| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 885382.1753 | 821656.8325 | 63725.3428 | 137133.46 | -193062.2178 | 330195.6778 |
| Total P&L (%) | 885.3822 | 821.6568 | 63.7253 | 137.1335 | -193.0622 | 330.1957 |
| Avg Daily Profit (%) | 0.3757 | 0.3487 | 0.027 | 0.0366 | 0 | 0.0619 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130822 | -63541 | -174050 | -392549 | -309124 | -135728 |
| Profit Factor | 2.5227 | 4.0255 | 1.2056 | 1.1285 | 0.6924 | 1.7516 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
| Profitability (%) | 42.623 | 38.7097 | 46.6667 | 42.623 | 38.7097 | 46.6667 |
| Ratio Avg Win / Avg Loss | 3.3959 | 6.3738 | 1.3779 | 1.5192 | 1.0962 | 2.0018 |
| Largest Winning Trade | 758090 | 758090 | 58829 | 233231 | 104427 | 233231 |
| Largest Losing Trade | -71999 | -27058 | -71999 | -114223 | -112277 | -114223 |
| Avg Bars in Trades | 144 | 121 | 169 | 144 | 121 | 169 |
| Avg Bars in Winners | 239 | 194 | 277 | 239 | 194 | 277 |
| Avg Bars in Losers | 74 | 75 | 74 | 74 | 75 | 74 |
| Bars Traded | 8838 | 3763 | 5075 | 8838 | 3763 | 5075 |
| 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 | -154797 | 430494 | -159005 | -391116 | -583541 | -108247 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9426,
"evaluation_days": 2356.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560124800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759152883583,
"expiration_time": 1765255248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 95,
"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": [
[
885382.1753484488,
821656.8325091007,
63725.342839348,
137133.4599973211,
-193062.2178093252,
330195.6778066463
],
[
885.382175,
821.656833,
63.725343,
137.13346,
-193.062218,
330.195678
],
[
0.375719,
0.348677,
0.027042,
0.036648,
0,
0.061936
],
[
10,
10,
10,
10,
10,
10
],
[
-130822,
-63541,
-174050,
-392549,
-309124,
-135728
],
[
2.522699,
4.025532,
1.205644,
1.128535,
0.69236,
1.751581
],
[
61,
31,
30,
61,
31,
30
],
[
26,
12,
14,
26,
12,
14
],
[
35,
19,
16,
35,
19,
16
],
[
42.622951,
38.709677,
46.666667,
42.622951,
38.709677,
46.666667
],
[
3.395941,
6.373759,
1.377879,
1.519182,
1.096237,
2.001806
],
[
758090,
758090,
58829,
233231,
104427,
233231
],
[
-71999,
-27058,
-71999,
-114223,
-112277,
-114223
],
[
144,
121,
169,
144,
121,
169
],
[
239,
194,
277,
239,
194,
277
],
[
74,
75,
74,
74,
75,
74
],
[
8838,
3763,
5075,
8838,
3763,
5075
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-154797,
430494,
-159005,
-391116,
-583541,
-108247
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9426,
"evaluation_days": 2356.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560124800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759152883583,
"expiration_time": 1765255248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 95,
"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) |
|---|