Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343921.9725 | 238001.5527 | 105920.4198 | 538532.6323 | 426907.4778 | 111625.1545 |
Total P&L (%) | 343.922 | 238.0016 | 105.9204 | 538.5326 | 426.9075 | 111.6252 |
Avg Daily Profit (%) | 0.2415 | 0.1671 | 0.0744 | 0.1303 | 0.1168 | 0.0527 |
Buy And Hold Return (%) | 47.0981 | 47.0981 | 47.0981 | 47.0981 | 47.0981 | 47.0981 |
Max Trade Drawdown | -119339 | -42343 | -99165 | -205139 | -66702 | -205139 |
Profit Factor | 1.8981 | 3.2212 | 1.3841 | 1.7467 | 3.4306 | 1.2046 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 67.0588 | 69.0476 | 65.1163 | 67.0588 | 69.0476 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.9324 | 1.444 | 0.7415 | 0.858 | 1.5379 | 0.6453 |
Largest Winning Trade | 72750 | 72750 | 43690 | 154808 | 154808 | 76486 |
Largest Losing Trade | -62954 | -28796 | -62954 | -205139 | -51579 | -205139 |
Avg Bars in Trades | 29 | 34 | 24 | 29 | 34 | 24 |
Avg Bars in Winners | 23 | 27 | 18 | 23 | 27 | 18 |
Avg Bars in Losers | 40 | 48 | 34 | 40 | 48 | 34 |
Bars Traded | 2476 | 1431 | 1045 | 2476 | 1431 | 1045 |
Profit Streak | 13.9553 | 0 | 41.9553 | 13.9553 | 0 | 41.9553 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446143 | 489626 | -96216 | -14555 | -28038 | -125471 |
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2848, "evaluation_days": 1424, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1646438400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759532137331, "expiration_time": 1763183808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 231, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 343921.9724682117, 238001.5527084137, 105920.4197597982, 538532.6322987728, 426907.4778104279, 111625.1544883449 ], [ 343.921972, 238.001553, 105.92042, 538.532632, 426.907478, 111.625154 ], [ 0.241518, 0.167136, 0.074382, 0.130282, 0.116771, 0.052658 ], [ 47.098065, 47.098065, 47.098065, 47.098065, 47.098065, 47.098065 ], [ -119339, -42343, -99165, -205139, -66702, -205139 ], [ 1.898141, 3.221238, 1.384078, 1.746709, 3.430607, 1.204603 ], [ 85, 42, 43, 85, 42, 43 ], [ 57, 29, 28, 57, 29, 28 ], [ 28, 13, 15, 28, 13, 15 ], [ 67.058824, 69.047619, 65.116279, 67.058824, 69.047619, 65.116279 ], [ 0.93242, 1.444003, 0.74147, 0.858032, 1.537858, 0.645323 ], [ 72750, 72750, 43690, 154808, 154808, 76486 ], [ -62954, -28796, -62954, -205139, -51579, -205139 ], [ 29, 34, 24, 29, 34, 24 ], [ 23, 27, 18, 23, 27, 18 ], [ 40, 48, 34, 40, 48, 34 ], [ 2476, 1431, 1045, 2476, 1431, 1045 ], [ 13.955293, 0, 41.955293, 13.955293, 0, 41.955293 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446143, 489626, -96216, -14555, -28038, -125471 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2848, "evaluation_days": 1424, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1646438400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759532137331, "expiration_time": 1763183808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 231, "offset": 0, "scalar": 4 } } }
# | 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) |
---|