| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 345232.0452 | 253686.9259 | 91545.1193 | 645151.2791 | 1145957.7224 | -500806.4433 |
| Total P&L (%) | 345.232 | 253.6869 | 91.5451 | 645.1513 | 1145.9577 | -500.8064 |
| Avg Daily Profit (%) | 0.2432 | 0.1787 | 0.0645 | 0.1416 | 0.1779 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100646 | -56101 | -58219 | -1791722 | -729950 | -1225436 |
| Profit Factor | 1.7549 | 1.9733 | 1.4654 | 1.1447 | 1.5489 | 0.7888 |
| Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
| Winning Trades | 151 | 77 | 74 | 151 | 77 | 74 |
| Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Profitability (%) | 83.4254 | 85.5556 | 81.3187 | 83.4254 | 85.5556 | 81.3187 |
| Ratio Avg Win / Avg Loss | 0.3486 | 0.3332 | 0.3366 | 0.2274 | 0.2615 | 0.1812 |
| Largest Winning Trade | 33492 | 33492 | 18240 | 320986 | 320986 | 273361 |
| Largest Losing Trade | -56101 | -56101 | -50358 | -984812 | -687954 | -984812 |
| Avg Bars in Trades | 40 | 71 | 10 | 40 | 71 | 10 |
| Avg Bars in Winners | 14 | 23 | 5 | 14 | 23 | 5 |
| Avg Bars in Losers | 172 | 354 | 34 | 172 | 354 | 34 |
| Bars Traded | 7391 | 6402 | 989 | 7391 | 6402 | 989 |
| Profit Streak | 62.1349 | 80.8016 | 62.1349 | 62.1349 | 80.8016 | 62.1349 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 555612 | 511806 | -102154 | -59753 | 489368 | -575541 |
{
"trading_pair": "ENS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8517,
"evaluation_days": 1419.5,
"actual_first_datapoint_time": 1636516800000,
"first_datapoint_time": 1639209600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759158858497,
"expiration_time": 1762826544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 188,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
345232.0451843904,
253686.925921617,
91545.1192627734,
645151.2790920436,
1145957.722410862,
-500806.4433188187
],
[
345.232045,
253.686926,
91.545119,
645.151279,
1145.957722,
-500.806443
],
[
0.243207,
0.178716,
0.064491,
0.141588,
0.177861,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-100646,
-56101,
-58219,
-1791722,
-729950,
-1225436
],
[
1.754857,
1.973292,
1.465406,
1.144684,
1.548903,
0.788805
],
[
181,
90,
91,
181,
90,
91
],
[
151,
77,
74,
151,
77,
74
],
[
30,
13,
17,
30,
13,
17
],
[
83.425414,
85.555556,
81.318681,
83.425414,
85.555556,
81.318681
],
[
0.348647,
0.333153,
0.336647,
0.227421,
0.261503,
0.181212
],
[
33492,
33492,
18240,
320986,
320986,
273361
],
[
-56101,
-56101,
-50358,
-984812,
-687954,
-984812
],
[
40,
71,
10,
40,
71,
10
],
[
14,
23,
5,
14,
23,
5
],
[
172,
354,
34,
172,
354,
34
],
[
7391,
6402,
989,
7391,
6402,
989
],
[
62.134936,
80.801603,
62.134936,
62.134936,
80.801603,
62.134936
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
555612,
511806,
-102154,
-59753,
489368,
-575541
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8517,
"evaluation_days": 1419.5,
"actual_first_datapoint_time": 1636516800000,
"first_datapoint_time": 1639209600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759158858497,
"expiration_time": 1762826544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 188,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|