| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 879042.0246 | 709441.7962 | 169600.2284 | 2311577.9748 | -3160256.3142 | 5471834.289 |
| Total P&L (%) | 879.042 | 709.4418 | 169.6002 | 2311.578 | -3160.2563 | 5471.8343 |
| Avg Daily Profit (%) | 0.3732 | 0.3012 | 0.072 | 0.1352 | 0 | 0.1708 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149777 | -113128 | -113995 | -10877179 | -8858915 | -5377006 |
| Profit Factor | 1.9366 | 2.4435 | 1.3794 | 1.0856 | 0.7977 | 1.4801 |
| Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
| Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
| Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
| Profitability (%) | 37.7143 | 31.8182 | 43.6782 | 37.7143 | 31.8182 | 43.6782 |
| Ratio Avg Win / Avg Loss | 3.1984 | 5.2362 | 1.7787 | 1.7928 | 1.7094 | 1.9085 |
| Largest Winning Trade | 394437 | 394437 | 66433 | 5605040 | 5605040 | 4630930 |
| Largest Losing Trade | -31829 | -23244 | -31829 | -3608998 | -1948322 | -3608998 |
| Avg Bars in Trades | 79 | 66 | 92 | 79 | 66 | 92 |
| Avg Bars in Winners | 149 | 141 | 155 | 149 | 141 | 155 |
| Avg Bars in Losers | 36 | 31 | 42 | 36 | 31 | 42 |
| Bars Traded | 13873 | 5860 | 8013 | 13873 | 5860 | 8013 |
| Profit Streak | 18.8048 | 34.6381 | 0 | 18.8048 | 34.6381 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 356236 | 257823 | -97903 | -140708 | -584397 | 262937 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14133,
"evaluation_days": 2355.5,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557345600000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759130335592,
"expiration_time": 1765223856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 125,
"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": [
[
879042.0246042149,
709441.7961945933,
169600.228409622,
2311577.9747682083,
-3160256.314195647,
5471834.288963854
],
[
879.042025,
709.441796,
169.600228,
2311.577975,
-3160.256314,
5471.834289
],
[
0.373187,
0.301185,
0.072002,
0.135216,
0,
0.170823
],
[
10,
10,
10,
10,
10,
10
],
[
-149777,
-113128,
-113995,
-10877179,
-8858915,
-5377006
],
[
1.936647,
2.443547,
1.379384,
1.085554,
0.797697,
1.480084
],
[
175,
88,
87,
175,
88,
87
],
[
66,
28,
38,
66,
28,
38
],
[
109,
60,
49,
109,
60,
49
],
[
37.714286,
31.818182,
43.678161,
37.714286,
31.818182,
43.678161
],
[
3.198403,
5.236171,
1.77868,
1.792808,
1.709352,
1.90853
],
[
394437,
394437,
66433,
5605040,
5605040,
4630930
],
[
-31829,
-23244,
-31829,
-3608998,
-1948322,
-3608998
],
[
79,
66,
92,
79,
66,
92
],
[
149,
141,
155,
149,
141,
155
],
[
36,
31,
42,
36,
31,
42
],
[
13873,
5860,
8013,
13873,
5860,
8013
],
[
18.80481,
34.638143,
0,
18.80481,
34.638143,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
356236,
257823,
-97903,
-140708,
-584397,
262937
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14133,
"evaluation_days": 2355.5,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557345600000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759130335592,
"expiration_time": 1765223856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 125,
"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) |
|---|