.6444 | 66.7457 | 27.5507 | 451.438 | -423.8873 |
Avg Daily Profit (%) | 0.153 | 0.1062 | 0.0468 | 0.017 | 0.1197 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158623 | -58536 | -113965 | -980424 | -162372 | -834708 |
Profit Factor | 1.386 | 1.5726 | 1.2218 | 1.0154 | 1.8114 | 0.6562 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 61.1111 | 64.8148 | 57.4074 | 61.1111 | 64.8148 | 57.4074 |
Ratio Avg Win / Avg Loss | 0.882 | 0.8537 | 0.9065 | 0.6462 | 0.9834 | 0.4868 |
Largest Winning Trade | 44546 | 35503 | 44546 | 116694 | 114673 | 116694 |
Largest Losing Trade | -72692 | -48172 | -72692 | -779454 | -143378 | -779454 |
Avg Bars in Trades | 51 | 56 | 45 | 51 | 56 | 45 |
Avg Bars in Winners | 31 | 30 | 33 | 31 | 30 | 33 |
Avg Bars in Losers | 81 | 104 | 63 | 81 | 104 | 63 |
Bars Traded | 5527 | 3044 | 2483 | 5527 | 3044 | 2483 |
Profit Streak | 20.2776 | 0 | 61.5276 | 20.2776 | 0 | 61.5276 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303989 | -229216 | -310861 | -376378 | -210714 | -758897 |
{ "trading_pair": "ENS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5710, "evaluation_days": 1427.5, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1638597600000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759840788460, "expiration_time": 1763538480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 97, "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": [ [ 218390.1240159087, 151644.4096601497, 66745.7143557591, 27550.7383011655, 451438.0141095758, -423887.2758084105 ], [ 218.390124, 151.64441, 66.745714, 27.550738, 451.438014, -423.887276 ], [ 0.152988, 0.106231, 0.046757, 0.017048, 0.119676, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -158623, -58536, -113965, -980424, -162372, -834708 ], [ 1.386022, 1.572648, 1.221796, 1.015398, 1.811435, 0.656184 ], [ 108, 54, 54, 108, 54, 54 ], [ 66, 35, 31, 66, 35, 31 ], [ 42, 19, 23, 42, 19, 23 ], [ 61.111111, 64.814815, 57.407407, 61.111111, 64.814815, 57.407407 ], [ 0.882014, 0.853723, 0.906494, 0.646162, 0.98335, 0.486846 ], [ 44546, 35503, 44546, 116694, 114673, 116694 ], [ -72692, -48172, -72692, -779454, -143378, -779454 ], [ 51, 56, 45, 51, 56, 45 ], [ 31, 30, 33, 31, 30, 33 ], [ 81, 104, 63, 81, 104, 63 ], [ 5527, 3044, 2483, 5527, 3044, 2483 ], [ 20.277644, 0, 61.527644, 20.277644, 0, 61.527644 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303989, -229216, -310861, -376378, -210714, -758897 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5710, "evaluation_days": 1427.5, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1638597600000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759840788460, "expiration_time": 1763538480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 97, "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) |
---|