| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 790397.0304 | 589248.229 | 201148.8013 | 3991979.1475 | -208044.139 | 4200023.2865 |
| Total P&L (%) | 790.397 | 589.2482 | 201.1488 | 3991.9791 | -208.0441 | 4200.0233 |
| Avg Daily Profit (%) | 0.3795 | 0.283 | 0.0966 | 0.1784 | 0 | 0.1808 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90989 | -68485 | -141462 | -3089699 | -2917444 | -1477010 |
| Profit Factor | 2.0059 | 2.5282 | 1.5027 | 1.4383 | 0.9616 | 2.1366 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
| Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
| Profitability (%) | 41.7808 | 35.6164 | 47.9452 | 41.7808 | 35.6164 | 47.9452 |
| Ratio Avg Win / Avg Loss | 2.7952 | 4.5702 | 1.6315 | 2.0042 | 1.7382 | 2.3197 |
| Largest Winning Trade | 244796 | 244796 | 67544 | 1868833 | 1868833 | 1423919 |
| Largest Losing Trade | -36370 | -24183 | -36370 | -826704 | -734022 | -826704 |
| Avg Bars in Trades | 167 | 148 | 186 | 167 | 148 | 186 |
| Avg Bars in Winners | 255 | 231 | 273 | 255 | 231 | 273 |
| Avg Bars in Losers | 104 | 103 | 106 | 104 | 103 | 106 |
| Bars Traded | 24491 | 10852 | 13639 | 24491 | 10852 | 13639 |
| 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 | 380662 | -63985 | -134343 | 255001 | -655551 | -60820 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580104800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758938569521,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 53,
"offset": 0,
"a": 0.65605
}
}
} {
"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": [
[
790397.0303818459,
589248.2290382276,
201148.8013436188,
3991979.147471579,
-208044.1389949992,
4200023.286466578
],
[
790.39703,
589.248229,
201.148801,
3991.979147,
-208.044139,
4200.023286
],
[
0.379542,
0.282952,
0.09659,
0.178388,
0,
0.180773
],
[
10,
10,
10,
10,
10,
10
],
[
-90989,
-68485,
-141462,
-3089699,
-2917444,
-1477010
],
[
2.005936,
2.528205,
1.502682,
1.438335,
0.961557,
2.136574
],
[
146,
73,
73,
146,
73,
73
],
[
61,
26,
35,
61,
26,
35
],
[
85,
47,
38,
85,
47,
38
],
[
41.780822,
35.616438,
47.945205,
41.780822,
35.616438,
47.945205
],
[
2.795157,
4.570217,
1.631484,
2.004238,
1.7382,
2.319709
],
[
244796,
244796,
67544,
1868833,
1868833,
1423919
],
[
-36370,
-24183,
-36370,
-826704,
-734022,
-826704
],
[
167,
148,
186,
167,
148,
186
],
[
255,
231,
273,
255,
231,
273
],
[
104,
103,
106,
104,
103,
106
],
[
24491,
10852,
13639,
24491,
10852,
13639
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
380662,
-63985,
-134343,
255001,
-655551,
-60820
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580104800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758938569521,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 53,
"offset": 0,
"a": 0.65605
}
}
}
| # | 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) |
|---|