Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260038.6687 | 149935.9773 | 110102.6914 | 702359.2564 | 450997.7564 | 251361.5 |
Total P&L (%) | 260.0387 | 149.936 | 110.1027 | 702.3593 | 450.9978 | 251.3615 |
Avg Daily Profit (%) | 0.182 | 0.105 | 0.0771 | 0.1459 | 0.1195 | 0.088 |
Buy And Hold Return (%) | 54.8148 | 54.8148 | 54.8148 | 54.8148 | 54.8148 | 54.8148 |
Max Trade Drawdown | -59550 | -32117 | -58894 | -267605 | -148295 | -265232 |
Profit Factor | 2.6648 | 3.6015 | 2.1171 | 2.1498 | 3.122 | 1.631 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 11 | 5 | 6 | 11 | 5 | 6 |
Profitability (%) | 87.0588 | 88.0952 | 86.0465 | 87.0588 | 88.0952 | 86.0465 |
Ratio Avg Win / Avg Loss | 0.3961 | 0.4867 | 0.3433 | 0.3196 | 0.4219 | 0.2645 |
Largest Winning Trade | 19651 | 19651 | 17318 | 56429 | 56429 | 54523 |
Largest Losing Trade | -50351 | -32117 | -50351 | -196863 | -148295 | -196863 |
Avg Bars in Trades | 29 | 36 | 21 | 29 | 36 | 21 |
Avg Bars in Winners | 12 | 15 | 8 | 12 | 15 | 8 |
Avg Bars in Losers | 144 | 193 | 103 | 144 | 193 | 103 |
Bars Traded | 2476 | 1547 | 929 | 2476 | 1547 | 929 |
Profit Streak | 37.6113 | 152.1113 | 37.6113 | 37.6113 | 152.1113 | 37.6113 |
Trades During Streak | 6 | 10 | 3 | 6 | 10 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544913 | -45932 | -89382 | 372754 | -23953 | -70614 |
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2857, "evaluation_days": 1428.5, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1647129600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759891212047, "expiration_time": 1763584272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 247, "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": [ [ 260038.6686577054, 149935.9772509847, 110102.6914067209, 702359.2564423127, 450997.7564460436, 251361.4999962688 ], [ 260.038669, 149.935977, 110.102691, 702.359256, 450.997756, 251.3615 ], [ 0.182036, 0.10496, 0.077076, 0.145881, 0.119537, 0.088008 ], [ 54.814815, 54.814815, 54.814815, 54.814815, 54.814815, 54.814815 ], [ -59550, -32117, -58894, -267605, -148295, -265232 ], [ 2.664837, 3.601452, 2.117122, 2.149764, 3.121972, 1.631029 ], [ 85, 42, 43, 85, 42, 43 ], [ 74, 37, 37, 74, 37, 37 ], [ 11, 5, 6, 11, 5, 6 ], [ 87.058824, 88.095238, 86.046512, 87.058824, 88.095238, 86.046512 ], [ 0.396124, 0.486683, 0.343317, 0.319559, 0.421888, 0.264491 ], [ 19651, 19651, 17318, 56429, 56429, 54523 ], [ -50351, -32117, -50351, -196863, -148295, -196863 ], [ 29, 36, 21, 29, 36, 21 ], [ 12, 15, 8, 12, 15, 8 ], [ 144, 193, 103, 144, 193, 103 ], [ 2476, 1547, 929, 2476, 1547, 929 ], [ 37.61125, 152.11125, 37.61125, 37.61125, 152.111251, 37.611251 ], [ 6, 10, 3, 6, 10, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 544913, -45932, -89382, 372754, -23953, -70614 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2857, "evaluation_days": 1428.5, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1647129600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759891212047, "expiration_time": 1763584272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 247, "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) |
---|