| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 496742.6861 | 546177.1743 | -49434.4882 | -99535.9203 | 136195.1415 | -235731.0618 |
| Total P&L (%) | 496.7427 | 546.1772 | -49.4345 | -99.5359 | 136.1951 | -235.7311 |
| Avg Daily Profit (%) | 0.2109 | 0.2319 | -0.021 | -0.2278 | 0.0365 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158471 | -146280 | -231025 | -255118 | -158050 | -282876 |
| Profit Factor | 1.6618 | 2.2077 | 0.8343 | 0.8008 | 1.7041 | 0.23 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Profitability (%) | 54.2373 | 51.7241 | 56.6667 | 54.2373 | 51.7241 | 56.6667 |
| Ratio Avg Win / Avg Loss | 1.4021 | 2.0605 | 0.638 | 0.6756 | 1.5905 | 0.1759 |
| Largest Winning Trade | 182247 | 182247 | 43901 | 118371 | 118371 | 44288 |
| Largest Losing Trade | -99619 | -63741 | -99619 | -158050 | -158050 | -111770 |
| Avg Bars in Trades | 73 | 100 | 46 | 73 | 100 | 46 |
| Avg Bars in Winners | 62 | 74 | 50 | 62 | 74 | 50 |
| Avg Bars in Losers | 86 | 128 | 41 | 86 | 128 | 41 |
| Bars Traded | 4315 | 2915 | 1400 | 4315 | 2915 | 1400 |
| Profit Streak | 129.9319 | 129.9319 | 298.4319 | 129.9319 | 129.9319 | 298.4319 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -167848 | 476902 | -578613 | -758377 | -140180 | -578613 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4711,
"evaluation_days": 2355.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560816000000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759054913789,
"expiration_time": 1765123056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 89,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 123,
"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": [
[
496742.6861396215,
546177.1743190754,
-49434.4881794539,
-99535.9203129866,
136195.1414623973,
-235731.0617753839
],
[
496.742686,
546.177174,
-49.434488,
-99.53592,
136.195141,
-235.731062
],
[
0.210886,
0.231873,
-0.020987,
-0.227839,
0.036495,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-158471,
-146280,
-231025,
-255118,
-158050,
-282876
],
[
1.661798,
2.20771,
0.834309,
0.80076,
1.704145,
0.230038
],
[
59,
29,
30,
59,
29,
30
],
[
32,
15,
17,
32,
15,
17
],
[
27,
14,
13,
27,
14,
13
],
[
54.237288,
51.724138,
56.666667,
54.237288,
51.724138,
56.666667
],
[
1.402142,
2.060529,
0.638001,
0.675641,
1.590536,
0.175912
],
[
182247,
182247,
43901,
118371,
118371,
44288
],
[
-99619,
-63741,
-99619,
-158050,
-158050,
-111770
],
[
73,
100,
46,
73,
100,
46
],
[
62,
74,
50,
62,
74,
50
],
[
86,
128,
41,
86,
128,
41
],
[
4315,
2915,
1400,
4315,
2915,
1400
],
[
129.931872,
129.931872,
298.431872,
129.931873,
129.931873,
298.431873
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167848,
476902,
-578613,
-758377,
-140180,
-578613
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4711,
"evaluation_days": 2355.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560816000000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759054913789,
"expiration_time": 1765123056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 89,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 123,
"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) |
|---|