| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 396493.8927 | 276049.9605 | 120443.9322 | 365589.1177 | 327417.6822 | 38171.4356 |
| Total P&L (%) | 396.4939 | 276.05 | 120.4439 | 365.5891 | 327.4177 | 38.1714 |
| Avg Daily Profit (%) | 0.2796 | 0.1946 | 0.0849 | 0.1085 | 0.1025 | 0.0228 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100300 | -99182 | -77947 | -369862 | -513976 | -280653 |
| Profit Factor | 1.3337 | 1.323 | 1.3613 | 1.0901 | 1.1209 | 1.0283 |
| Total Trades | 469 | 234 | 235 | 469 | 234 | 235 |
| Winning Trades | 316 | 159 | 157 | 316 | 159 | 157 |
| Losing Trades | 153 | 75 | 78 | 153 | 75 | 78 |
| Profitability (%) | 67.3774 | 67.9487 | 66.8085 | 67.3774 | 67.9487 | 66.8085 |
| Ratio Avg Win / Avg Loss | 0.6458 | 0.624 | 0.6763 | 0.5278 | 0.5287 | 0.5109 |
| Largest Winning Trade | 36550 | 36550 | 18240 | 114108 | 114108 | 54757 |
| Largest Losing Trade | -62471 | -62471 | -50313 | -217994 | -141013 | -217994 |
| Avg Bars in Trades | 17 | 30 | 5 | 17 | 30 | 5 |
| Avg Bars in Winners | 9 | 15 | 3 | 9 | 15 | 3 |
| Avg Bars in Losers | 34 | 60 | 9 | 34 | 60 | 9 |
| Bars Traded | 8371 | 7051 | 1320 | 8371 | 7051 | 1320 |
| Profit Streak | 10.4985 | 0 | 14.9985 | 10.4985 | 0 | 14.9985 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 452075 | 328623 | -77070 | -165585 | -142436 | -352133 |
{
"trading_pair": "ENS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8510,
"evaluation_days": 1418.33,
"actual_first_datapoint_time": 1636516800000,
"first_datapoint_time": 1637236800000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759060674023,
"expiration_time": 1762722720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 22,
"offset": 0,
"std": 1.16516
}
}
} {
"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": [
[
396493.8927183935,
276049.9604963828,
120443.9322220109,
365589.1177457695,
327417.6821879626,
38171.4355578064
],
[
396.493893,
276.04996,
120.443932,
365.589118,
327.417682,
38.171436
],
[
0.27955,
0.19463,
0.08492,
0.108506,
0.102468,
0.022799
],
[
10,
10,
10,
10,
10,
10
],
[
-100300,
-99182,
-77947,
-369862,
-513976,
-280653
],
[
1.333722,
1.322976,
1.361269,
1.090097,
1.120858,
1.028305
],
[
469,
234,
235,
469,
234,
235
],
[
316,
159,
157,
316,
159,
157
],
[
153,
75,
78,
153,
75,
78
],
[
67.377399,
67.948718,
66.808511,
67.377399,
67.948718,
66.808511
],
[
0.645758,
0.624045,
0.676299,
0.5278,
0.528707,
0.510877
],
[
36550,
36550,
18240,
114108,
114108,
54757
],
[
-62471,
-62471,
-50313,
-217994,
-141013,
-217994
],
[
17,
30,
5,
17,
30,
5
],
[
9,
15,
3,
9,
15,
3
],
[
34,
60,
9,
34,
60,
9
],
[
8371,
7051,
1320,
8371,
7051,
1320
],
[
10.498542,
0,
14.998542,
10.498542,
0,
14.998542
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
452075,
328623,
-77070,
-165585,
-142436,
-352133
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8510,
"evaluation_days": 1418.33,
"actual_first_datapoint_time": 1636516800000,
"first_datapoint_time": 1637236800000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759060674023,
"expiration_time": 1762722720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 22,
"offset": 0,
"std": 1.16516
}
}
}
| # | 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) |
|---|