| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1995755.3831 | 1809383.2659 | 186372.1172 | 3667933.1876 | -2804294.661 | 6472227.8485 |
| Total P&L (%) | 1995.7554 | 1809.3833 | 186.3721 | 3667.9332 | -2804.2947 | 6472.2278 |
| Avg Daily Profit (%) | 0.9583 | 0.8689 | 0.0895 | 0.1744 | 0 | 0.2012 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -120713 | -90081 | -55984 | -10224452 | -7853688 | -3695099 |
| Profit Factor | 4.2277 | 5.7591 | 1.7827 | 1.1757 | 0.7942 | 1.8924 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
| Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
| Profitability (%) | 38.7755 | 28.5714 | 48.9796 | 38.7755 | 28.5714 | 48.9796 |
| Ratio Avg Win / Avg Loss | 6.6753 | 14.3977 | 1.8569 | 1.8564 | 1.9854 | 1.9713 |
| Largest Winning Trade | 1700033 | 1700033 | 62788 | 4915155 | 4150294 | 4915155 |
| Largest Losing Trade | -40868 | -21839 | -40868 | -2111557 | -1934841 | -2111557 |
| Avg Bars in Trades | 249 | 255 | 242 | 249 | 255 | 242 |
| Avg Bars in Winners | 452 | 568 | 385 | 452 | 568 | 385 |
| Avg Bars in Losers | 120 | 131 | 104 | 120 | 131 | 104 |
| Bars Traded | 24418 | 12543 | 11875 | 24418 | 12543 | 11875 |
| 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 | 591406 | 263583 | -70400 | -22425 | -592255 | 408237 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579968000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758863415996,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 173,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 110,
"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": [
[
1995755.3830987145,
1809383.26591096,
186372.1171877545,
3667933.1875970056,
-2804294.6609525797,
6472227.848549587
],
[
1995.755383,
1809.383266,
186.372117,
3667.933188,
-2804.294661,
6472.227849
],
[
0.958346,
0.868852,
0.089494,
0.174419,
0,
0.201184
],
[
10,
10,
10,
10,
10,
10
],
[
-120713,
-90081,
-55984,
-10224452,
-7853688,
-3695099
],
[
4.227705,
5.759083,
1.782667,
1.175705,
0.794154,
1.892434
],
[
98,
49,
49,
98,
49,
49
],
[
38,
14,
24,
38,
14,
24
],
[
60,
35,
25,
60,
35,
25
],
[
38.77551,
28.571429,
48.979592,
38.77551,
28.571429,
48.979592
],
[
6.675323,
14.397707,
1.856944,
1.856376,
1.985384,
1.971286
],
[
1700033,
1700033,
62788,
4915155,
4150294,
4915155
],
[
-40868,
-21839,
-40868,
-2111557,
-1934841,
-2111557
],
[
249,
255,
242,
249,
255,
242
],
[
452,
568,
385,
452,
568,
385
],
[
120,
131,
104,
120,
131,
104
],
[
24418,
12543,
11875,
24418,
12543,
11875
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
591406,
263583,
-70400,
-22425,
-592255,
408237
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579968000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758863415996,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 173,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 110,
"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) |
|---|