| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1435018.1702 | 1230104.0635 | 204914.1067 | 4079715.7565 | -1463442.4824 | 5543158.2389 |
| Total P&L (%) | 1435.0182 | 1230.1041 | 204.9141 | 4079.7158 | -1463.4425 | 5543.1582 |
| Avg Daily Profit (%) | 0.6065 | 0.5199 | 0.0866 | 0.1579 | 0 | 0.1706 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112740 | -55017 | -115182 | -2701638 | -4013332 | -1346073 |
| Profit Factor | 4.3342 | 6.3174 | 2.0294 | 1.422 | 0.7852 | 2.9419 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
| Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
| Profitability (%) | 46.7742 | 35.4839 | 58.0645 | 46.7742 | 35.4839 | 58.0645 |
| Ratio Avg Win / Avg Loss | 4.932 | 11.4862 | 1.4657 | 1.6181 | 1.4277 | 2.1247 |
| Largest Winning Trade | 1122985 | 1122985 | 62222 | 2606119 | 1476190 | 2606119 |
| Largest Losing Trade | -58012 | -28444 | -58012 | -1633415 | -1633415 | -688208 |
| Avg Bars in Trades | 147 | 130 | 164 | 147 | 130 | 164 |
| Avg Bars in Winners | 225 | 232 | 220 | 225 | 232 | 220 |
| Avg Bars in Losers | 79 | 74 | 88 | 79 | 74 | 88 |
| Bars Traded | 9161 | 4048 | 5113 | 9161 | 4048 | 5113 |
| Profit Streak | 0 | 0 | 89.3119 | 0 | 0 | 89.3119 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -140935 | 490129 | -73031 | -150136 | -584796 | 538857 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9465,
"evaluation_days": 2366.25,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559088000000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1759994944890,
"expiration_time": 1766122920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 53,
"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": [
[
1435018.1701675337,
1230104.063483399,
204914.1066841349,
4079715.7564745154,
-1463442.482422798,
5543158.238897314
],
[
1435.01817,
1230.104063,
204.914107,
4079.715756,
-1463.442482,
5543.158239
],
[
0.606452,
0.519854,
0.086599,
0.157877,
0,
0.170585
],
[
10,
10,
10,
10,
10,
10
],
[
-112740,
-55017,
-115182,
-2701638,
-4013332,
-1346073
],
[
4.334198,
6.317436,
2.02941,
1.421982,
0.785214,
2.94191
],
[
62,
31,
31,
62,
31,
31
],
[
29,
11,
18,
29,
11,
18
],
[
33,
20,
13,
33,
20,
13
],
[
46.774194,
35.483871,
58.064516,
46.774194,
35.483871,
58.064516
],
[
4.932018,
11.486248,
1.465685,
1.618118,
1.427662,
2.124713
],
[
1122985,
1122985,
62222,
2606119,
1476190,
2606119
],
[
-58012,
-28444,
-58012,
-1633415,
-1633415,
-688208
],
[
147,
130,
164,
147,
130,
164
],
[
225,
232,
220,
225,
232,
220
],
[
79,
74,
88,
79,
74,
88
],
[
9161,
4048,
5113,
9161,
4048,
5113
],
[
0,
0,
89.311862,
0,
0,
89.311862
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-140935,
490129,
-73031,
-150136,
-584796,
538857
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9465,
"evaluation_days": 2366.25,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559088000000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1759994944890,
"expiration_time": 1766122920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 53,
"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) |
|---|