| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1049577.8081 | 949989.0449 | 99588.7633 | 177157.6372 | -128079.9398 | 305237.577 |
| Total P&L (%) | 1049.5778 | 949.989 | 99.5888 | 177.1576 | -128.0799 | 305.2376 |
| Avg Daily Profit (%) | 0.4456 | 0.4033 | 0.0423 | 0.0433 | 0 | 0.0594 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -146480 | -88892 | -172081 | -350507 | -317610 | -143342 |
| Profit Factor | 2.6841 | 4.1338 | 1.3111 | 1.1769 | 0.7857 | 1.7557 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
| Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
| Profitability (%) | 47.2222 | 36.1111 | 58.3333 | 47.2222 | 36.1111 | 58.3333 |
| Ratio Avg Win / Avg Loss | 2.9999 | 7.3136 | 0.9365 | 1.3154 | 1.39 | 1.2541 |
| Largest Winning Trade | 884623 | 884623 | 63778 | 147803 | 134461 | 147803 |
| Largest Losing Trade | -79456 | -26548 | -79456 | -98054 | -98054 | -58427 |
| Avg Bars in Trades | 191 | 162 | 220 | 191 | 162 | 220 |
| Avg Bars in Winners | 301 | 280 | 313 | 301 | 280 | 313 |
| Avg Bars in Losers | 93 | 95 | 90 | 93 | 95 | 90 |
| Bars Traded | 13793 | 5856 | 7937 | 13793 | 5856 | 7937 |
| 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 | -69600 | 415144 | -136870 | -245883 | -584514 | -110279 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14133,
"evaluation_days": 2355.5,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1558627200000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759130326005,
"expiration_time": 1765223856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 96,
"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": [
[
1049577.808142355,
949989.0448808528,
99588.7632615018,
177157.6372446925,
-128079.9397885937,
305237.5770332863
],
[
1049.577808,
949.989045,
99.588763,
177.157637,
-128.07994,
305.237577
],
[
0.445586,
0.403307,
0.042279,
0.043287,
0,
0.059423
],
[
10,
10,
10,
10,
10,
10
],
[
-146480,
-88892,
-172081,
-350507,
-317610,
-143342
],
[
2.6841,
4.13375,
1.311137,
1.176902,
0.785657,
1.755726
],
[
72,
36,
36,
72,
36,
36
],
[
34,
13,
21,
34,
13,
21
],
[
38,
23,
15,
38,
23,
15
],
[
47.222222,
36.111111,
58.333333,
47.222222,
36.111111,
58.333333
],
[
2.999876,
7.313558,
0.936526,
1.315361,
1.390009,
1.25409
],
[
884623,
884623,
63778,
147803,
134461,
147803
],
[
-79456,
-26548,
-79456,
-98054,
-98054,
-58427
],
[
191,
162,
220,
191,
162,
220
],
[
301,
280,
313,
301,
280,
313
],
[
93,
95,
90,
93,
95,
90
],
[
13793,
5856,
7937,
13793,
5856,
7937
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-69600,
415144,
-136870,
-245883,
-584514,
-110279
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14133,
"evaluation_days": 2355.5,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1558627200000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759130326005,
"expiration_time": 1765223856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 96,
"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) |
|---|