Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265417.9874 | 239291.6602 | 26126.3272 | 13252.5297 | 65706.2795 | -52453.7498 |
Total P&L (%) | 265.418 | 239.2917 | 26.1263 | 13.2525 | 65.7063 | -52.4538 |
Avg Daily Profit (%) | 0.1866 | 0.1682 | 0.0184 | 0.0088 | 0.0355 | -0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106034 | -78752 | -113592 | -203281 | -104333 | -157399 |
Profit Factor | 1.2153 | 1.3761 | 1.0438 | 1.0104 | 1.0966 | 0.9126 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 156 | 77 | 79 | 156 | 77 | 79 |
Losing Trades | 149 | 76 | 73 | 149 | 76 | 73 |
Profitability (%) | 51.1475 | 50.3268 | 51.9737 | 51.1475 | 50.3268 | 51.9737 |
Ratio Avg Win / Avg Loss | 1.1608 | 1.3582 | 0.9645 | 0.965 | 1.0824 | 0.8433 |
Largest Winning Trade | 84264 | 84264 | 53110 | 102147 | 102147 | 38662 |
Largest Losing Trade | -46312 | -34572 | -46312 | -62527 | -62527 | -53693 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4085 | 2048 | 2037 | 4085 | 2048 | 2037 |
Profit Streak | 0 | 0 | 33.3651 | 0 | 0 | 33.3651 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327406 | 304727 | -343547 | -454511 | -259411 | -578554 |
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4267, "evaluation_days": 1422.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1641542400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759394746321, "expiration_time": 1763049888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 16, "na": 0.2, "nb": 0.1, "nc": 0.83342 } } }
{ "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": [ [ 265417.9874137524, 239291.6602190544, 26126.3271946979, 13252.5296894388, 65706.2794961379, -52453.7498066992 ], [ 265.417987, 239.29166, 26.126327, 13.25253, 65.706279, -52.45375 ], [ 0.186608, 0.168239, 0.018369, 0.00875, 0.035515, -0.052257 ], [ 10, 10, 10, 10, 10, 10 ], [ -106034, -78752, -113592, -203281, -104333, -157399 ], [ 1.215325, 1.376064, 1.043812, 1.010353, 1.096626, 0.912583 ], [ 305, 153, 152, 305, 153, 152 ], [ 156, 77, 79, 156, 77, 79 ], [ 149, 76, 73, 149, 76, 73 ], [ 51.147541, 50.326797, 51.973684, 51.147541, 50.326797, 51.973684 ], [ 1.160791, 1.358193, 0.964535, 0.965017, 1.082384, 0.843273 ], [ 84264, 84264, 53110, 102147, 102147, 38662 ], [ -46312, -34572, -46312, -62527, -62527, -53693 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 4085, 2048, 2037, 4085, 2048, 2037 ], [ 0, 0, 33.365119, 0, 0, 33.365119 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327406, 304727, -343547, -454511, -259411, -578554 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4267, "evaluation_days": 1422.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1641542400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759394746321, "expiration_time": 1763049888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 16, "na": 0.2, "nb": 0.1, "nc": 0.83342 } } }
# | 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) |
---|