| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 86079.4416 | 35653.4463 | 50425.9953 | 67474.4037 | 9846.5889 | 57627.8148 |
| Total P&L (%) | 86.0794 | 35.6534 | 50.426 | 67.4744 | 9.8466 | 57.6278 |
| Avg Daily Profit (%) | 0.3305 | 0.1369 | 0.1936 | 0.1982 | 0.0361 | 0.1749 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -60261 | -54170 | -47935 | -139085 | -104291 | -93655 |
| Profit Factor | 1.2279 | 1.1426 | 1.395 | 1.0879 | 1.0194 | 1.222 |
| Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
| Winning Trades | 134 | 64 | 70 | 134 | 64 | 70 |
| Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
| Profitability (%) | 67.3367 | 64 | 70.7071 | 67.3367 | 64 | 70.7071 |
| Ratio Avg Win / Avg Loss | 0.5956 | 0.6427 | 0.5779 | 0.5277 | 0.5734 | 0.5063 |
| Largest Winning Trade | 13759 | 13759 | 11788 | 23583 | 23583 | 14070 |
| Largest Losing Trade | -19970 | -19478 | -19970 | -47532 | -43435 | -47532 |
| Avg Bars in Trades | 124 | 170 | 77 | 124 | 170 | 77 |
| Avg Bars in Winners | 81 | 109 | 55 | 81 | 109 | 55 |
| Avg Bars in Losers | 212 | 279 | 129 | 212 | 279 | 129 |
| Bars Traded | 24748 | 17072 | 7676 | 24748 | 17072 | 7676 |
| Profit Streak | 4.6767 | 4.6767 | 19.4892 | 4.6767 | 4.6767 | 19.4892 |
| Trades During Streak | 4 | 2 | 8 | 4 | 2 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 358968 | -77210 | 295138 | -114844 | -510369 | 268611 |
{
"trading_pair": "ENS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736829000000,
"first_datapoint_time": 1736993700000,
"last_datapoint_time": 1759328100000,
"evaluation_time": 1759328971078,
"expiration_time": 1765808100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 142,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 184,
"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": [
[
86079.4415767762,
35653.446262364,
50425.9953144123,
67474.4037262912,
9846.5888795697,
57627.8148467216
],
[
86.079442,
35.653446,
50.425995,
67.474404,
9.846589,
57.627815
],
[
0.330541,
0.136907,
0.193633,
0.198207,
0.036069,
0.174896
],
[
10,
10,
10,
10,
10,
10
],
[
-60261,
-54170,
-47935,
-139085,
-104291,
-93655
],
[
1.227893,
1.142587,
1.394963,
1.087867,
1.019369,
1.222029
],
[
199,
100,
99,
199,
100,
99
],
[
134,
64,
70,
134,
64,
70
],
[
65,
36,
29,
65,
36,
29
],
[
67.336683,
64,
70.707071,
67.336683,
64,
70.707071
],
[
0.59562,
0.642705,
0.577913,
0.527697,
0.573395,
0.506269
],
[
13759,
13759,
11788,
23583,
23583,
14070
],
[
-19970,
-19478,
-19970,
-47532,
-43435,
-47532
],
[
124,
170,
77,
124,
170,
77
],
[
81,
109,
55,
81,
109,
55
],
[
212,
279,
129,
212,
279,
129
],
[
24748,
17072,
7676,
24748,
17072,
7676
],
[
4.676748,
4.676748,
19.489248,
4.676749,
4.676749,
19.489249
],
[
4,
2,
8,
4,
2,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
358968,
-77210,
295138,
-114844,
-510369,
268611
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736829000000,
"first_datapoint_time": 1736993700000,
"last_datapoint_time": 1759328100000,
"evaluation_time": 1759328971078,
"expiration_time": 1765808100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 142,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 184,
"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) |
|---|