Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234140.0933 | 198911.124 | 35228.9693 | -69850.2834 | 59305.35 | -129155.6334 |
Total P&L (%) | 234.1401 | 198.9111 | 35.229 | -69.8503 | 59.3054 | -129.1556 |
Avg Daily Profit (%) | 0.1638 | 0.1392 | 0.0247 | -0.0839 | 0.0326 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143070 | -63399 | -130964 | -330266 | -145559 | -294081 |
Profit Factor | 1.2445 | 1.4226 | 1.0724 | 0.9388 | 1.1175 | 0.7973 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 153 | 72 | 81 | 153 | 72 | 81 |
Losing Trades | 134 | 71 | 63 | 134 | 71 | 63 |
Profitability (%) | 53.3101 | 50.3497 | 56.25 | 53.3101 | 50.3497 | 56.25 |
Ratio Avg Win / Avg Loss | 1.09 | 1.4028 | 0.8341 | 0.8223 | 1.1019 | 0.6202 |
Largest Winning Trade | 94015 | 94015 | 27908 | 55355 | 55355 | 38264 |
Largest Losing Trade | -93039 | -28021 | -93039 | -231070 | -46793 | -231070 |
Avg Bars in Trades | 14 | 15 | 12 | 14 | 15 | 12 |
Avg Bars in Winners | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Losers | 15 | 17 | 12 | 15 | 17 | 12 |
Bars Traded | 4106 | 2279 | 1827 | 4106 | 2279 | 1827 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333537 | -6230 | -304259 | -578570 | -241230 | -579862 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 40 } }, "second_band": { "type": "sinwma", "factors": { "length": 114, "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": [ [ 234140.0932573588, 198911.1239514813, 35228.9693058776, -69850.2834000846, 59305.349967692, -129155.6333677768 ], [ 234.140093, 198.911124, 35.228969, -69.850283, 59.30535, -129.155633 ], [ 0.163849, 0.139196, 0.024653, -0.083869, 0.032591, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -143070, -63399, -130964, -330266, -145559, -294081 ], [ 1.244527, 1.422587, 1.072365, 0.938844, 1.117467, 0.79734 ], [ 287, 143, 144, 287, 143, 144 ], [ 153, 72, 81, 153, 72, 81 ], [ 134, 71, 63, 134, 71, 63 ], [ 53.310105, 50.34965, 56.25, 53.310105, 50.34965, 56.25 ], [ 1.089978, 1.402829, 0.834062, 0.822256, 1.101946, 0.620153 ], [ 94015, 94015, 27908, 55355, 55355, 38264 ], [ -93039, -28021, -93039, -231070, -46793, -231070 ], [ 14, 15, 12, 14, 15, 12 ], [ 13, 14, 12, 13, 14, 12 ], [ 15, 17, 12, 15, 17, 12 ], [ 4106, 2279, 1827, 4106, 2279, 1827 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333537, -6230, -304259, -578570, -241230, -579862 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4287, "evaluation_days": 1429, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1639756800000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759959614517, "expiration_time": 1763643168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 40 } }, "second_band": { "type": "sinwma", "factors": { "length": 114, "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) |
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