| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 464942.3827 | 458074.751 | 6867.6317 | -49065.7731 | 1781.7693 | -50847.5424 |
| Total P&L (%) | 464.9424 | 458.0748 | 6.8676 | -49.0658 | 1.7818 | -50.8475 |
| Avg Daily Profit (%) | 0.1974 | 0.1945 | 0.0029 | -0.0286 | 0.0008 | -0.0302 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -156166 | -102226 | -239538 | -204738 | -210216 | -254412 |
| Profit Factor | 1.3701 | 1.7318 | 1.0109 | 0.9615 | 1.0028 | 0.919 |
| Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
| Winning Trades | 170 | 76 | 94 | 170 | 76 | 94 |
| Losing Trades | 213 | 116 | 97 | 213 | 116 | 97 |
| Profitability (%) | 44.3864 | 39.5833 | 49.2147 | 44.3864 | 39.5833 | 49.2147 |
| Ratio Avg Win / Avg Loss | 1.7167 | 2.6432 | 1.0432 | 1.2047 | 1.5305 | 0.9484 |
| Largest Winning Trade | 308120 | 308120 | 57710 | 183685 | 183685 | 47225 |
| Largest Losing Trade | -53785 | -37158 | -53785 | -95801 | -63204 | -95801 |
| Avg Bars in Trades | 36 | 32 | 40 | 36 | 32 | 40 |
| Avg Bars in Winners | 47 | 40 | 53 | 47 | 40 | 53 |
| Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
| Bars Traded | 13906 | 6188 | 7717 | 13906 | 6188 | 7717 |
| Profit Streak | 0 | 0 | 5.08 | 0 | 0 | 5.08 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325499 | 261197 | -562380 | -579292 | -577569 | -579923 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14131,
"evaluation_days": 2355.17,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557489600000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759096515180,
"expiration_time": 1765194192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 134
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 41,
"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": [
[
464942.3826589197,
458074.7510036296,
6867.6316552898,
-49065.7731279093,
1781.7693201602,
-50847.5424480694
],
[
464.942383,
458.074751,
6.867632,
-49.065773,
1.781769,
-50.847542
],
[
0.197414,
0.194498,
0.002916,
-0.028641,
0.00075,
-0.030152
],
[
10,
10,
10,
10,
10,
10
],
[
-156166,
-102226,
-239538,
-204738,
-210216,
-254412
],
[
1.370134,
1.731759,
1.010898,
0.961501,
1.002756,
0.919022
],
[
383,
192,
191,
383,
192,
191
],
[
170,
76,
94,
170,
76,
94
],
[
213,
116,
97,
213,
116,
97
],
[
44.386423,
39.583333,
49.21466,
44.386423,
39.583333,
49.21466
],
[
1.716697,
2.643212,
1.043161,
1.204704,
1.530522,
0.948352
],
[
308120,
308120,
57710,
183685,
183685,
47225
],
[
-53785,
-37158,
-53785,
-95801,
-63204,
-95801
],
[
36,
32,
40,
36,
32,
40
],
[
47,
40,
53,
47,
40,
53
],
[
27,
26,
28,
27,
26,
28
],
[
13906,
6188,
7717,
13906,
6188,
7717
],
[
0,
0,
5.080037,
0,
0,
5.080037
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325499,
261197,
-562380,
-579292,
-577569,
-579923
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14131,
"evaluation_days": 2355.17,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557489600000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759096515180,
"expiration_time": 1765194192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 134
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 41,
"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) |
|---|