| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 386686.041 | 401690.236 | -15004.1951 | -144656.7839 | 442484.1729 | -587140.9568 |
| Total P&L (%) | 386.686 | 401.6902 | -15.0042 | -144.6568 | 442.4842 | -587.141 |
| Avg Daily Profit (%) | 0.1642 | 0.1705 | -0.0064 | 0 | 0.0718 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -170666 | -115991 | -248040 | -583748 | -65076 | -645483 |
| Profit Factor | 1.2444 | 1.5955 | 0.9835 | 0.9095 | 1.9335 | 0.4782 |
| Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
| Winning Trades | 135 | 64 | 71 | 121 | 67 | 54 |
| Losing Trades | 110 | 58 | 52 | 124 | 55 | 69 |
| Profitability (%) | 55.102 | 52.459 | 57.7236 | 49.3878 | 54.918 | 43.9024 |
| Ratio Avg Win / Avg Loss | 1.014 | 1.4459 | 0.7203 | 0.9321 | 1.5872 | 0.611 |
| Largest Winning Trade | 118440 | 118440 | 60003 | 143985 | 143985 | 38490 |
| Largest Losing Trade | -125316 | -37273 | -125316 | -479792 | -33715 | -479792 |
| Avg Bars in Trades | 19 | 18 | 19 | 19 | 18 | 19 |
| Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
| Bars Traded | 4661 | 2316 | 2345 | 4661 | 2316 | 2345 |
| Profit Streak | 24.4319 | 33.9319 | 24.4319 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 371094 | 366002 | -579182 | -579456 | -92696 | -583099 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4711,
"evaluation_days": 2355.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1556539200000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759054912883,
"expiration_time": 1765123056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.29576
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 24,
"offset": 0,
"std": 2.51339
}
}
} {
"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": [
[
386686.0409581329,
401690.2360149547,
-15004.1950568215,
-144656.7839364899,
442484.1728648531,
-587140.9568013429
],
[
386.686041,
401.690236,
-15.004195,
-144.656784,
442.484173,
-587.140957
],
[
0.164163,
0.170533,
-0.00637,
0,
0.071815,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-170666,
-115991,
-248040,
-583748,
-65076,
-645483
],
[
1.24442,
1.595492,
0.983466,
0.909548,
1.933454,
0.478208
],
[
245,
122,
123,
245,
122,
123
],
[
135,
64,
71,
121,
67,
54
],
[
110,
58,
52,
124,
55,
69
],
[
55.102041,
52.459016,
57.723577,
49.387755,
54.918033,
43.902439
],
[
1.013972,
1.445915,
0.720285,
0.932099,
1.587163,
0.611044
],
[
118440,
118440,
60003,
143985,
143985,
38490
],
[
-125316,
-37273,
-125316,
-479792,
-33715,
-479792
],
[
19,
18,
19,
19,
18,
19
],
[
18,
18,
18,
18,
18,
18
],
[
19,
19,
19,
19,
19,
19
],
[
4661,
2316,
2345,
4661,
2316,
2345
],
[
24.431862,
33.931862,
24.431862,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
371094,
366002,
-579182,
-579456,
-92696,
-583099
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4711,
"evaluation_days": 2355.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1556539200000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759054912883,
"expiration_time": 1765123056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.29576
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 24,
"offset": 0,
"std": 2.51339
}
}
}
| # | 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) |
|---|