Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390099.4542 | 289515.5818 | 100583.8724 | 593192.3954 | 339450.9278 | 253741.4676 |
Total P&L (%) | 390.0995 | 289.5156 | 100.5839 | 593.1924 | 339.4509 | 253.7415 |
Avg Daily Profit (%) | 0.2757 | 0.2046 | 0.0711 | 0.1369 | 0.1047 | 0.0893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86978 | -49111 | -60776 | -336730 | -211841 | -172229 |
Profit Factor | 1.7332 | 2.046 | 1.394 | 1.6946 | 1.7219 | 1.6612 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 52.1368 | 54.2373 | 50 | 52.1368 | 54.2373 | 50 |
Ratio Avg Win / Avg Loss | 1.5912 | 1.7264 | 1.394 | 1.5557 | 1.4528 | 1.6612 |
Largest Winning Trade | 90315 | 90315 | 33374 | 245881 | 245881 | 134704 |
Largest Losing Trade | -57212 | -57212 | -31713 | -166678 | -166678 | -84461 |
Avg Bars in Trades | 22 | 30 | 14 | 22 | 30 | 14 |
Avg Bars in Winners | 28 | 38 | 17 | 28 | 38 | 17 |
Avg Bars in Losers | 16 | 21 | 11 | 16 | 21 | 11 |
Bars Traded | 2683 | 1822 | 861 | 2683 | 1822 | 861 |
Profit Streak | 26.1534 | 26.1534 | 74.6534 | 26.1534 | 26.1534 | 74.6534 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501180 | -163563 | -275724 | -4246 | -226201 | -248913 |
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2830, "evaluation_days": 1415, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1640692800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758901250225, "expiration_time": 1762382880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 44, "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": [ [ 390099.4542046072, 289515.5818341078, 100583.8723704994, 593192.3954373877, 339450.9277880613, 253741.4676493263 ], [ 390.099454, 289.515582, 100.583872, 593.192395, 339.450928, 253.741468 ], [ 0.275689, 0.204605, 0.071084, 0.136923, 0.104674, 0.089326 ], [ 10, 10, 10, 10, 10, 10 ], [ -86978, -49111, -60776, -336730, -211841, -172229 ], [ 1.733224, 2.046049, 1.394041, 1.694628, 1.721884, 1.661228 ], [ 117, 59, 58, 117, 59, 58 ], [ 61, 32, 29, 61, 32, 29 ], [ 56, 27, 29, 56, 27, 29 ], [ 52.136752, 54.237288, 50, 52.136752, 54.237288, 50 ], [ 1.591156, 1.726354, 1.394041, 1.555724, 1.45284, 1.661228 ], [ 90315, 90315, 33374, 245881, 245881, 134704 ], [ -57212, -57212, -31713, -166678, -166678, -84461 ], [ 22, 30, 14, 22, 30, 14 ], [ 28, 38, 17, 28, 38, 17 ], [ 16, 21, 11, 16, 21, 11 ], [ 2683, 1822, 861, 2683, 1822, 861 ], [ 26.153359, 26.153359, 74.653359, 26.153359, 26.153359, 74.653359 ], [ 4, 2, 4, 4, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 501180, -163563, -275724, -4246, -226201, -248913 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2830, "evaluation_days": 1415, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1640692800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758901250225, "expiration_time": 1762382880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 44, "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) |
---|