| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 388733.1741 | 357344.3062 | 31388.8679 | -123246.5863 | 84051.5155 | -207298.1018 |
| Total P&L (%) | 388.7332 | 357.3443 | 31.3889 | -123.2466 | 84.0515 | -207.2981 |
| Avg Daily Profit (%) | 0.1643 | 0.151 | 0.0133 | 0 | 0.0258 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -171703 | -96615 | -284375 | -245876 | -61028 | -284384 |
| Profit Factor | 1.3339 | 1.726 | 1.0467 | 0.788 | 1.5182 | 0.5054 |
| Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
| Winning Trades | 99 | 41 | 58 | 107 | 58 | 49 |
| Losing Trades | 111 | 64 | 47 | 103 | 47 | 56 |
| Profitability (%) | 47.1429 | 39.0476 | 55.2381 | 50.9524 | 55.2381 | 46.6667 |
| Ratio Avg Win / Avg Loss | 1.4956 | 2.6943 | 0.8482 | 0.7585 | 1.2303 | 0.5776 |
| Largest Winning Trade | 107692 | 107692 | 59429 | 65884 | 57810 | 65884 |
| Largest Losing Trade | -106918 | -23678 | -106918 | -88429 | -24802 | -88429 |
| Avg Bars in Trades | 22 | 15 | 28 | 22 | 15 | 28 |
| Avg Bars in Winners | 28 | 20 | 34 | 18 | 15 | 21 |
| Avg Bars in Losers | 16 | 12 | 21 | 26 | 15 | 34 |
| Bars Traded | 4644 | 1636 | 3008 | 4644 | 1636 | 3008 |
| Profit Streak | 14.8512 | 0 | 24.3512 | 0 | 38.8512 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304570 | 223841 | -347702 | -579277 | -155342 | -582071 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4733,
"evaluation_days": 2366.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1557360000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759998346604,
"expiration_time": 1766101968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 43,
"offset": 0,
"std": 2.25895
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
388733.1741158331,
357344.3062438919,
31388.8678719411,
-123246.5862816028,
84051.5155215987,
-207298.1018032015
],
[
388.733174,
357.344306,
31.388868,
-123.246586,
84.051516,
-207.298102
],
[
0.164265,
0.151001,
0.013264,
0,
0.025782,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-171703,
-96615,
-284375,
-245876,
-61028,
-284384
],
[
1.333884,
1.726043,
1.046703,
0.787981,
1.518195,
0.505372
],
[
210,
105,
105,
210,
105,
105
],
[
99,
41,
58,
107,
58,
49
],
[
111,
64,
47,
103,
47,
56
],
[
47.142857,
39.047619,
55.238095,
50.952381,
55.238095,
46.666667
],
[
1.495567,
2.694312,
0.84819,
0.758524,
1.230262,
0.577568
],
[
107692,
107692,
59429,
65884,
57810,
65884
],
[
-106918,
-23678,
-106918,
-88429,
-24802,
-88429
],
[
22,
15,
28,
22,
15,
28
],
[
28,
20,
34,
18,
15,
21
],
[
16,
12,
21,
26,
15,
34
],
[
4644,
1636,
3008,
4644,
1636,
3008
],
[
14.851234,
0,
24.351234,
0,
38.851234,
0
],
[
1,
0,
1,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304570,
223841,
-347702,
-579277,
-155342,
-582071
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4733,
"evaluation_days": 2366.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1557360000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759998346604,
"expiration_time": 1766101968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 43,
"offset": 0,
"std": 2.25895
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|