Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404193.5809 | 290010.5257 | 114183.0552 | 1280489.5196 | 814626.153 | 465863.3665 |
Total P&L (%) | 404.1936 | 290.0105 | 114.1831 | 1280.4895 | 814.6262 | 465.8634 |
Avg Daily Profit (%) | 0.2828 | 0.2029 | 0.0799 | 0.1838 | 0.155 | 0.1213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69656 | -52321 | -29152 | -491797 | -526802 | -131247 |
Profit Factor | 2.4522 | 2.731 | 2.0306 | 2.0603 | 2.0963 | 2.0027 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 69.8795 | 70.7317 | 69.0476 | 69.8795 | 70.7317 | 69.0476 |
Ratio Avg Win / Avg Loss | 1.057 | 1.1301 | 0.9103 | 0.8881 | 0.8674 | 0.8978 |
Largest Winning Trade | 147026 | 147026 | 18056 | 355076 | 355076 | 175141 |
Largest Losing Trade | -48711 | -48711 | -17860 | -491797 | -491797 | -131247 |
Avg Bars in Trades | 44 | 78 | 11 | 44 | 78 | 11 |
Avg Bars in Winners | 28 | 44 | 13 | 28 | 44 | 13 |
Avg Bars in Losers | 81 | 161 | 7 | 81 | 161 | 7 |
Bars Traded | 3697 | 3215 | 482 | 3697 | 3215 | 482 |
Profit Streak | 62.5975 | 163.9308 | 62.5975 | 62.5975 | 163.9308 | 62.5975 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519904 | 572723 | -81860 | 417228 | 468883 | -26652 |
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4288, "evaluation_days": 1429.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1640736000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759990824513, "expiration_time": 1763672832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 4.16459 } }, "second_band": { "type": "dcm", "factors": { "length": 148, "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": [ [ 404193.5809145464, 290010.5256787283, 114183.0552358181, 1280489.5195730014, 814626.1530375887, 465863.3665354127 ], [ 404.193581, 290.010526, 114.183055, 1280.48952, 814.626153, 465.863367 ], [ 0.282785, 0.2029, 0.079886, 0.183823, 0.154972, 0.121332 ], [ 10, 10, 10, 10, 10, 10 ], [ -69656, -52321, -29152, -491797, -526802, -131247 ], [ 2.452182, 2.730991, 2.030577, 2.060291, 2.096311, 2.002685 ], [ 83, 41, 42, 83, 41, 42 ], [ 58, 29, 29, 58, 29, 29 ], [ 25, 12, 13, 25, 12, 13 ], [ 69.879518, 70.731707, 69.047619, 69.879518, 70.731707, 69.047619 ], [ 1.056975, 1.130065, 0.910259, 0.888057, 0.867439, 0.897756 ], [ 147026, 147026, 18056, 355076, 355076, 175141 ], [ -48711, -48711, -17860, -491797, -491797, -131247 ], [ 44, 78, 11, 44, 78, 11 ], [ 28, 44, 13, 28, 44, 13 ], [ 81, 161, 7, 81, 161, 7 ], [ 3697, 3215, 482, 3697, 3215, 482 ], [ 62.597506, 163.930839, 62.597506, 62.597506, 163.930839, 62.597506 ], [ 2, 6, 1, 2, 6, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 519904, 572723, -81860, 417228, 468883, -26652 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4288, "evaluation_days": 1429.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1640736000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759990824513, "expiration_time": 1763672832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 4.16459 } }, "second_band": { "type": "dcm", "factors": { "length": 148, "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) |
---|