| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 435569.7483 | 328025.1324 | 107544.6159 | 618435.8901 | 316510.5902 | 301925.2998 |
| Total P&L (%) | 435.5697 | 328.0251 | 107.5446 | 618.4359 | 316.5106 | 301.9253 |
| Avg Daily Profit (%) | 0.3079 | 0.2319 | 0.076 | 0.1395 | 0.1009 | 0.0984 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74878 | -46082 | -52628 | -676725 | -375034 | -424859 |
| Profit Factor | 1.8993 | 2.2861 | 1.469 | 1.5037 | 1.4877 | 1.5216 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Profitability (%) | 56.8421 | 52.0833 | 61.7021 | 56.8421 | 52.0833 | 61.7021 |
| Ratio Avg Win / Avg Loss | 1.442 | 2.1032 | 0.9118 | 1.1417 | 1.3686 | 0.9445 |
| Largest Winning Trade | 128672 | 128672 | 25364 | 470808 | 470808 | 158133 |
| Largest Losing Trade | -60206 | -60206 | -43247 | -222811 | -222811 | -179225 |
| Avg Bars in Trades | 56 | 79 | 32 | 56 | 79 | 32 |
| Avg Bars in Winners | 69 | 104 | 38 | 69 | 104 | 38 |
| Avg Bars in Losers | 40 | 52 | 23 | 40 | 52 | 23 |
| Bars Traded | 5380 | 3830 | 1550 | 5380 | 3830 | 1550 |
| Profit Streak | 73.2179 | 77.4679 | 73.2179 | 73.2179 | 77.4679 | 73.2179 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 491497 | 503103 | -89418 | -2441 | -55291 | -59278 |
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5658,
"evaluation_days": 1414.5,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1640584800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758950028698,
"expiration_time": 1762381584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 96,
"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": [
[
435569.7483209124,
328025.1323809837,
107544.6159399285,
618435.8900534611,
316510.590244262,
301925.2998091991
],
[
435.569748,
328.025132,
107.544616,
618.43589,
316.51059,
301.9253
],
[
0.307932,
0.231902,
0.07603,
0.139504,
0.100916,
0.098394
],
[
10,
10,
10,
10,
10,
10
],
[
-74878,
-46082,
-52628,
-676725,
-375034,
-424859
],
[
1.899263,
2.286055,
1.469013,
1.503663,
1.487653,
1.521615
],
[
95,
48,
47,
95,
48,
47
],
[
54,
25,
29,
54,
25,
29
],
[
41,
23,
18,
41,
23,
18
],
[
56.842105,
52.083333,
61.702128,
56.842105,
52.083333,
61.702128
],
[
1.442033,
2.103171,
0.911801,
1.14167,
1.36864,
0.944451
],
[
128672,
128672,
25364,
470808,
470808,
158133
],
[
-60206,
-60206,
-43247,
-222811,
-222811,
-179225
],
[
56,
79,
32,
56,
79,
32
],
[
69,
104,
38,
69,
104,
38
],
[
40,
52,
23,
40,
52,
23
],
[
5380,
3830,
1550,
5380,
3830,
1550
],
[
73.217925,
77.467925,
73.217925,
73.217925,
77.467925,
73.217925
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
491497,
503103,
-89418,
-2441,
-55291,
-59278
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5658,
"evaluation_days": 1414.5,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1640584800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758950028698,
"expiration_time": 1762381584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 96,
"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) |
|---|