| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 168480.3109 | 217038.0046 | -48557.6937 | -45281.1269 | 493600.511 | -538881.6379 |
| Total P&L (%) | 168.4803 | 217.038 | -48.5577 | -45.2811 | 493.6005 | -538.8816 |
| Avg Daily Profit (%) | 0.1185 | 0.1527 | -0.0342 | -0.0424 | 0.1254 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -255276 | -95568 | -173177 | -775399 | -194810 | -757546 |
| Profit Factor | 1.2414 | 1.6844 | 0.8725 | 0.9759 | 1.7191 | 0.5472 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
| Ratio Avg Win / Avg Loss | 1.2414 | 1.6844 | 0.8725 | 0.9759 | 1.7191 | 0.5472 |
| Largest Winning Trade | 128708 | 128708 | 52536 | 348917 | 348917 | 106385 |
| Largest Losing Trade | -43536 | -27840 | -43536 | -352888 | -110924 | -352888 |
| Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
| Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
| Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
| Bars Traded | 2661 | 1332 | 1329 | 2661 | 1332 | 1329 |
| 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 | -34516 | 387873 | -580411 | -580244 | -22020 | -580411 |
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2843,
"evaluation_days": 1421.5,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1642118400000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759292900844,
"expiration_time": 1762961328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.02575,
"nb": 0.1,
"nc": 0.75294
}
}
} {
"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": [
[
168480.3109189981,
217038.0045981358,
-48557.6936791378,
-45281.1268655788,
493600.5109872944,
-538881.6378528732
],
[
168.480311,
217.038005,
-48.557694,
-45.281127,
493.600511,
-538.881638
],
[
0.118523,
0.152682,
-0.034159,
-0.042408,
0.125371,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-255276,
-95568,
-173177,
-775399,
-194810,
-757546
],
[
1.241379,
1.684383,
0.872506,
0.975869,
1.719112,
0.547182
],
[
96,
48,
48,
96,
48,
48
],
[
48,
24,
24,
48,
24,
24
],
[
48,
24,
24,
48,
24,
24
],
[
50,
50,
50,
50,
50,
50
],
[
1.241379,
1.684383,
0.872506,
0.975869,
1.719112,
0.547182
],
[
128708,
128708,
52536,
348917,
348917,
106385
],
[
-43536,
-27840,
-43536,
-352888,
-110924,
-352888
],
[
27,
27,
27,
27,
27,
27
],
[
27,
27,
27,
27,
27,
27
],
[
27,
27,
27,
27,
27,
27
],
[
2661,
1332,
1329,
2661,
1332,
1329
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-34516,
387873,
-580411,
-580244,
-22020,
-580411
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2843,
"evaluation_days": 1421.5,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1642118400000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759292900844,
"expiration_time": 1762961328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.02575,
"nb": 0.1,
"nc": 0.75294
}
}
}
| # | 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) |
|---|