| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 363058.9778 | 239335.1935 | 123723.7843 | 1935265.4258 | 1272899.6011 | 662365.8247 |
| Total P&L (%) | 363.059 | 239.3352 | 123.7238 | 1935.2654 | 1272.8996 | 662.3658 |
| Avg Daily Profit (%) | 0.2538 | 0.1673 | 0.0865 | 0.2108 | 0.1833 | 0.1421 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -35385 | -31507 | -29602 | -574601 | -545022 | -505131 |
| Profit Factor | 3.8432 | 5.3075 | 2.7153 | 2.1653 | 2.6756 | 1.7351 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
| Profitability (%) | 64.6154 | 65.625 | 63.6364 | 64.6154 | 65.625 | 63.6364 |
| Ratio Avg Win / Avg Loss | 2.1046 | 2.7801 | 1.5516 | 1.1858 | 1.4015 | 0.9915 |
| Largest Winning Trade | 56932 | 56932 | 32450 | 407538 | 407538 | 226767 |
| Largest Losing Trade | -31507 | -31507 | -29602 | -545022 | -545022 | -505131 |
| Avg Bars in Trades | 68 | 124 | 13 | 68 | 124 | 13 |
| Avg Bars in Winners | 80 | 146 | 15 | 80 | 146 | 15 |
| Avg Bars in Losers | 44 | 84 | 8 | 44 | 84 | 8 |
| Bars Traded | 4423 | 3993 | 430 | 4423 | 3993 | 430 |
| Profit Streak | 61.0744 | 61.0744 | 61.8244 | 61.0744 | 61.0744 | 61.8244 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -117686 | 644933 | -69330 | -121575 | 519855 | 19679 |
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5723,
"evaluation_days": 1430.75,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1639310400000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760125629094,
"expiration_time": 1763827704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 11,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 130,
"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": [
[
363058.9777570937,
239335.1934993913,
123723.7842577024,
1935265.4257567385,
1272899.6010873986,
662365.8246693399
],
[
363.058978,
239.335193,
123.723784,
1935.265426,
1272.899601,
662.365825
],
[
0.253754,
0.16728,
0.086475,
0.210826,
0.183254,
0.142072
],
[
10,
10,
10,
10,
10,
10
],
[
-35385,
-31507,
-29602,
-574601,
-545022,
-505131
],
[
3.843219,
5.307464,
2.715288,
2.165345,
2.675569,
1.735147
],
[
65,
32,
33,
65,
32,
33
],
[
42,
21,
21,
42,
21,
21
],
[
23,
11,
12,
23,
11,
12
],
[
64.615385,
65.625,
63.636364,
64.615385,
65.625,
63.636364
],
[
2.10462,
2.7801,
1.551593,
1.185784,
1.401488,
0.991512
],
[
56932,
56932,
32450,
407538,
407538,
226767
],
[
-31507,
-31507,
-29602,
-545022,
-545022,
-505131
],
[
68,
124,
13,
68,
124,
13
],
[
80,
146,
15,
80,
146,
15
],
[
44,
84,
8,
44,
84,
8
],
[
4423,
3993,
430,
4423,
3993,
430
],
[
61.074411,
61.074411,
61.824411,
61.074411,
61.074411,
61.824411
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-117686,
644933,
-69330,
-121575,
519855,
19679
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5723,
"evaluation_days": 1430.75,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1639310400000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760125629094,
"expiration_time": 1763827704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 11,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 130,
"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) |
|---|