| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 941223.8634 | 929947.6644 | 11276.199 | 9350.4995 | 3261.8212 | 6088.6783 |
| Total P&L (%) | 941.2239 | 929.9477 | 11.2762 | 9.3505 | 3.2618 | 6.0887 |
| Avg Daily Profit (%) | 0.4004 | 0.3956 | 0.0048 | 0.0038 | 0.0014 | 0.0025 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -159535 | -93915 | -186073 | -119674 | -102445 | -142731 |
| Profit Factor | 2.2847 | 3.7479 | 1.0286 | 1.0144 | 1.0104 | 1.0183 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
| Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
| Profitability (%) | 39.759 | 33.3333 | 46.3415 | 39.759 | 33.3333 | 46.3415 |
| Ratio Avg Win / Avg Loss | 3.4616 | 7.4958 | 1.191 | 1.537 | 2.0208 | 1.179 |
| Largest Winning Trade | 848419 | 848419 | 67775 | 77883 | 73636 | 77883 |
| Largest Losing Trade | -78958 | -30849 | -78958 | -50222 | -34732 | -50222 |
| Avg Bars in Trades | 160 | 138 | 181 | 160 | 138 | 181 |
| Avg Bars in Winners | 266 | 261 | 269 | 266 | 261 | 269 |
| Avg Bars in Losers | 89 | 77 | 105 | 89 | 77 | 105 |
| Bars Traded | 13280 | 5826 | 7454 | 13280 | 5826 | 7454 |
| 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 | 318234 | 365327 | -502935 | -562308 | -571200 | -557054 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14105,
"evaluation_days": 2350.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557878400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853895598,
"expiration_time": 1764808560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 230,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 162,
"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": [
[
941223.8634176741,
929947.664418395,
11276.1989992787,
9350.4995253491,
3261.8212238275,
6088.6783015217
],
[
941.223863,
929.947664,
11.276199,
9.3505,
3.261821,
6.088678
],
[
0.400379,
0.395583,
0.004797,
0.003802,
0.001365,
0.002514
],
[
10,
10,
10,
10,
10,
10
],
[
-159535,
-93915,
-186073,
-119674,
-102445,
-142731
],
[
2.284673,
3.747901,
1.028603,
1.014439,
1.01038,
1.018265
],
[
83,
42,
41,
83,
42,
41
],
[
33,
14,
19,
33,
14,
19
],
[
50,
28,
22,
50,
28,
22
],
[
39.759036,
33.333333,
46.341463,
39.759036,
33.333333,
46.341463
],
[
3.461625,
7.495802,
1.191014,
1.537029,
2.02076,
1.179043
],
[
848419,
848419,
67775,
77883,
73636,
77883
],
[
-78958,
-30849,
-78958,
-50222,
-34732,
-50222
],
[
160,
138,
181,
160,
138,
181
],
[
266,
261,
269,
266,
261,
269
],
[
89,
77,
105,
89,
77,
105
],
[
13280,
5826,
7454,
13280,
5826,
7454
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
318234,
365327,
-502935,
-562308,
-571200,
-557054
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14105,
"evaluation_days": 2350.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557878400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853895598,
"expiration_time": 1764808560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 230,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 162,
"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) |
|---|