| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 258635.9978 | 184388.0669 | 74247.9308 | 2708.1754 | 21529.9577 | -18821.7822 |
| Total P&L (%) | 258.636 | 184.3881 | 74.2479 | 2.7082 | 21.53 | -18.8218 |
| Avg Daily Profit (%) | 0.1828 | 0.1304 | 0.0525 | 0.0019 | 0.0138 | -0.0147 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112750 | -97103 | -82463 | -136170 | -100295 | -120080 |
| Profit Factor | 1.2862 | 1.3638 | 1.1872 | 1.0039 | 1.0574 | 0.9416 |
| Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
| Winning Trades | 191 | 92 | 99 | 191 | 92 | 99 |
| Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
| Profitability (%) | 61.4148 | 59.3548 | 63.4615 | 61.4148 | 59.3548 | 63.4615 |
| Ratio Avg Win / Avg Loss | 0.8081 | 0.9339 | 0.6835 | 0.6307 | 0.7241 | 0.5421 |
| Largest Winning Trade | 42613 | 42613 | 23210 | 29087 | 29087 | 23210 |
| Largest Losing Trade | -74055 | -54465 | -74055 | -118217 | -73267 | -118217 |
| Avg Bars in Trades | 26 | 35 | 18 | 26 | 35 | 18 |
| Avg Bars in Winners | 18 | 22 | 14 | 18 | 22 | 14 |
| Avg Bars in Losers | 41 | 54 | 26 | 41 | 54 | 26 |
| Bars Traded | 8363 | 5452 | 2911 | 8363 | 5452 | 2911 |
| 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 | 330888 | -18722 | -136859 | -570600 | -337834 | -578493 |
{
"trading_pair": "ENS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8487,
"evaluation_days": 1414.5,
"actual_first_datapoint_time": 1636516800000,
"first_datapoint_time": 1637438400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758928539773,
"expiration_time": 1762381584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 64
}
}
}
{
"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": [
[
258635.9977558666,
184388.0669126599,
74247.9308432066,
2708.1754170125,
21529.9576646192,
-18821.7822476068
],
[
258.635998,
184.388067,
74.247931,
2.708175,
21.529958,
-18.821782
],
[
0.182846,
0.130356,
0.052491,
0.001889,
0.013786,
-0.014741
],
[
10,
10,
10,
10,
10,
10
],
[
-112750,
-97103,
-82463,
-136170,
-100295,
-120080
],
[
1.286225,
1.363764,
1.187153,
1.003886,
1.05744,
0.941569
],
[
311,
155,
156,
311,
155,
156
],
[
191,
92,
99,
191,
92,
99
],
[
120,
63,
57,
120,
63,
57
],
[
61.414791,
59.354839,
63.461538,
61.414791,
59.354839,
63.461538
],
[
0.808099,
0.933882,
0.683513,
0.630714,
0.724116,
0.542116
],
[
42613,
42613,
23210,
29087,
29087,
23210
],
[
-74055,
-54465,
-74055,
-118217,
-73267,
-118217
],
[
26,
35,
18,
26,
35,
18
],
[
18,
22,
14,
18,
22,
14
],
[
41,
54,
26,
41,
54,
26
],
[
8363,
5452,
2911,
8363,
5452,
2911
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330888,
-18722,
-136859,
-570600,
-337834,
-578493
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8487,
"evaluation_days": 1414.5,
"actual_first_datapoint_time": 1636516800000,
"first_datapoint_time": 1637438400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758928539773,
"expiration_time": 1762381584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 64
}
}
}
| # | 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) |
|---|