| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 241080.2982 | 143934.1425 | 97146.1558 | 372998.0781 | 422150.6227 | -49152.5446 |
| Total P&L (%) | 241.0803 | 143.9341 | 97.1462 | 372.9981 | 422.1506 | -49.1525 |
| Avg Daily Profit (%) | 0.1693 | 0.1011 | 0.0682 | 0.1092 | 0.1161 | -0.0475 |
| Buy And Hold Return (%) | 10.0299 | 10.0299 | 10.0299 | 10.0299 | 10.0299 | 10.0299 |
| Max Trade Drawdown | -70102 | -30844 | -82154 | -552718 | -188488 | -619296 |
| Profit Factor | 2.3314 | 2.9927 | 1.8925 | 1.3659 | 2.4464 | 0.9324 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
| Losing Trades | 11 | 6 | 5 | 11 | 6 | 5 |
| Profitability (%) | 87.3563 | 86.0465 | 88.6364 | 87.3563 | 86.0465 | 88.6364 |
| Ratio Avg Win / Avg Loss | 0.3374 | 0.4853 | 0.2426 | 0.1977 | 0.3967 | 0.1195 |
| Largest Winning Trade | 35977 | 35977 | 14338 | 84809 | 84809 | 49558 |
| Largest Losing Trade | -70102 | -30844 | -70102 | -552718 | -188488 | -552718 |
| Avg Bars in Trades | 28 | 34 | 22 | 28 | 34 | 22 |
| Avg Bars in Winners | 15 | 18 | 13 | 15 | 18 | 13 |
| Avg Bars in Losers | 116 | 135 | 94 | 116 | 135 | 94 |
| Bars Traded | 2475 | 1493 | 981 | 2475 | 1493 | 981 |
| Profit Streak | 35.4027 | 121.4027 | 35.4027 | 35.4027 | 121.4027 | 35.4027 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 572984 | -49184 | -94973 | -41513 | -30162 | -574721 |
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2848,
"evaluation_days": 1424,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1644062400000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759527591886,
"expiration_time": 1763183808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 176,
"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": [
[
241080.298218245,
143934.142463475,
97146.15575477,
372998.0780928216,
422150.6226977136,
-49152.5446048919
],
[
241.080298,
143.934142,
97.146156,
372.998078,
422.150623,
-49.152545
],
[
0.169298,
0.101077,
0.068221,
0.109183,
0.116134,
-0.047485
],
[
10.02994,
10.02994,
10.02994,
10.02994,
10.02994,
10.02994
],
[
-70102,
-30844,
-82154,
-552718,
-188488,
-619296
],
[
2.331354,
2.992705,
1.89249,
1.365891,
2.446423,
0.932442
],
[
87,
43,
44,
87,
43,
44
],
[
76,
37,
39,
76,
37,
39
],
[
11,
6,
5,
11,
6,
5
],
[
87.356322,
86.046512,
88.636364,
87.356322,
86.046512,
88.636364
],
[
0.337433,
0.485303,
0.242627,
0.197695,
0.396717,
0.119544
],
[
35977,
35977,
14338,
84809,
84809,
49558
],
[
-70102,
-30844,
-70102,
-552718,
-188488,
-552718
],
[
28,
34,
22,
28,
34,
22
],
[
15,
18,
13,
15,
18,
13
],
[
116,
135,
94,
116,
135,
94
],
[
2475,
1493,
981,
2475,
1493,
981
],
[
35.402684,
121.402684,
35.402684,
35.402684,
121.402684,
35.402684
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
572984,
-49184,
-94973,
-41513,
-30162,
-574721
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2848,
"evaluation_days": 1424,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1644062400000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759527591886,
"expiration_time": 1763183808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 176,
"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) |
|---|