| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 546838.8925 | 525052.2541 | 21786.6384 | -17996.3453 | 43102.1468 | -61098.4921 |
| Total P&L (%) | 546.8389 | 525.0523 | 21.7866 | -17.9963 | 43.1021 | -61.0985 |
| Avg Daily Profit (%) | 0.2317 | 0.2225 | 0.0092 | -0.0084 | 0.0152 | -0.04 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -172508 | -137930 | -202051 | -221959 | -301478 | -300777 |
| Profit Factor | 1.4511 | 1.894 | 1.0349 | 0.9896 | 1.0516 | 0.9315 |
| Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
| Winning Trades | 113 | 53 | 60 | 113 | 53 | 60 |
| Losing Trades | 143 | 75 | 68 | 143 | 75 | 68 |
| Profitability (%) | 44.1406 | 41.4063 | 46.875 | 44.1406 | 41.4063 | 46.875 |
| Ratio Avg Win / Avg Loss | 1.8363 | 2.6802 | 1.1728 | 1.2523 | 1.4881 | 1.0557 |
| Largest Winning Trade | 312094 | 312094 | 61956 | 207412 | 207412 | 111710 |
| Largest Losing Trade | -58495 | -33787 | -58495 | -98963 | -70711 | -98963 |
| Avg Bars in Trades | 36 | 30 | 41 | 36 | 30 | 41 |
| Avg Bars in Winners | 52 | 40 | 63 | 52 | 40 | 63 |
| Avg Bars in Losers | 22 | 24 | 21 | 22 | 24 | 21 |
| Bars Traded | 9218 | 3955 | 5263 | 9218 | 3955 | 5263 |
| Profit Streak | 0 | 0 | 19.2546 | 0 | 0 | 19.2546 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 341559 | 297695 | -369252 | -580050 | -341854 | -579982 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9439,
"evaluation_days": 2359.75,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558764000000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759449995639,
"expiration_time": 1765544472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
546838.8925246586,
525052.2541440822,
21786.6383805764,
-17996.3453434446,
43102.1467943583,
-61098.492137803
],
[
546.838893,
525.052254,
21.786638,
-17.996345,
43.102147,
-61.098492
],
[
0.231736,
0.222503,
0.009233,
-0.008408,
0.015189,
-0.040002
],
[
10,
10,
10,
10,
10,
10
],
[
-172508,
-137930,
-202051,
-221959,
-301478,
-300777
],
[
1.451052,
1.894037,
1.034854,
0.989584,
1.051573,
0.931509
],
[
256,
128,
128,
256,
128,
128
],
[
113,
53,
60,
113,
53,
60
],
[
143,
75,
68,
143,
75,
68
],
[
44.140625,
41.40625,
46.875,
44.140625,
41.40625,
46.875
],
[
1.836287,
2.680241,
1.172835,
1.252306,
1.488075,
1.05571
],
[
312094,
312094,
61956,
207412,
207412,
111710
],
[
-58495,
-33787,
-58495,
-98963,
-70711,
-98963
],
[
36,
30,
41,
36,
30,
41
],
[
52,
40,
63,
52,
40,
63
],
[
22,
24,
21,
22,
24,
21
],
[
9218,
3955,
5263,
9218,
3955,
5263
],
[
0,
0,
19.254579,
0,
0,
19.254579
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341559,
297695,
-369252,
-580050,
-341854,
-579982
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9439,
"evaluation_days": 2359.75,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558764000000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759449995639,
"expiration_time": 1765544472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|