| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2019164.4892 | 1864466.8847 | 154697.6045 | 1248808.0575 | -8891146.4823 | 10139954.5398 |
| Total P&L (%) | 2019.1645 | 1864.4669 | 154.6976 | 1248.8081 | -8891.1465 | 10139.9545 |
| Avg Daily Profit (%) | 0.8589 | 0.7931 | 0.0658 | 0.1107 | 0 | 0.1971 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -183051 | -129933 | -75373 | -19264622 | -16391572 | -6510006 |
| Profit Factor | 4.4988 | 6.129 | 1.7243 | 1.0326 | 0.6654 | 1.8601 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 43.4783 | 38.2353 | 48.5714 | 43.4783 | 38.2353 | 48.5714 |
| Ratio Avg Win / Avg Loss | 5.8485 | 9.9007 | 1.8257 | 1.3423 | 1.0749 | 1.9696 |
| Largest Winning Trade | 1817302 | 1817302 | 59311 | 5877224 | 5877224 | 5808411 |
| Largest Losing Trade | -64961 | -45698 | -64961 | -5107274 | -5107274 | -3942413 |
| Avg Bars in Trades | 197 | 257 | 139 | 197 | 257 | 139 |
| Avg Bars in Winners | 294 | 395 | 217 | 294 | 395 | 217 |
| Avg Bars in Losers | 123 | 172 | 66 | 123 | 172 | 66 |
| Bars Traded | 13642 | 8762 | 4880 | 13642 | 8762 | 4880 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -88169 | 613546 | -102362 | -338271 | -583703 | 395209 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14105,
"evaluation_days": 2350.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1560600000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758872075841,
"expiration_time": 1764808560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 233,
"offset": 116
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 63,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
2019164.4891820583,
1864466.8846916524,
154697.6044904062,
1248808.0574998225,
-8891146.482273016,
10139954.539772836
],
[
2019.164489,
1864.466885,
154.697604,
1248.808057,
-8891.146482,
10139.95454
],
[
0.858916,
0.79311,
0.065806,
0.110737,
0,
0.197098
],
[
10,
10,
10,
10,
10,
10
],
[
-183051,
-129933,
-75373,
-19264622,
-16391572,
-6510006
],
[
4.498848,
6.129007,
1.724308,
1.032554,
0.6654,
1.860146
],
[
69,
34,
35,
69,
34,
35
],
[
30,
13,
17,
30,
13,
17
],
[
39,
21,
18,
39,
21,
18
],
[
43.478261,
38.235294,
48.571429,
43.478261,
38.235294,
48.571429
],
[
5.848502,
9.900703,
1.825738,
1.34232,
1.074876,
1.969566
],
[
1817302,
1817302,
59311,
5877224,
5877224,
5808411
],
[
-64961,
-45698,
-64961,
-5107274,
-5107274,
-3942413
],
[
197,
257,
139,
197,
257,
139
],
[
294,
395,
217,
294,
395,
217
],
[
123,
172,
66,
123,
172,
66
],
[
13642,
8762,
4880,
13642,
8762,
4880
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-88169,
613546,
-102362,
-338271,
-583703,
395209
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14105,
"evaluation_days": 2350.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1560600000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758872075841,
"expiration_time": 1764808560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 233,
"offset": 116
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 63,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|