| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1152978.8003 | 1103009.0591 | 49969.7412 | 4376.3745 | -75217.5138 | 79593.8883 |
| Total P&L (%) | 1152.9788 | 1103.0091 | 49.9697 | 4.3764 | -75.2175 | 79.5939 |
| Avg Daily Profit (%) | 0.4892 | 0.468 | 0.0212 | 0.0018 | -0.0592 | 0.0248 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -163319 | -59393 | -180031 | -207602 | -114771 | -94504 |
| Profit Factor | 2.7888 | 4.7505 | 1.1426 | 1.009 | 0.692 | 1.3324 |
| Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
| Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
| Profitability (%) | 40.5941 | 33.3333 | 48 | 40.5941 | 33.3333 | 48 |
| Ratio Avg Win / Avg Loss | 4.0812 | 9.5009 | 1.2378 | 1.4767 | 1.3841 | 1.4434 |
| Largest Winning Trade | 1078092 | 1078092 | 63121 | 117716 | 42131 | 117716 |
| Largest Losing Trade | -90785 | -23614 | -90785 | -76716 | -47559 | -76716 |
| Avg Bars in Trades | 65 | 48 | 83 | 65 | 48 | 83 |
| Avg Bars in Winners | 118 | 94 | 134 | 118 | 94 | 134 |
| Avg Bars in Losers | 29 | 25 | 35 | 29 | 25 | 35 |
| Bars Traded | 6614 | 2458 | 4156 | 6614 | 2458 | 4156 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 447962 | -168596 | -410385 | -570123 | -765648 | -340225 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7070,
"evaluation_days": 2356.67,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1562428800000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759147224016,
"expiration_time": 1765241280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1152978.8002951827,
1103009.0591376168,
49969.7411575658,
4376.3745037271,
-75217.5138416851,
79593.8883454122
],
[
1152.9788,
1103.009059,
49.969741,
4.376375,
-75.217514,
79.593888
],
[
0.489241,
0.468037,
0.021204,
0.001818,
-0.059178,
0.024849
],
[
10,
10,
10,
10,
10,
10
],
[
-163319,
-59393,
-180031,
-207602,
-114771,
-94504
],
[
2.788817,
4.750475,
1.142587,
1.009048,
0.692029,
1.332373
],
[
101,
51,
50,
101,
51,
50
],
[
41,
17,
24,
41,
17,
24
],
[
60,
34,
26,
60,
34,
26
],
[
40.594059,
33.333333,
48,
40.594059,
33.333333,
48
],
[
4.081195,
9.500949,
1.237803,
1.476655,
1.384058,
1.443404
],
[
1078092,
1078092,
63121,
117716,
42131,
117716
],
[
-90785,
-23614,
-90785,
-76716,
-47559,
-76716
],
[
65,
48,
83,
65,
48,
83
],
[
118,
94,
134,
118,
94,
134
],
[
29,
25,
35,
29,
25,
35
],
[
6614,
2458,
4156,
6614,
2458,
4156
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
447962,
-168596,
-410385,
-570123,
-765648,
-340225
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7070,
"evaluation_days": 2356.67,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1562428800000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759147224016,
"expiration_time": 1765241280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|