| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1316425.2454 | 1338814.3235 | -22389.0781 | -65862.5249 | 161061.6572 | -226924.1822 |
| Total P&L (%) | 1316.4252 | 1338.8143 | -22.3891 | -65.8625 | 161.0617 | -226.9242 |
| Avg Daily Profit (%) | 0.559 | 0.5685 | -0.0095 | -0.0456 | 0.0408 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -139845 | -177362 | -89635 | -855075 | -665277 | -325003 |
| Profit Factor | 2.2042 | 2.785 | 0.9348 | 0.9696 | 1.1131 | 0.6946 |
| Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
| Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
| Losing Trades | 127 | 68 | 59 | 127 | 68 | 59 |
| Profitability (%) | 31.7204 | 26.8817 | 36.5591 | 31.7204 | 26.8817 | 36.5591 |
| Ratio Avg Win / Avg Loss | 4.7446 | 7.5753 | 1.6221 | 2.0871 | 3.0277 | 1.2053 |
| Largest Winning Trade | 1427980 | 1427980 | 33876 | 828205 | 828205 | 88850 |
| Largest Losing Trade | -38837 | -38837 | -27744 | -245871 | -179640 | -245871 |
| Avg Bars in Trades | 75 | 117 | 32 | 75 | 117 | 32 |
| Avg Bars in Winners | 135 | 251 | 49 | 135 | 251 | 49 |
| Avg Bars in Losers | 47 | 68 | 22 | 47 | 68 | 22 |
| Bars Traded | 13970 | 10972 | 2998 | 13970 | 10972 | 2998 |
| 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 | 329959 | -5324 | -583533 | -584134 | -255278 | -584644 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14130,
"evaluation_days": 2355,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557316800000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759088736147,
"expiration_time": 1765179360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 185,
"offset": 0,
"std": 1.13383
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 19,
"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": [
[
1316425.2454144568,
1338814.3234958348,
-22389.0780813774,
-65862.5249248717,
161061.6572391458,
-226924.1821640178
],
[
1316.425245,
1338.814323,
-22.389078,
-65.862525,
161.061657,
-226.924182
],
[
0.558992,
0.568499,
-0.009507,
-0.045628,
0.040755,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-139845,
-177362,
-89635,
-855075,
-665277,
-325003
],
[
2.204163,
2.785045,
0.934766,
0.969605,
1.113119,
0.694604
],
[
186,
93,
93,
186,
93,
93
],
[
59,
25,
34,
59,
25,
34
],
[
127,
68,
59,
127,
68,
59
],
[
31.72043,
26.88172,
36.55914,
31.72043,
26.88172,
36.55914
],
[
4.744554,
7.575322,
1.622094,
2.087116,
3.027683,
1.205342
],
[
1427980,
1427980,
33876,
828205,
828205,
88850
],
[
-38837,
-38837,
-27744,
-245871,
-179640,
-245871
],
[
75,
117,
32,
75,
117,
32
],
[
135,
251,
49,
135,
251,
49
],
[
47,
68,
22,
47,
68,
22
],
[
13970,
10972,
2998,
13970,
10972,
2998
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329959,
-5324,
-583533,
-584134,
-255278,
-584644
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14130,
"evaluation_days": 2355,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557316800000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759088736147,
"expiration_time": 1765179360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 185,
"offset": 0,
"std": 1.13383
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 19,
"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) |
|---|