| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 397537.0335 | 394570.6962 | 2966.3373 | -41332.9978 | -7745.1346 | -33587.8632 |
| Total P&L (%) | 397.537 | 394.5707 | 2.9663 | -41.333 | -7.7451 | -33.5879 |
| Avg Daily Profit (%) | 0.1679 | 0.1666 | 0.0013 | -0.0225 | -0.0034 | -0.0173 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -299825 | -71299 | -402058 | -196434 | -40187 | -176647 |
| Profit Factor | 1.2543 | 1.8383 | 1.0027 | 0.8977 | 0.9307 | 0.8851 |
| Total Trades | 479 | 240 | 239 | 479 | 240 | 239 |
| Winning Trades | 190 | 96 | 94 | 190 | 96 | 94 |
| Losing Trades | 289 | 144 | 145 | 289 | 144 | 145 |
| Profitability (%) | 39.666 | 40 | 39.3305 | 39.666 | 40 | 39.3305 |
| Ratio Avg Win / Avg Loss | 1.9078 | 2.7574 | 1.5467 | 1.3655 | 1.3961 | 1.3653 |
| Largest Winning Trade | 256592 | 256592 | 70787 | 52050 | 20494 | 52050 |
| Largest Losing Trade | -60643 | -15547 | -60643 | -49386 | -17842 | -49386 |
| Avg Bars in Trades | 29 | 8 | 50 | 29 | 8 | 50 |
| Avg Bars in Winners | 56 | 15 | 98 | 56 | 15 | 98 |
| Avg Bars in Losers | 11 | 3 | 18 | 11 | 3 | 18 |
| Bars Traded | 14004 | 2016 | 11988 | 14004 | 2016 | 11988 |
| Profit Streak | 50.0273 | 50.0273 | 50.3607 | 50.0273 | 50.0273 | 50.3607 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 288533 | 305198 | -576232 | -579358 | -581457 | -582000 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14210,
"evaluation_days": 2368.33,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557475200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760229560843,
"expiration_time": 1766365920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 134,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 160,
"offset": 0,
"std": 4.23894
}
}
} {
"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": [
[
397537.033517746,
394570.6962055717,
2966.3373121737,
-41332.9978131992,
-7745.1346221649,
-33587.8631910344
],
[
397.537034,
394.570696,
2.966337,
-41.332998,
-7.745135,
-33.587863
],
[
0.167855,
0.166603,
0.001253,
-0.022515,
-0.003404,
-0.01728
],
[
10,
10,
10,
10,
10,
10
],
[
-299825,
-71299,
-402058,
-196434,
-40187,
-176647
],
[
1.254278,
1.83828,
1.002715,
0.897715,
0.930741,
0.885078
],
[
479,
240,
239,
479,
240,
239
],
[
190,
96,
94,
190,
96,
94
],
[
289,
144,
145,
289,
144,
145
],
[
39.665971,
40,
39.330544,
39.665971,
40,
39.330544
],
[
1.907824,
2.75742,
1.546741,
1.365471,
1.396112,
1.36528
],
[
256592,
256592,
70787,
52050,
20494,
52050
],
[
-60643,
-15547,
-60643,
-49386,
-17842,
-49386
],
[
29,
8,
50,
29,
8,
50
],
[
56,
15,
98,
56,
15,
98
],
[
11,
3,
18,
11,
3,
18
],
[
14004,
2016,
11988,
14004,
2016,
11988
],
[
50.027324,
50.027324,
50.360658,
50.027325,
50.027325,
50.360658
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
288533,
305198,
-576232,
-579358,
-581457,
-582000
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14210,
"evaluation_days": 2368.33,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557475200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760229560843,
"expiration_time": 1766365920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 134,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 160,
"offset": 0,
"std": 4.23894
}
}
}
| # | 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) |
|---|