| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 313329.8495 | 271547.4639 | 41782.3856 | 319344.6449 | 199351.0054 | 119993.6395 |
| Total P&L (%) | 313.3298 | 271.5475 | 41.7824 | 319.3446 | 199.351 | 119.9936 |
| Avg Daily Profit (%) | 0.3008 | 0.2607 | 0.0401 | 0.1377 | 0.1053 | 0.0757 |
| Buy And Hold Return (%) | 71.9384 | 71.9384 | 71.9384 | 71.9384 | 71.9384 | 71.9384 |
| Max Trade Drawdown | -93742 | -66354 | -86038 | -770351 | -610416 | -385367 |
| Profit Factor | 1.4944 | 1.9792 | 1.1172 | 1.1666 | 1.1841 | 1.1439 |
| Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
| Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
| Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
| Profitability (%) | 49.1228 | 47.6744 | 50.5882 | 49.1228 | 47.6744 | 50.5882 |
| Ratio Avg Win / Avg Loss | 1.5478 | 2.1723 | 1.0912 | 1.2083 | 1.2997 | 1.1173 |
| Largest Winning Trade | 120410 | 120410 | 34780 | 384451 | 384451 | 128652 |
| Largest Losing Trade | -43466 | -23947 | -43466 | -205351 | -205351 | -105599 |
| Avg Bars in Trades | 143 | 149 | 138 | 143 | 149 | 138 |
| Avg Bars in Winners | 182 | 192 | 171 | 182 | 192 | 171 |
| Avg Bars in Losers | 107 | 109 | 104 | 107 | 109 | 104 |
| Bars Traded | 24621 | 12853 | 11768 | 24621 | 12853 | 11768 |
| Profit Streak | 27.3838 | 28.3838 | 0 | 27.3838 | 28.3838 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 361975 | 316417 | -396939 | -47159 | -74364 | -163445 |
{
"trading_pair": "ENS_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669129200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758913963156,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 112,
"offset": 0,
"a": 0.92336
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 108,
"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": [
[
313329.8494688413,
271547.4638697755,
41782.3855990655,
319344.6448553581,
199351.0053647262,
119993.6394906319
],
[
313.329849,
271.547464,
41.782386,
319.344645,
199.351005,
119.993639
],
[
0.30081,
0.260697,
0.040113,
0.137719,
0.105319,
0.075721
],
[
71.938362,
71.938362,
71.938362,
71.938362,
71.938362,
71.938362
],
[
-93742,
-66354,
-86038,
-770351,
-610416,
-385367
],
[
1.494392,
1.979208,
1.117217,
1.166623,
1.184133,
1.14389
],
[
171,
86,
85,
171,
86,
85
],
[
84,
41,
43,
84,
41,
43
],
[
87,
45,
42,
87,
45,
42
],
[
49.122807,
47.674419,
50.588235,
49.122807,
47.674419,
50.588235
],
[
1.547763,
2.172301,
1.091235,
1.208288,
1.299658,
1.117288
],
[
120410,
120410,
34780,
384451,
384451,
128652
],
[
-43466,
-23947,
-43466,
-205351,
-205351,
-105599
],
[
143,
149,
138,
143,
149,
138
],
[
182,
192,
171,
182,
192,
171
],
[
107,
109,
104,
107,
109,
104
],
[
24621,
12853,
11768,
24621,
12853,
11768
],
[
27.383833,
28.383833,
0,
27.383833,
28.383833,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
361975,
316417,
-396939,
-47159,
-74364,
-163445
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669129200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758913963156,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 112,
"offset": 0,
"a": 0.92336
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 108,
"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) |
|---|