| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 93081.802 | 38731.809 | 54349.993 | 77214.4217 | 20569.2981 | 56645.1235 |
| Total P&L (%) | 93.0818 | 38.7318 | 54.35 | 77.2144 | 20.5693 | 56.6451 |
| Avg Daily Profit (%) | 0.3574 | 0.1487 | 0.2087 | 0.22 | 0.0719 | 0.1725 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -42151 | -47619 | -52139 | -114765 | -124689 | -140705 |
| Profit Factor | 1.3065 | 1.2245 | 1.4144 | 1.1152 | 1.0551 | 1.1907 |
| Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
| Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
| Profitability (%) | 66.4671 | 65.4762 | 67.4699 | 66.4671 | 65.4762 | 67.4699 |
| Ratio Avg Win / Avg Loss | 0.6592 | 0.6457 | 0.6819 | 0.5626 | 0.5563 | 0.5741 |
| Largest Winning Trade | 15828 | 15828 | 10366 | 29694 | 29694 | 19894 |
| Largest Losing Trade | -29724 | -21210 | -29724 | -78609 | -57482 | -78609 |
| Avg Bars in Trades | 146 | 148 | 144 | 146 | 148 | 144 |
| Avg Bars in Winners | 81 | 74 | 88 | 81 | 74 | 88 |
| Avg Bars in Losers | 276 | 290 | 261 | 276 | 290 | 261 |
| Bars Traded | 24528 | 12514 | 12015 | 24528 | 12514 | 12015 |
| Profit Streak | 5.4672 | 5.4672 | 7.8318 | 5.4672 | 5.4672 | 7.8318 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 385155 | 102781 | 277865 | -84455 | -263383 | -3991 |
{
"trading_pair": "ENS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736921700000,
"first_datapoint_time": 1737104400000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759421565804,
"expiration_time": 1765900800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 204,
"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": [
[
93081.8019878272,
38731.8090369408,
54349.9929508863,
77214.4216531105,
20569.298139759,
56645.1235133515
],
[
93.081802,
38.731809,
54.349993,
77.214422,
20.569298,
56.645124
],
[
0.35743,
0.148728,
0.208701,
0.21996,
0.071854,
0.17249
],
[
10,
10,
10,
10,
10,
10
],
[
-42151,
-47619,
-52139,
-114765,
-124689,
-140705
],
[
1.306541,
1.224537,
1.414394,
1.115156,
1.055077,
1.190688
],
[
167,
84,
83,
167,
84,
83
],
[
111,
55,
56,
111,
55,
56
],
[
56,
29,
27,
56,
29,
27
],
[
66.467066,
65.47619,
67.46988,
66.467066,
65.47619,
67.46988
],
[
0.659156,
0.645665,
0.68194,
0.562601,
0.556313,
0.574082
],
[
15828,
15828,
10366,
29694,
29694,
19894
],
[
-29724,
-21210,
-29724,
-78609,
-57482,
-78609
],
[
146,
148,
144,
146,
148,
144
],
[
81,
74,
88,
81,
74,
88
],
[
276,
290,
261,
276,
290,
261
],
[
24528,
12514,
12015,
24528,
12514,
12015
],
[
5.467197,
5.467197,
7.83178,
5.467197,
5.467197,
7.83178
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
385155,
102781,
277865,
-84455,
-263383,
-3991
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736921700000,
"first_datapoint_time": 1737104400000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759421565804,
"expiration_time": 1765900800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 204,
"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) |
|---|