| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1745211.22 | 1820941.2106 | -75729.9907 | -84778.2318 | 309259.9824 | -394038.2142 |
| Total P&L (%) | 1745.2112 | 1820.9412 | -75.73 | -84.7782 | 309.26 | -394.0382 |
| Avg Daily Profit (%) | 0.7386 | 0.7707 | -0.0321 | -0.0796 | 0.0597 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -353340 | -263388 | -114364 | -2370813 | -1733557 | -687149 |
| Profit Factor | 2.7538 | 3.6961 | 0.7631 | 0.9748 | 1.129 | 0.5908 |
| Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
| Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
| Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
| Profitability (%) | 55.1282 | 48.7179 | 61.5385 | 55.1282 | 48.7179 | 61.5385 |
| Ratio Avg Win / Avg Loss | 2.2415 | 3.8906 | 0.4769 | 0.7934 | 1.1884 | 0.3693 |
| Largest Winning Trade | 1989151 | 1989151 | 17505 | 2013387 | 2013387 | 266912 |
| Largest Losing Trade | -55186 | -55186 | -32406 | -1029930 | -1029930 | -307055 |
| Avg Bars in Trades | 57 | 101 | 14 | 57 | 101 | 14 |
| Avg Bars in Winners | 58 | 118 | 11 | 58 | 118 | 11 |
| Avg Bars in Losers | 56 | 86 | 17 | 56 | 86 | 17 |
| Bars Traded | 9046 | 7948 | 1098 | 9046 | 7948 | 1098 |
| Profit Streak | 0 | 0 | 95.4679 | 0 | 0 | 95.4679 |
| Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 697632 | -15202 | -611744 | -579295 | -226872 | -611744 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9451,
"evaluation_days": 2362.75,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1557640800000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759706030019,
"expiration_time": 1765811448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 13,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 98,
"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": [
[
1745211.2199623592,
1820941.210627519,
-75729.9906651608,
-84778.2317800666,
309259.9824092003,
-394038.2141892668
],
[
1745.21122,
1820.941211,
-75.729991,
-84.778232,
309.259982,
-394.038214
],
[
0.738636,
0.770687,
-0.032052,
-0.07964,
0.059659,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-353340,
-263388,
-114364,
-2370813,
-1733557,
-687149
],
[
2.75383,
3.696104,
0.763113,
0.974774,
1.128975,
0.590815
],
[
156,
78,
78,
156,
78,
78
],
[
86,
38,
48,
86,
38,
48
],
[
70,
40,
30,
70,
40,
30
],
[
55.128205,
48.717949,
61.538462,
55.128205,
48.717949,
61.538462
],
[
2.24149,
3.890636,
0.476946,
0.793421,
1.188395,
0.369259
],
[
1989151,
1989151,
17505,
2013387,
2013387,
266912
],
[
-55186,
-55186,
-32406,
-1029930,
-1029930,
-307055
],
[
57,
101,
14,
57,
101,
14
],
[
58,
118,
11,
58,
118,
11
],
[
56,
86,
17,
56,
86,
17
],
[
9046,
7948,
1098,
9046,
7948,
1098
],
[
0,
0,
95.46794,
0,
0,
95.46794
],
[
0,
0,
5,
0,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
697632,
-15202,
-611744,
-579295,
-226872,
-611744
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9451,
"evaluation_days": 2362.75,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1557640800000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759706030019,
"expiration_time": 1765811448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 13,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 98,
"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) |
|---|