| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -589430.9896 | 182351.272 | -771782.2616 | -8407710.5305 | 7194911.7336 | -15602622.2641 |
| Total P&L (%) | -589.431 | 182.3513 | -771.7823 | -8407.7105 | 7194.9117 | -15602.6223 |
| Avg Daily Profit (%) | -0.2507 | 0.0775 | -0.3282 | 0 | 0.1826 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1096468 | -121758 | -1060222 | -12013332 | -3985354 | -15777902 |
| Profit Factor | 0.6041 | 1.5676 | 0.3389 | 0.747 | 1.6708 | 0.3067 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 49 | 23 | 26 | 39 | 22 | 17 |
| Losing Trades | 31 | 17 | 14 | 41 | 18 | 23 |
| Profitability (%) | 61.25 | 57.5 | 65 | 48.75 | 55 | 42.5 |
| Ratio Avg Win / Avg Loss | 0.3822 | 1.1587 | 0.1825 | 0.7853 | 1.367 | 0.415 |
| Largest Winning Trade | 125053 | 125053 | 39305 | 4574307 | 3568485 | 4574307 |
| Largest Losing Trade | -1029766 | -47846 | -1029766 | -10354514 | -2115669 | -10354514 |
| Avg Bars in Trades | 113 | 110 | 117 | 113 | 110 | 117 |
| Avg Bars in Winners | 76 | 62 | 89 | 135 | 146 | 121 |
| Avg Bars in Losers | 172 | 174 | 170 | 93 | 65 | 114 |
| Bars Traded | 9116 | 4412 | 4704 | 9116 | 4412 | 4704 |
| Profit Streak | 4.6071 | 0 | 255.1071 | 0 | 13.8571 | 0 |
| Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -602472 | -86690 | -577430 | -605041 | 403821 | -583666 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560513600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758789251592,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 230,
"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": [
[
-589430.9895845043,
182351.2719746788,
-771782.2615591831,
-8407710.530456195,
7194911.733639519,
-15602622.264095714
],
[
-589.43099,
182.351272,
-771.782262,
-8407.71053,
7194.911734,
-15602.622264
],
[
-0.250662,
0.077547,
-0.328208,
0,
0.182593,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-1096468,
-121758,
-1060222,
-12013332,
-3985354,
-15777902
],
[
0.604058,
1.567594,
0.338894,
0.746992,
1.670808,
0.306714
],
[
80,
40,
40,
80,
40,
40
],
[
49,
23,
26,
39,
22,
17
],
[
31,
17,
14,
41,
18,
23
],
[
61.25,
57.5,
65,
48.75,
55,
42.5
],
[
0.382159,
1.158656,
0.182481,
0.7853,
1.367025,
0.414965
],
[
125053,
125053,
39305,
4574307,
3568485,
4574307
],
[
-1029766,
-47846,
-1029766,
-10354514,
-2115669,
-10354514
],
[
113,
110,
117,
113,
110,
117
],
[
76,
62,
89,
135,
146,
121
],
[
172,
174,
170,
93,
65,
114
],
[
9116,
4412,
4704,
9116,
4412,
4704
],
[
4.607079,
0,
255.107079,
0,
13.857079,
0
],
[
1,
0,
4,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-602472,
-86690,
-577430,
-605041,
403821,
-583666
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560513600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758789251592,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 230,
"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) |
|---|