| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 364928.2335 | 368340.6775 | -3412.444 | -59824.9332 | 4513.6404 | -64338.5736 |
| Total P&L (%) | 364.9282 | 368.3407 | -3.4124 | -59.8249 | 4.5136 | -64.3386 |
| Avg Daily Profit (%) | 0.1552 | 0.1567 | -0.0015 | -0.0388 | 0.0019 | -0.0439 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -140969 | -77262 | -289081 | -175104 | -50318 | -195282 |
| Profit Factor | 1.4103 | 1.8661 | 0.9926 | 0.8673 | 1.0238 | 0.7538 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
| Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Profitability (%) | 47.3214 | 42.8571 | 51.7857 | 47.3214 | 42.8571 | 51.7857 |
| Ratio Avg Win / Avg Loss | 1.57 | 2.4881 | 0.9242 | 0.9655 | 1.3651 | 0.7018 |
| Largest Winning Trade | 206131 | 206131 | 65655 | 55327 | 44910 | 55327 |
| Largest Losing Trade | -66347 | -31816 | -66347 | -85061 | -25960 | -85061 |
| Avg Bars in Trades | 123 | 109 | 137 | 123 | 109 | 137 |
| Avg Bars in Winners | 180 | 165 | 192 | 180 | 165 | 192 |
| Avg Bars in Losers | 72 | 67 | 78 | 72 | 67 | 78 |
| Bars Traded | 13840 | 6123 | 7716 | 13840 | 6123 | 7716 |
| Profit Streak | 0 | 122.9824 | 0 | 0 | 122.9824 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301092 | -171081 | -760601 | -581522 | -732300 | -760601 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14105,
"evaluation_days": 2350.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557144000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758872078405,
"expiration_time": 1764808560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 60,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 111,
"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": [
[
364928.2334962459,
368340.6775156314,
-3412.4440193856,
-59824.9332115675,
4513.6404209267,
-64338.5736324942
],
[
364.928233,
368.340678,
-3.412444,
-59.824933,
4.51364,
-64.338574
],
[
0.155234,
0.156685,
-0.001452,
-0.038784,
0.001878,
-0.043852
],
[
10,
10,
10,
10,
10,
10
],
[
-140969,
-77262,
-289081,
-175104,
-50318,
-195282
],
[
1.410344,
1.866062,
0.992646,
0.867345,
1.023801,
0.753814
],
[
112,
56,
56,
112,
56,
56
],
[
53,
24,
29,
53,
24,
29
],
[
59,
32,
27,
59,
32,
27
],
[
47.321429,
42.857143,
51.785714,
47.321429,
42.857143,
51.785714
],
[
1.570005,
2.488082,
0.924188,
0.965535,
1.365068,
0.701827
],
[
206131,
206131,
65655,
55327,
44910,
55327
],
[
-66347,
-31816,
-66347,
-85061,
-25960,
-85061
],
[
123,
109,
137,
123,
109,
137
],
[
180,
165,
192,
180,
165,
192
],
[
72,
67,
78,
72,
67,
78
],
[
13840,
6123,
7716,
13840,
6123,
7716
],
[
0,
122.982389,
0,
0,
122.982389,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301092,
-171081,
-760601,
-581522,
-732300,
-760601
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14105,
"evaluation_days": 2350.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557144000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758872078405,
"expiration_time": 1764808560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 60,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 111,
"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) |
|---|