| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 538173.8021 | 481741.0881 | 56432.714 | 350.9266 | 303861.9193 | -303510.9926 |
| Total P&L (%) | 538.1738 | 481.7411 | 56.4327 | 0.3509 | 303.8619 | -303.511 |
| Avg Daily Profit (%) | 0.2289 | 0.2049 | 0.024 | 0.0001 | 0.0594 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144607 | -97003 | -219464 | -435095 | -222850 | -563682 |
| Profit Factor | 1.5189 | 2.2083 | 1.0884 | 1.0002 | 1.5696 | 0.6908 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
| Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
| Profitability (%) | 55.6338 | 52.1127 | 59.1549 | 55.6338 | 52.1127 | 59.1549 |
| Ratio Avg Win / Avg Loss | 1.2113 | 2.0293 | 0.7515 | 0.7977 | 1.4423 | 0.477 |
| Largest Winning Trade | 218267 | 218267 | 58539 | 234480 | 234480 | 88748 |
| Largest Losing Trade | -73463 | -58719 | -73463 | -229768 | -172893 | -229768 |
| Avg Bars in Trades | 63 | 57 | 70 | 63 | 57 | 70 |
| Avg Bars in Winners | 65 | 54 | 74 | 65 | 54 | 74 |
| Avg Bars in Losers | 62 | 60 | 64 | 62 | 60 | 64 |
| Bars Traded | 9076 | 4080 | 4996 | 9076 | 4080 | 4996 |
| Profit Streak | 16.9329 | 0 | 70.6829 | 16.9329 | 0 | 70.6829 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 409803 | -74541 | -371206 | -578646 | -198308 | -665303 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560859200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758903798679,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 100,
"offset": 146
}
}
}
{
"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": [
[
538173.8020700271,
481741.0880908581,
56432.7139791685,
350.9266199023,
303861.9192665961,
-303510.9926466938
],
[
538.173802,
481.741088,
56.432714,
0.350927,
303.861919,
-303.510993
],
[
0.228864,
0.204865,
0.023999,
0.000149,
0.05938,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-144607,
-97003,
-219464,
-435095,
-222850,
-563682
],
[
1.518896,
2.208343,
1.088387,
1.000232,
1.569561,
0.690782
],
[
142,
71,
71,
142,
71,
71
],
[
79,
37,
42,
79,
37,
42
],
[
63,
34,
29,
63,
34,
29
],
[
55.633803,
52.112676,
59.15493,
55.633803,
52.112676,
59.15493
],
[
1.211271,
2.029288,
0.751505,
0.797653,
1.442299,
0.476968
],
[
218267,
218267,
58539,
234480,
234480,
88748
],
[
-73463,
-58719,
-73463,
-229768,
-172893,
-229768
],
[
63,
57,
70,
63,
57,
70
],
[
65,
54,
74,
65,
54,
74
],
[
62,
60,
64,
62,
60,
64
],
[
9076,
4080,
4996,
9076,
4080,
4996
],
[
16.932855,
0,
70.682855,
16.932855,
0,
70.682855
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
409803,
-74541,
-371206,
-578646,
-198308,
-665303
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560859200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758903798679,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 100,
"offset": 146
}
}
}
| # | 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) |
|---|