| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 460461.911 | 417883.3884 | 42578.5226 | -12970.5387 | 85872.5737 | -98843.1124 |
| Total P&L (%) | 460.4619 | 417.8834 | 42.5785 | -12.9705 | 85.8726 | -98.8431 |
| Avg Daily Profit (%) | 0.1946 | 0.1766 | 0.018 | -0.0059 | 0.0262 | -0.1883 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -114591 | -88428 | -254281 | -177351 | -80068 | -294136 |
| Profit Factor | 1.4599 | 1.8643 | 1.0822 | 0.9856 | 1.2234 | 0.8076 |
| Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
| Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
| Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
| Profitability (%) | 49.6504 | 45.8333 | 53.5211 | 49.6504 | 45.8333 | 53.5211 |
| Ratio Avg Win / Avg Loss | 1.4804 | 2.2032 | 0.9398 | 0.9994 | 1.4458 | 0.7013 |
| Largest Winning Trade | 209623 | 209623 | 61800 | 75413 | 75413 | 54951 |
| Largest Losing Trade | -66236 | -31372 | -66236 | -110588 | -49201 | -110588 |
| Avg Bars in Trades | 97 | 87 | 107 | 97 | 87 | 107 |
| Avg Bars in Winners | 129 | 115 | 141 | 129 | 115 | 141 |
| Avg Bars in Losers | 65 | 63 | 67 | 65 | 63 | 67 |
| Bars Traded | 13909 | 6293 | 7617 | 13909 | 6293 | 7617 |
| 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 | 319626 | -70118 | -388762 | -580535 | -239329 | -667001 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14195,
"evaluation_days": 2365.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1558382400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760018996944,
"expiration_time": 1766143440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 74,
"offset": 116,
"std": 1.93803
}
}
} {
"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": [
[
460461.9110146377,
417883.3883760025,
42578.5226386354,
-12970.5386745015,
85872.5737279599,
-98843.1124024615
],
[
460.461911,
417.883388,
42.578523,
-12.970539,
85.872574,
-98.843112
],
[
0.19463,
0.176633,
0.017997,
-0.005872,
0.026205,
-0.188316
],
[
10,
10,
10,
10,
10,
10
],
[
-114591,
-88428,
-254281,
-177351,
-80068,
-294136
],
[
1.45987,
1.864251,
1.082235,
0.985558,
1.223352,
0.807556
],
[
143,
72,
71,
143,
72,
71
],
[
71,
33,
38,
71,
33,
38
],
[
72,
39,
33,
72,
39,
33
],
[
49.65035,
45.833333,
53.521127,
49.65035,
45.833333,
53.521127
],
[
1.480432,
2.203206,
0.939836,
0.999439,
1.445779,
0.701299
],
[
209623,
209623,
61800,
75413,
75413,
54951
],
[
-66236,
-31372,
-66236,
-110588,
-49201,
-110588
],
[
97,
87,
107,
97,
87,
107
],
[
129,
115,
141,
129,
115,
141
],
[
65,
63,
67,
65,
63,
67
],
[
13909,
6293,
7617,
13909,
6293,
7617
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319626,
-70118,
-388762,
-580535,
-239329,
-667001
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14195,
"evaluation_days": 2365.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1558382400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760018996944,
"expiration_time": 1766143440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 74,
"offset": 116,
"std": 1.93803
}
}
}
| # | 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) |
|---|