| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 465758.6781 | 387550.3339 | 78208.3442 | 169735.182 | -205860.4915 | 375595.6735 |
| Total P&L (%) | 465.7587 | 387.5503 | 78.2083 | 169.7352 | -205.8605 | 375.5957 |
| Avg Daily Profit (%) | 0.1977 | 0.1645 | 0.0332 | 0.0421 | 0 | 0.0662 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -164184 | -68487 | -206227 | -496301 | -419576 | -239007 |
| Profit Factor | 1.677 | 2.2209 | 1.2111 | 1.1216 | 0.7405 | 1.6234 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
| Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
| Profitability (%) | 41.8605 | 30.2326 | 53.4884 | 41.8605 | 30.2326 | 53.4884 |
| Ratio Avg Win / Avg Loss | 2.3292 | 5.1252 | 1.0531 | 1.5578 | 1.7087 | 1.4116 |
| Largest Winning Trade | 160202 | 160202 | 63010 | 282143 | 167947 | 282143 |
| Largest Losing Trade | -53186 | -29196 | -53186 | -213749 | -153130 | -213749 |
| Avg Bars in Trades | 80 | 61 | 99 | 80 | 61 | 99 |
| Avg Bars in Winners | 143 | 116 | 159 | 143 | 116 | 159 |
| Avg Bars in Losers | 34 | 37 | 30 | 34 | 37 | 30 |
| Bars Traded | 6894 | 2628 | 4266 | 6894 | 2628 | 4266 |
| Profit Streak | 58.4428 | 58.4428 | 78.1095 | 58.4428 | 58.4428 | 78.1095 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 317583 | 160876 | -147931 | -224221 | -585075 | -101477 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7066,
"evaluation_days": 2355.33,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558828800000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759027057083,
"expiration_time": 1765122624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 229,
"offset": 0,
"std": 1.01837
}
}
} {
"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": [
[
465758.6780959066,
387550.3339246185,
78208.3441712882,
169735.1819877719,
-205860.4915478253,
375595.6735355974
],
[
465.758678,
387.550334,
78.208344,
169.735182,
-205.860492,
375.595674
],
[
0.197747,
0.164542,
0.033205,
0.042138,
0,
0.066229
],
[
10,
10,
10,
10,
10,
10
],
[
-164184,
-68487,
-206227,
-496301,
-419576,
-239007
],
[
1.677037,
2.220915,
1.211083,
1.121613,
0.740454,
1.62335
],
[
86,
43,
43,
86,
43,
43
],
[
36,
13,
23,
36,
13,
23
],
[
50,
30,
20,
50,
30,
20
],
[
41.860465,
30.232558,
53.488372,
41.860465,
30.232558,
53.488372
],
[
2.329218,
5.125189,
1.053115,
1.557796,
1.70874,
1.411609
],
[
160202,
160202,
63010,
282143,
167947,
282143
],
[
-53186,
-29196,
-53186,
-213749,
-153130,
-213749
],
[
80,
61,
99,
80,
61,
99
],
[
143,
116,
159,
143,
116,
159
],
[
34,
37,
30,
34,
37,
30
],
[
6894,
2628,
4266,
6894,
2628,
4266
],
[
58.44279,
58.44279,
78.109457,
58.44279,
58.44279,
78.109457
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317583,
160876,
-147931,
-224221,
-585075,
-101477
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7066,
"evaluation_days": 2355.33,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558828800000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759027057083,
"expiration_time": 1765122624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 229,
"offset": 0,
"std": 1.01837
}
}
}
| # | 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) |
|---|