| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 493417.1115 | 473708.5282 | 19708.5833 | -59370.9379 | -19787.3618 | -39583.5761 |
| Total P&L (%) | 493.4171 | 473.7085 | 19.7086 | -59.3709 | -19.7874 | -39.5836 |
| Avg Daily Profit (%) | 0.2097 | 0.2013 | 0.0084 | -0.0383 | -0.0094 | -0.0214 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -150159 | -126754 | -214694 | -132943 | -81965 | -161298 |
| Profit Factor | 1.5325 | 1.99 | 1.044 | 0.8852 | 0.9258 | 0.8419 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
| Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
| Profitability (%) | 45.6522 | 32.6087 | 58.6957 | 45.6522 | 32.6087 | 58.6957 |
| Ratio Avg Win / Avg Loss | 1.8243 | 4.1126 | 0.7346 | 1.0538 | 1.9134 | 0.5925 |
| Largest Winning Trade | 228139 | 228139 | 55889 | 60832 | 60832 | 41669 |
| Largest Losing Trade | -67769 | -36706 | -67769 | -50982 | -43246 | -50982 |
| Avg Bars in Trades | 74 | 82 | 67 | 74 | 82 | 67 |
| Avg Bars in Winners | 100 | 117 | 90 | 100 | 117 | 90 |
| Avg Bars in Losers | 53 | 65 | 34 | 53 | 65 | 34 |
| Bars Traded | 6898 | 3791 | 3107 | 6898 | 3791 | 3107 |
| Profit Streak | 0 | 0 | 158.2766 | 0 | 0 | 158.2766 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 319464 | 170046 | -360377 | -580556 | -584689 | -578612 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7059,
"evaluation_days": 2353,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559692800000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758839897695,
"expiration_time": 1764914976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 89,
"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": [
[
493417.111530571,
473708.5281986906,
19708.5833318802,
-59370.9379092951,
-19787.3617655012,
-39583.576143794
],
[
493.417112,
473.708528,
19.708583,
-59.370938,
-19.787362,
-39.583576
],
[
0.209697,
0.201321,
0.008376,
-0.038271,
-0.00937,
-0.021413
],
[
10,
10,
10,
10,
10,
10
],
[
-150159,
-126754,
-214694,
-132943,
-81965,
-161298
],
[
1.532451,
1.989954,
1.043975,
0.885224,
0.925844,
0.841947
],
[
92,
46,
46,
92,
46,
46
],
[
42,
15,
27,
42,
15,
27
],
[
50,
31,
19,
50,
31,
19
],
[
45.652174,
32.608696,
58.695652,
45.652174,
32.608696,
58.695652
],
[
1.824346,
4.112571,
0.734649,
1.053839,
1.913411,
0.592481
],
[
228139,
228139,
55889,
60832,
60832,
41669
],
[
-67769,
-36706,
-67769,
-50982,
-43246,
-50982
],
[
74,
82,
67,
74,
82,
67
],
[
100,
117,
90,
100,
117,
90
],
[
53,
65,
34,
53,
65,
34
],
[
6898,
3791,
3107,
6898,
3791,
3107
],
[
0,
0,
158.276594,
0,
0,
158.276594
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319464,
170046,
-360377,
-580556,
-584689,
-578612
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7059,
"evaluation_days": 2353,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559692800000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758839897695,
"expiration_time": 1764914976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 89,
"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) |
|---|