| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 428350.4077 | 583490.8357 | -155140.428 | -100189.5298 | 36206.7278 | -136396.2575 |
| Total P&L (%) | 428.3504 | 583.4908 | -155.1404 | -100.1895 | 36.2067 | -136.3963 |
| Avg Daily Profit (%) | 0.1815 | 0.2472 | -0.0657 | 0 | 0.0131 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -339385 | -197304 | -335493 | -163941 | -36560 | -192932 |
| Profit Factor | 1.3795 | 2.4214 | 0.784 | 0.6529 | 1.5408 | 0.3847 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 57 | 29 | 28 | 56 | 30 | 26 |
| Losing Trades | 63 | 31 | 32 | 64 | 30 | 34 |
| Profitability (%) | 47.5 | 48.3333 | 46.6667 | 46.6667 | 50 | 43.3333 |
| Ratio Avg Win / Avg Loss | 1.5247 | 2.5884 | 0.896 | 0.7462 | 1.5408 | 0.5031 |
| Largest Winning Trade | 600725 | 600725 | 70105 | 54249 | 20857 | 54249 |
| Largest Losing Trade | -124163 | -44203 | -124163 | -80970 | -36560 | -80970 |
| Avg Bars in Trades | 74 | 62 | 86 | 74 | 62 | 86 |
| Avg Bars in Winners | 80 | 59 | 101 | 77 | 64 | 93 |
| Avg Bars in Losers | 70 | 66 | 74 | 72 | 61 | 81 |
| Bars Traded | 8991 | 3777 | 5214 | 8991 | 3777 | 5214 |
| Profit Streak | 60.6241 | 102.3741 | 0 | 0 | 0 | 123.3741 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325794 | -156213 | -751254 | -581755 | -344422 | -751985 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9441,
"evaluation_days": 2360.25,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560924000000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759481925956,
"expiration_time": 1765588968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 197,
"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": [
[
428350.4077121776,
583490.8356734616,
-155140.4279612839,
-100189.5297669238,
36206.727774358,
-136396.2575412819
],
[
428.350408,
583.490836,
-155.140428,
-100.18953,
36.206728,
-136.396258
],
[
0.181485,
0.247216,
-0.065731,
0,
0.013093,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-339385,
-197304,
-335493,
-163941,
-36560,
-192932
],
[
1.379497,
2.421369,
0.783993,
0.652882,
1.540811,
0.384724
],
[
120,
60,
60,
120,
60,
60
],
[
57,
29,
28,
56,
30,
26
],
[
63,
31,
32,
64,
30,
34
],
[
47.5,
48.333333,
46.666667,
46.666667,
50,
43.333333
],
[
1.524707,
2.58836,
0.895992,
0.74615,
1.540811,
0.503101
],
[
600725,
600725,
70105,
54249,
20857,
54249
],
[
-124163,
-44203,
-124163,
-80970,
-36560,
-80970
],
[
74,
62,
86,
74,
62,
86
],
[
80,
59,
101,
77,
64,
93
],
[
70,
66,
74,
72,
61,
81
],
[
8991,
3777,
5214,
8991,
3777,
5214
],
[
60.624143,
102.374143,
0,
0,
0,
123.374143
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325794,
-156213,
-751254,
-581755,
-344422,
-751985
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9441,
"evaluation_days": 2360.25,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560924000000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759481925956,
"expiration_time": 1765588968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 197,
"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) |
|---|