| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 505073.3952 | 328799.9093 | 176273.4859 | 1417965.9523 | 1448332.6096 | -30366.6574 |
| Total P&L (%) | 505.0734 | 328.7999 | 176.2735 | 1417.966 | 1448.3326 | -30.3667 |
| Avg Daily Profit (%) | 0.3559 | 0.2317 | 0.1242 | 0.1919 | 0.1933 | -0.0255 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86144 | -65032 | -88865 | -1614664 | -541602 | -1152928 |
| Profit Factor | 1.5526 | 1.6835 | 1.4072 | 1.1662 | 1.3856 | 0.9936 |
| Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
| Winning Trades | 167 | 84 | 83 | 167 | 84 | 83 |
| Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Profitability (%) | 67.3387 | 67.7419 | 66.9355 | 67.3387 | 67.7419 | 66.9355 |
| Ratio Avg Win / Avg Loss | 0.7531 | 0.8017 | 0.6951 | 0.5656 | 0.6598 | 0.4908 |
| Largest Winning Trade | 32398 | 32398 | 22079 | 326753 | 326753 | 272852 |
| Largest Losing Trade | -57588 | -46494 | -57588 | -1108290 | -489087 | -1108290 |
| Avg Bars in Trades | 33 | 34 | 31 | 33 | 34 | 31 |
| Avg Bars in Winners | 23 | 21 | 26 | 23 | 21 | 26 |
| Avg Bars in Losers | 52 | 62 | 42 | 52 | 62 | 42 |
| Bars Traded | 8219 | 4298 | 3921 | 8219 | 4298 | 3921 |
| Profit Streak | 18.0879 | 0 | 48.7545 | 18.0879 | 0 | 48.7545 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 483884 | 373634 | -25141 | -27306 | 323829 | -577817 |
{
"trading_pair": "ENS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8514,
"evaluation_days": 1419,
"actual_first_datapoint_time": 1636516800000,
"first_datapoint_time": 1638662400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111590849,
"expiration_time": 1762782048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 149,
"offset": 0,
"multiplier": 2.76239
}
}
} {
"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": [
[
505073.3951887887,
328799.909278331,
176273.4859104577,
1417965.9522820606,
1448332.6096391291,
-30366.6573570683
],
[
505.073395,
328.799909,
176.273486,
1417.965952,
1448.33261,
-30.366657
],
[
0.355936,
0.231712,
0.124224,
0.191865,
0.193264,
-0.025503
],
[
10,
10,
10,
10,
10,
10
],
[
-86144,
-65032,
-88865,
-1614664,
-541602,
-1152928
],
[
1.552649,
1.683511,
1.407223,
1.166191,
1.385579,
0.993642
],
[
248,
124,
124,
248,
124,
124
],
[
167,
84,
83,
167,
84,
83
],
[
81,
40,
41,
81,
40,
41
],
[
67.33871,
67.741935,
66.935484,
67.33871,
67.741935,
66.935484
],
[
0.753081,
0.801672,
0.695134,
0.565638,
0.6598,
0.490835
],
[
32398,
32398,
22079,
326753,
326753,
272852
],
[
-57588,
-46494,
-57588,
-1108290,
-489087,
-1108290
],
[
33,
34,
31,
33,
34,
31
],
[
23,
21,
26,
23,
21,
26
],
[
52,
62,
42,
52,
62,
42
],
[
8219,
4298,
3921,
8219,
4298,
3921
],
[
18.087857,
0,
48.754524,
18.087857,
0,
48.754524
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
483884,
373634,
-25141,
-27306,
323829,
-577817
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8514,
"evaluation_days": 1419,
"actual_first_datapoint_time": 1636516800000,
"first_datapoint_time": 1638662400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111590849,
"expiration_time": 1762782048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 149,
"offset": 0,
"multiplier": 2.76239
}
}
}
| # | 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) |
|---|