| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1015548.6937 | 1005957.1971 | 9591.4966 | 162364.9632 | 52446.7571 | 109918.2061 |
| Total P&L (%) | 1015.5487 | 1005.9572 | 9.5915 | 162.365 | 52.4468 | 109.9182 |
| Avg Daily Profit (%) | 0.4318 | 0.4277 | 0.0041 | 0.041 | 0.0179 | 0.0315 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124850 | -54731 | -133557 | -156427 | -168037 | -126814 |
| Profit Factor | 2.6485 | 4.9371 | 1.0266 | 1.1676 | 1.1209 | 1.2054 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
| Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
| Profitability (%) | 30.3371 | 33.3333 | 27.2727 | 30.3371 | 33.3333 | 27.2727 |
| Ratio Avg Win / Avg Loss | 6.0816 | 9.8743 | 2.7376 | 2.6811 | 2.2417 | 3.2145 |
| Largest Winning Trade | 1007704 | 1007704 | 62628 | 174116 | 174116 | 154440 |
| Largest Losing Trade | -34341 | -15369 | -34341 | -82761 | -58532 | -82761 |
| Avg Bars in Trades | 47 | 33 | 60 | 47 | 33 | 60 |
| Avg Bars in Winners | 117 | 75 | 169 | 117 | 75 | 169 |
| Avg Bars in Losers | 16 | 13 | 19 | 16 | 13 | 19 |
| Bars Traded | 4199 | 1524 | 2675 | 4199 | 1524 | 2675 |
| 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 | 275806 | 407423 | -563040 | -180623 | -262967 | -169884 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4704,
"evaluation_days": 2352,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560816000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856753312,
"expiration_time": 1764811584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 7,
"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": [
[
1015548.693699243,
1005957.1970980864,
9591.4966011566,
162364.9631764754,
52446.7570944773,
109918.206081998
],
[
1015.548694,
1005.957197,
9.591497,
162.364963,
52.446757,
109.918206
],
[
0.431781,
0.427703,
0.004078,
0.041019,
0.017929,
0.031533
],
[
10,
10,
10,
10,
10,
10
],
[
-124850,
-54731,
-133557,
-156427,
-168037,
-126814
],
[
2.648452,
4.937147,
1.026602,
1.16756,
1.12085,
1.205449
],
[
89,
45,
44,
89,
45,
44
],
[
27,
15,
12,
27,
15,
12
],
[
62,
30,
32,
62,
30,
32
],
[
30.337079,
33.333333,
27.272727,
30.337079,
33.333333,
27.272727
],
[
6.081631,
9.874294,
2.737605,
2.681064,
2.2417,
3.214531
],
[
1007704,
1007704,
62628,
174116,
174116,
154440
],
[
-34341,
-15369,
-34341,
-82761,
-58532,
-82761
],
[
47,
33,
60,
47,
33,
60
],
[
117,
75,
169,
117,
75,
169
],
[
16,
13,
19,
16,
13,
19
],
[
4199,
1524,
2675,
4199,
1524,
2675
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
275806,
407423,
-563040,
-180623,
-262967,
-169884
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4704,
"evaluation_days": 2352,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560816000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856753312,
"expiration_time": 1764811584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 7,
"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) |
|---|