| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 294727.062 | 209545.1977 | 85181.8643 | 455435.124 | 392988.834 | 62446.2899 |
| Total P&L (%) | 294.7271 | 209.5452 | 85.1819 | 455.4351 | 392.9888 | 62.4463 |
| Avg Daily Profit (%) | 0.2065 | 0.1468 | 0.0597 | 0.1202 | 0.1118 | 0.034 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85975 | -47699 | -87626 | -421345 | -265100 | -339270 |
| Profit Factor | 1.898 | 2.1907 | 1.5597 | 1.3041 | 1.4893 | 1.0899 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Losing Trades | 16 | 7 | 9 | 16 | 7 | 9 |
| Profitability (%) | 86.5546 | 88.1356 | 85 | 86.5546 | 88.1356 | 85 |
| Ratio Avg Win / Avg Loss | 0.2948 | 0.2949 | 0.2752 | 0.2026 | 0.2005 | 0.1923 |
| Largest Winning Trade | 35341 | 35341 | 23870 | 75423 | 75423 | 52673 |
| Largest Losing Trade | -63364 | -47699 | -63364 | -297998 | -265100 | -297998 |
| Avg Bars in Trades | 20 | 31 | 9 | 20 | 31 | 9 |
| Avg Bars in Winners | 6 | 8 | 5 | 6 | 8 | 5 |
| Avg Bars in Losers | 105 | 200 | 32 | 105 | 200 | 32 |
| Bars Traded | 2404 | 1849 | 555 | 2404 | 1849 | 555 |
| Profit Streak | 66.6693 | 151.6693 | 66.6693 | 66.6693 | 151.6693 | 66.6693 |
| Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 552090 | -166190 | -276796 | -27286 | -214639 | -434853 |
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2855,
"evaluation_days": 1427.5,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1641988800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759809824635,
"expiration_time": 1763495280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 128,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
294727.0619837408,
209545.1976586297,
85181.8643251112,
455435.1239619427,
392988.8340442728,
62446.2899176698
],
[
294.727062,
209.545198,
85.181864,
455.435124,
392.988834,
62.44629
],
[
0.206464,
0.146792,
0.059672,
0.120183,
0.111818,
0.033994
],
[
10,
10,
10,
10,
10,
10
],
[
-85975,
-47699,
-87626,
-421345,
-265100,
-339270
],
[
1.898029,
2.190665,
1.55966,
1.304056,
1.489285,
1.089893
],
[
119,
59,
60,
119,
59,
60
],
[
103,
52,
51,
103,
52,
51
],
[
16,
7,
9,
16,
7,
9
],
[
86.554622,
88.135593,
85,
86.554622,
88.135593,
85
],
[
0.29484,
0.294897,
0.275234,
0.202572,
0.200481,
0.192334
],
[
35341,
35341,
23870,
75423,
75423,
52673
],
[
-63364,
-47699,
-63364,
-297998,
-265100,
-297998
],
[
20,
31,
9,
20,
31,
9
],
[
6,
8,
5,
6,
8,
5
],
[
105,
200,
32,
105,
200,
32
],
[
2404,
1849,
555,
2404,
1849,
555
],
[
66.669266,
151.669267,
66.669267,
66.669267,
151.669267,
66.669267
],
[
4,
8,
2,
4,
8,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
552090,
-166190,
-276796,
-27286,
-214639,
-434853
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2855,
"evaluation_days": 1427.5,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1641988800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759809824635,
"expiration_time": 1763495280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 128,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|