| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 400044.3368 | 479829.8528 | -79785.516 | -93692.7088 | 22687.9517 | -116380.6605 |
| Total P&L (%) | 400.0443 | 479.8299 | -79.7855 | -93.6927 | 22.688 | -116.3807 |
| Avg Daily Profit (%) | 0.1701 | 0.2041 | -0.0339 | -0.1175 | 0.0087 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -236509 | -147571 | -300051 | -156550 | -91652 | -173788 |
| Profit Factor | 1.2802 | 1.6184 | 0.8776 | 0.8278 | 1.0791 | 0.5473 |
| Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
| Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
| Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
| Profitability (%) | 46.2766 | 42.5532 | 50 | 46.2766 | 42.5532 | 50 |
| Ratio Avg Win / Avg Loss | 1.4862 | 2.1849 | 0.8776 | 0.961 | 1.4567 | 0.5473 |
| Largest Winning Trade | 234848 | 234848 | 30693 | 59444 | 59444 | 33124 |
| Largest Losing Trade | -64922 | -64922 | -59387 | -91652 | -91652 | -42228 |
| Avg Bars in Trades | 49 | 63 | 34 | 49 | 63 | 34 |
| Avg Bars in Winners | 56 | 76 | 38 | 56 | 76 | 38 |
| Avg Bars in Losers | 43 | 53 | 30 | 43 | 53 | 30 |
| Bars Traded | 9220 | 5976 | 3244 | 9220 | 5976 | 3244 |
| Profit Streak | 169.6262 | 172.6262 | 169.6262 | 169.6262 | 172.6262 | 169.6262 |
| Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 299979 | 320522 | -579726 | -579773 | -321684 | -579726 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558116000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758855705304,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 119,
"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": [
[
400044.3367773864,
479829.8527698854,
-79785.5159924989,
-93692.7087973243,
22687.9516770693,
-116380.6604743936
],
[
400.044337,
479.829853,
-79.785516,
-93.692709,
22.687952,
-116.38066
],
[
0.170123,
0.204053,
-0.03393,
-0.11745,
0.008696,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-236509,
-147571,
-300051,
-156550,
-91652,
-173788
],
[
1.280217,
1.618413,
0.877577,
0.82778,
1.079061,
0.547262
],
[
188,
94,
94,
188,
94,
94
],
[
87,
40,
47,
87,
40,
47
],
[
101,
54,
47,
101,
54,
47
],
[
46.276596,
42.553191,
50,
46.276596,
42.553191,
50
],
[
1.486229,
2.184858,
0.877577,
0.960986,
1.456732,
0.547262
],
[
234848,
234848,
30693,
59444,
59444,
33124
],
[
-64922,
-64922,
-59387,
-91652,
-91652,
-42228
],
[
49,
63,
34,
49,
63,
34
],
[
56,
76,
38,
56,
76,
38
],
[
43,
53,
30,
43,
53,
30
],
[
9220,
5976,
3244,
9220,
5976,
3244
],
[
169.626219,
172.626219,
169.626219,
169.626219,
172.626219,
169.626219
],
[
7,
4,
3,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
299979,
320522,
-579726,
-579773,
-321684,
-579726
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558116000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758855705304,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 119,
"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) |
|---|