| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 221492.8649 | 217053.3836 | 4439.4813 | 100628.1798 | 213925.1131 | -113296.9334 |
| Total P&L (%) | 221.4929 | 217.0534 | 4.4395 | 100.6282 | 213.9251 | -113.2969 |
| Avg Daily Profit (%) | 0.1566 | 0.1534 | 0.0031 | 0.0492 | 0.0809 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -81539 | -45889 | -69373 | -235655 | -58933 | -176721 |
| Profit Factor | 1.5759 | 2.3008 | 1.0204 | 1.1585 | 1.9299 | 0.7202 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Profitability (%) | 55.7377 | 54.8387 | 56.6667 | 55.7377 | 54.8387 | 56.6667 |
| Ratio Avg Win / Avg Loss | 1.2514 | 1.8948 | 0.7803 | 0.92 | 1.5893 | 0.5508 |
| Largest Winning Trade | 105799 | 105799 | 38098 | 120012 | 120012 | 99275 |
| Largest Losing Trade | -38577 | -30120 | -38577 | -154441 | -36733 | -154441 |
| Avg Bars in Trades | 84 | 71 | 97 | 84 | 71 | 97 |
| Avg Bars in Winners | 80 | 59 | 100 | 80 | 59 | 100 |
| Avg Bars in Losers | 89 | 85 | 94 | 89 | 85 | 94 |
| Bars Traded | 5137 | 2209 | 2928 | 5137 | 2209 | 2928 |
| 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 | -156236 | 438881 | -553348 | -340296 | -80676 | -579961 |
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5658,
"evaluation_days": 1414.5,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1640930400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758928489589,
"expiration_time": 1762381584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 81,
"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": [
[
221492.8648723389,
217053.3835737343,
4439.4812986048,
100628.1797643715,
213925.1131471755,
-113296.9333828039
],
[
221.492865,
217.053384,
4.439481,
100.62818,
213.925113,
-113.296933
],
[
0.156587,
0.153449,
0.003139,
0.049237,
0.080908,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-81539,
-45889,
-69373,
-235655,
-58933,
-176721
],
[
1.575897,
2.30077,
1.020389,
1.158464,
1.929906,
0.720234
],
[
61,
31,
30,
61,
31,
30
],
[
34,
17,
17,
34,
17,
17
],
[
27,
14,
13,
27,
14,
13
],
[
55.737705,
54.83871,
56.666667,
55.737705,
54.83871,
56.666667
],
[
1.251448,
1.894752,
0.780297,
0.919957,
1.589334,
0.550767
],
[
105799,
105799,
38098,
120012,
120012,
99275
],
[
-38577,
-30120,
-38577,
-154441,
-36733,
-154441
],
[
84,
71,
97,
84,
71,
97
],
[
80,
59,
100,
80,
59,
100
],
[
89,
85,
94,
89,
85,
94
],
[
5137,
2209,
2928,
5137,
2209,
2928
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-156236,
438881,
-553348,
-340296,
-80676,
-579961
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5658,
"evaluation_days": 1414.5,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1640930400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758928489589,
"expiration_time": 1762381584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 81,
"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) |
|---|