| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 622742.6095 | 587065.328 | 35677.2815 | -6713.8609 | -708473.3318 | 701759.4709 |
| Total P&L (%) | 622.7426 | 587.0653 | 35.6773 | -6.7139 | -708.4733 | 701.7595 |
| Avg Daily Profit (%) | 0.2644 | 0.2493 | 0.0151 | -0.003 | 0 | 0.0884 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149187 | -117075 | -92543 | -1523588 | -1591577 | -196101 |
| Profit Factor | 1.4469 | 1.6095 | 1.0829 | 0.9987 | 0.8096 | 1.556 |
| Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
| Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
| Losing Trades | 156 | 79 | 77 | 156 | 79 | 77 |
| Profitability (%) | 42.2222 | 41.4815 | 42.963 | 42.2222 | 41.4815 | 42.963 |
| Ratio Avg Win / Avg Loss | 1.98 | 2.2706 | 1.4377 | 1.3666 | 1.1421 | 2.0658 |
| Largest Winning Trade | 299214 | 299214 | 28264 | 431776 | 431776 | 232699 |
| Largest Losing Trade | -62882 | -62882 | -28695 | -680527 | -680527 | -131723 |
| Avg Bars in Trades | 50 | 85 | 15 | 50 | 85 | 15 |
| Avg Bars in Winners | 59 | 102 | 18 | 59 | 102 | 18 |
| Avg Bars in Losers | 44 | 73 | 14 | 44 | 73 | 14 |
| Bars Traded | 13727 | 11572 | 2155 | 13727 | 11572 | 2155 |
| Profit Streak | 4.9135 | 4.9135 | 104.9135 | 4.9135 | 4.9135 | 104.9135 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 366189 | 310766 | -305822 | -579620 | -581984 | -73030 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14131,
"evaluation_days": 2355.17,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1558353600000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759096523077,
"expiration_time": 1765194192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 14,
"offset": 0,
"std": 2.89006
}
}
} {
"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": [
[
622742.6094615341,
587065.327963593,
35677.2814979411,
-6713.8608952765,
-708473.3317603976,
701759.4708651211
],
[
622.742609,
587.065328,
35.677281,
-6.713861,
-708.473332,
701.759471
],
[
0.264415,
0.249267,
0.015148,
-0.002951,
0,
0.088425
],
[
10,
10,
10,
10,
10,
10
],
[
-149187,
-117075,
-92543,
-1523588,
-1591577,
-196101
],
[
1.446936,
1.609532,
1.082928,
0.998652,
0.809564,
1.556045
],
[
270,
135,
135,
270,
135,
135
],
[
114,
56,
58,
114,
56,
58
],
[
156,
79,
77,
156,
79,
77
],
[
42.222222,
41.481481,
42.962963,
42.222222,
41.481481,
42.962963
],
[
1.980018,
2.27059,
1.437681,
1.366577,
1.142064,
2.065784
],
[
299214,
299214,
28264,
431776,
431776,
232699
],
[
-62882,
-62882,
-28695,
-680527,
-680527,
-131723
],
[
50,
85,
15,
50,
85,
15
],
[
59,
102,
18,
59,
102,
18
],
[
44,
73,
14,
44,
73,
14
],
[
13727,
11572,
2155,
13727,
11572,
2155
],
[
4.913461,
4.913461,
104.913461,
4.913461,
4.913462,
104.913462
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
366189,
310766,
-305822,
-579620,
-581984,
-73030
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14131,
"evaluation_days": 2355.17,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1558353600000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759096523077,
"expiration_time": 1765194192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 14,
"offset": 0,
"std": 2.89006
}
}
}
| # | 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) |
|---|