| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1727466.2837 | 1598975.9111 | 128490.3726 | 706007.4947 | -768214.9508 | 1474222.4455 |
| Total P&L (%) | 1727.4663 | 1598.9759 | 128.4904 | 706.0075 | -768.215 | 1474.2224 |
| Avg Daily Profit (%) | 0.7346 | 0.68 | 0.0546 | 0.0888 | 0 | 0.1173 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115860 | -125521 | -90506 | -2779542 | -3175695 | -729706 |
| Profit Factor | 3.9231 | 6.4422 | 1.4324 | 1.1078 | 0.8156 | 1.6195 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
| Profitability (%) | 52.7027 | 45.9459 | 59.4595 | 52.7027 | 45.9459 | 59.4595 |
| Ratio Avg Win / Avg Loss | 3.5207 | 7.5791 | 0.9766 | 0.9942 | 0.9596 | 1.1042 |
| Largest Winning Trade | 1571813 | 1571813 | 62018 | 1215304 | 1215304 | 730177 |
| Largest Losing Trade | -60110 | -35077 | -60110 | -977334 | -977334 | -729706 |
| Avg Bars in Trades | 124 | 104 | 145 | 124 | 104 | 145 |
| Avg Bars in Winners | 174 | 147 | 195 | 174 | 147 | 195 |
| Avg Bars in Losers | 69 | 68 | 71 | 69 | 68 | 71 |
| Bars Traded | 9247 | 3882 | 5365 | 9247 | 3882 | 5365 |
| Profit Streak | 51.1936 | 0 | 312.4436 | 51.1936 | 0 | 312.4436 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -48250 | 687503 | -118146 | -245435 | -582349 | -31476 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558180800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758839930509,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 67,
"offset": 55
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 240,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
1727466.2836673935,
1598975.911056919,
128490.3726104742,
706007.4946686332,
-768214.9508461631,
1474222.4455147965
],
[
1727.466284,
1598.975911,
128.490373,
706.007495,
-768.214951,
1474.222446
],
[
0.734623,
0.679981,
0.054642,
0.088788,
0,
0.117285
],
[
10,
10,
10,
10,
10,
10
],
[
-115860,
-125521,
-90506,
-2779542,
-3175695,
-729706
],
[
3.923076,
6.442217,
1.432386,
1.107843,
0.815646,
1.61953
],
[
74,
37,
37,
74,
37,
37
],
[
39,
17,
22,
39,
17,
22
],
[
35,
20,
15,
35,
20,
15
],
[
52.702703,
45.945946,
59.459459,
52.702703,
45.945946,
59.459459
],
[
3.520709,
7.579078,
0.976627,
0.994218,
0.959583,
1.104225
],
[
1571813,
1571813,
62018,
1215304,
1215304,
730177
],
[
-60110,
-35077,
-60110,
-977334,
-977334,
-729706
],
[
124,
104,
145,
124,
104,
145
],
[
174,
147,
195,
174,
147,
195
],
[
69,
68,
71,
69,
68,
71
],
[
9247,
3882,
5365,
9247,
3882,
5365
],
[
51.19364,
0,
312.44364,
51.19364,
0,
312.44364
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-48250,
687503,
-118146,
-245435,
-582349,
-31476
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558180800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758839930509,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 67,
"offset": 55
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 240,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|