| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1063458.2162 | 1001424.9721 | 62033.2441 | 126299.6257 | -35197.3101 | 161496.9358 |
| Total P&L (%) | 1063.4582 | 1001.425 | 62.0332 | 126.2996 | -35.1973 | 161.4969 |
| Avg Daily Profit (%) | 0.4516 | 0.4253 | 0.0263 | 0.0347 | -0.0184 | 0.0408 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124264 | -104215 | -158357 | -231031 | -427733 | -222045 |
| Profit Factor | 2.424 | 3.5848 | 1.1726 | 1.0778 | 0.962 | 1.2319 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
| Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
| Profitability (%) | 41.4141 | 36 | 46.9388 | 41.4141 | 36 | 46.9388 |
| Ratio Avg Win / Avg Loss | 3.4291 | 6.3729 | 1.3256 | 1.5247 | 1.7103 | 1.3926 |
| Largest Winning Trade | 1003073 | 1003073 | 68796 | 315029 | 315029 | 134955 |
| Largest Losing Trade | -35052 | -34588 | -35052 | -88540 | -88540 | -84199 |
| Avg Bars in Trades | 140 | 123 | 157 | 140 | 123 | 157 |
| Avg Bars in Winners | 217 | 217 | 216 | 217 | 217 | 216 |
| Avg Bars in Losers | 86 | 70 | 105 | 86 | 70 | 105 |
| Bars Traded | 13915 | 6183 | 7733 | 13915 | 6183 | 7733 |
| 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 | 422331 | -168779 | -189956 | -283479 | -763500 | -139793 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14129,
"evaluation_days": 2354.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1558022400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759067877633,
"expiration_time": 1765164528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 122,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
1063458.2161960632,
1001424.9721417117,
62033.2440543524,
126299.6257026699,
-35197.3101047685,
161496.9358074384
],
[
1063.458216,
1001.424972,
62.033244,
126.299626,
-35.19731,
161.496936
],
[
0.451607,
0.425264,
0.026343,
0.034687,
-0.018421,
0.040829
],
[
10,
10,
10,
10,
10,
10
],
[
-124264,
-104215,
-158357,
-231031,
-427733,
-222045
],
[
2.424016,
3.584773,
1.172617,
1.07779,
0.962044,
1.231942
],
[
99,
50,
49,
99,
50,
49
],
[
41,
18,
23,
41,
18,
23
],
[
58,
32,
26,
58,
32,
26
],
[
41.414141,
36,
46.938776,
41.414141,
36,
46.938776
],
[
3.429095,
6.372929,
1.325567,
1.524679,
1.7103,
1.39263
],
[
1003073,
1003073,
68796,
315029,
315029,
134955
],
[
-35052,
-34588,
-35052,
-88540,
-88540,
-84199
],
[
140,
123,
157,
140,
123,
157
],
[
217,
217,
216,
217,
217,
216
],
[
86,
70,
105,
86,
70,
105
],
[
13915,
6183,
7733,
13915,
6183,
7733
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422331,
-168779,
-189956,
-283479,
-763500,
-139793
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14129,
"evaluation_days": 2354.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1558022400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759067877633,
"expiration_time": 1765164528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 122,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|