Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270698.5147 | 214562.4571 | 56136.0575 | 180026.7615 | 267982.0958 | -87955.3344 |
Total P&L (%) | 270.6985 | 214.5625 | 56.1361 | 180.0268 | 267.9821 | -87.9553 |
Avg Daily Profit (%) | 0.1898 | 0.1505 | 0.0394 | 0.0722 | 0.0914 | -0.1483 |
Buy And Hold Return (%) | 52.7699 | 52.7699 | 52.7699 | 52.7699 | 52.7699 | 52.7699 |
Max Trade Drawdown | -82613 | -43341 | -78967 | -582323 | -266551 | -516303 |
Profit Factor | 1.5893 | 2.0386 | 1.2221 | 1.0935 | 1.326 | 0.9203 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 62.3288 | 63.0137 | 61.6438 | 62.3288 | 63.0137 | 61.6438 |
Ratio Avg Win / Avg Loss | 0.9606 | 1.1966 | 0.7604 | 0.6609 | 0.7783 | 0.5726 |
Largest Winning Trade | 41434 | 41434 | 21486 | 77486 | 77486 | 75846 |
Largest Losing Trade | -78892 | -37492 | -78892 | -480714 | -266551 | -480714 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 10 | 12 | 9 | 10 | 12 | 9 |
Avg Bars in Losers | 29 | 31 | 28 | 29 | 31 | 28 |
Bars Traded | 2629 | 1421 | 1208 | 2629 | 1421 | 1208 |
Profit Streak | 0 | 10.1665 | 0 | 0 | 10.1665 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314447 | -61258 | -358202 | -216330 | -142691 | -650671 |
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2852, "evaluation_days": 1426, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1645876800000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759679983787, "expiration_time": 1763361792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.89427, "nc": 0.61749 } }, "second_band": { "type": "alma", "factors": { "length": 218, "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": [ [ 270698.5146538133, 214562.4571217786, 56136.0575320348, 180026.7614861422, 267982.0958476154, -87955.3343614732 ], [ 270.698515, 214.562457, 56.136058, 180.026761, 267.982096, -87.955334 ], [ 0.189831, 0.150465, 0.039366, 0.072236, 0.091407, -0.148315 ], [ 52.769886, 52.769886, 52.769886, 52.769886, 52.769886, 52.769886 ], [ -82613, -43341, -78967, -582323, -266551, -516303 ], [ 1.58928, 2.038633, 1.222066, 1.093489, 1.326027, 0.920307 ], [ 146, 73, 73, 146, 73, 73 ], [ 91, 46, 45, 91, 46, 45 ], [ 55, 27, 28, 55, 27, 28 ], [ 62.328767, 63.013699, 61.643836, 62.328767, 63.013699, 61.643836 ], [ 0.960554, 1.196589, 0.760397, 0.6609, 0.77832, 0.572635 ], [ 41434, 41434, 21486, 77486, 77486, 75846 ], [ -78892, -37492, -78892, -480714, -266551, -480714 ], [ 18, 19, 16, 18, 19, 16 ], [ 10, 12, 9, 10, 12, 9 ], [ 29, 31, 28, 29, 31, 28 ], [ 2629, 1421, 1208, 2629, 1421, 1208 ], [ 0, 10.166479, 0, 0, 10.166479, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314447, -61258, -358202, -216330, -142691, -650671 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2852, "evaluation_days": 1426, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1645876800000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759679983787, "expiration_time": 1763361792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.89427, "nc": 0.61749 } }, "second_band": { "type": "alma", "factors": { "length": 218, "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) |
---|