| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 645050.0632 | 573118.4 | 71931.6632 | 150678.5168 | 28372.6665 | 122305.8503 |
| Total P&L (%) | 645.0501 | 573.1184 | 71.9317 | 150.6785 | 28.3727 | 122.3059 |
| Avg Daily Profit (%) | 0.2732 | 0.2427 | 0.0305 | 0.0389 | 0.0106 | 0.0338 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134188 | -103981 | -162078 | -474066 | -493420 | -411080 |
| Profit Factor | 1.7028 | 2.2072 | 1.1623 | 1.0613 | 1.0212 | 1.1094 |
| Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
| Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
| Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
| Profitability (%) | 42.2018 | 34.5455 | 50 | 42.2018 | 34.5455 | 50 |
| Ratio Avg Win / Avg Loss | 2.3321 | 4.182 | 1.1623 | 1.4535 | 1.9348 | 1.1094 |
| Largest Winning Trade | 276297 | 276297 | 62019 | 375893 | 375893 | 248030 |
| Largest Losing Trade | -48870 | -47039 | -48870 | -250188 | -138519 | -250188 |
| Avg Bars in Trades | 127 | 126 | 128 | 127 | 126 | 128 |
| Avg Bars in Winners | 202 | 210 | 197 | 202 | 210 | 197 |
| Avg Bars in Losers | 72 | 82 | 59 | 72 | 82 | 59 |
| Bars Traded | 13898 | 6958 | 6939 | 13898 | 6958 | 6939 |
| Profit Streak | 0 | 0 | 148.6509 | 0 | 0 | 148.6509 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 329295 | -173740 | -373237 | -296789 | -564449 | -427012 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14167,
"evaluation_days": 2361.17,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1556971200000,
"last_datapoint_time": 1759608000000,
"evaluation_time": 1759621033568,
"expiration_time": 1765728144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 99,
"offset": 0,
"a": 0.54036
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 52,
"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": [
[
645050.0631847022,
573118.39999056,
71931.6631941423,
150678.5168103168,
28372.6665222684,
122305.8502880485
],
[
645.050063,
573.1184,
71.931663,
150.678517,
28.372667,
122.30585
],
[
0.273191,
0.242726,
0.030464,
0.038929,
0.010579,
0.03384
],
[
10,
10,
10,
10,
10,
10
],
[
-134188,
-103981,
-162078,
-474066,
-493420,
-411080
],
[
1.702778,
2.207191,
1.162336,
1.061256,
1.021151,
1.109358
],
[
109,
55,
54,
109,
55,
54
],
[
46,
19,
27,
46,
19,
27
],
[
63,
36,
27,
63,
36,
27
],
[
42.201835,
34.545455,
50,
42.201835,
34.545455,
50
],
[
2.332066,
4.182046,
1.162336,
1.45346,
1.934813,
1.109358
],
[
276297,
276297,
62019,
375893,
375893,
248030
],
[
-48870,
-47039,
-48870,
-250188,
-138519,
-250188
],
[
127,
126,
128,
127,
126,
128
],
[
202,
210,
197,
202,
210,
197
],
[
72,
82,
59,
72,
82,
59
],
[
13898,
6958,
6939,
13898,
6958,
6939
],
[
0,
0,
148.650851,
0,
0,
148.650851
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329295,
-173740,
-373237,
-296789,
-564449,
-427012
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14167,
"evaluation_days": 2361.17,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1556971200000,
"last_datapoint_time": 1759608000000,
"evaluation_time": 1759621033568,
"expiration_time": 1765728144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 99,
"offset": 0,
"a": 0.54036
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 52,
"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) |
|---|