Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376945.7123 | 284367.7197 | 92577.9927 | 317322.4823 | 848082.0934 | -530759.6111 |
Total P&L (%) | 376.9457 | 284.3677 | 92.578 | 317.3225 | 848.0821 | -530.7596 |
Avg Daily Profit (%) | 0.2639 | 0.1991 | 0.0648 | 0.1001 | 0.1576 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95397 | -59058 | -77864 | -976464 | -661832 | -822726 |
Profit Factor | 1.4526 | 1.7869 | 1.1964 | 1.0591 | 1.3561 | 0.8222 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Losing Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Profitability (%) | 52.071 | 54.7619 | 49.4118 | 52.071 | 54.7619 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.3371 | 1.4762 | 1.2249 | 0.9749 | 1.1203 | 0.8418 |
Largest Winning Trade | 95484 | 95484 | 49849 | 496709 | 496709 | 233600 |
Largest Losing Trade | -36175 | -28407 | -36175 | -393517 | -390970 | -393517 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 2745 | 1365 | 1380 | 2745 | 1365 | 1380 |
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 | 382141 | 376443 | -111194 | -215119 | 312036 | -581055 |
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2857, "evaluation_days": 1428.5, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1640174400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759921623931, "expiration_time": 1763584272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.47072 } }, "second_band": { "type": "rma", "factors": { "length": 86, "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": [ [ 376945.7123478491, 284367.7196535646, 92577.9926942851, 317322.4823023564, 848082.0934451468, -530759.6111427905 ], [ 376.945712, 284.36772, 92.577993, 317.322482, 848.082093, -530.759611 ], [ 0.263875, 0.199067, 0.064808, 0.100063, 0.157581, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -95397, -59058, -77864, -976464, -661832, -822726 ], [ 1.45262, 1.786938, 1.196369, 1.05912, 1.356112, 0.822246 ], [ 169, 84, 85, 169, 84, 85 ], [ 88, 46, 42, 88, 46, 42 ], [ 81, 38, 43, 81, 38, 43 ], [ 52.071006, 54.761905, 49.411765, 52.071006, 54.761905, 49.411765 ], [ 1.337071, 1.476166, 1.224854, 0.974872, 1.120267, 0.841823 ], [ 95484, 95484, 49849, 496709, 496709, 233600 ], [ -36175, -28407, -36175, -393517, -390970, -393517 ], [ 16, 16, 16, 16, 16, 16 ], [ 16, 16, 16, 16, 16, 16 ], [ 16, 16, 16, 16, 16, 16 ], [ 2745, 1365, 1380, 2745, 1365, 1380 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382141, 376443, -111194, -215119, 312036, -581055 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2857, "evaluation_days": 1428.5, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1640174400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759921623931, "expiration_time": 1763584272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.47072 } }, "second_band": { "type": "rma", "factors": { "length": 86, "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) |
---|