| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 363810.1639 | 304761.8164 | 59048.3475 | 379173.1997 | 427944.9424 | -48771.7427 |
| Total P&L (%) | 363.8102 | 304.7618 | 59.0483 | 379.1732 | 427.9449 | -48.7717 |
| Avg Daily Profit (%) | 0.2542 | 0.213 | 0.0413 | 0.1096 | 0.1163 | -0.0467 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96251 | -64024 | -65950 | -423219 | -156098 | -447773 |
| Profit Factor | 1.8617 | 2.6686 | 1.2465 | 1.3813 | 2.5303 | 0.9318 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Profitability (%) | 53.7313 | 58.8235 | 48.4848 | 53.7313 | 58.8235 | 48.4848 |
| Ratio Avg Win / Avg Loss | 1.6031 | 1.868 | 1.3244 | 1.1894 | 1.7712 | 0.99 |
| Largest Winning Trade | 136259 | 136259 | 61497 | 281714 | 218699 | 281714 |
| Largest Losing Trade | -34627 | -31962 | -34627 | -272806 | -89813 | -272806 |
| Avg Bars in Trades | 79 | 77 | 81 | 79 | 77 | 81 |
| Avg Bars in Winners | 102 | 97 | 108 | 102 | 97 | 108 |
| Avg Bars in Losers | 53 | 48 | 56 | 53 | 48 | 56 |
| Bars Traded | 5316 | 2619 | 2697 | 5316 | 2619 | 2697 |
| Profit Streak | 56.6924 | 56.6924 | 86.6924 | 56.6924 | 56.6924 | 86.6924 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -107917 | 522370 | -138816 | -165686 | -31178 | -580833 |
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5724,
"evaluation_days": 1431,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1641643200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760157426328,
"expiration_time": 1763849952000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 189,
"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": [
[
363810.1638580197,
304761.8163984336,
59048.3474595862,
379173.1996973771,
427944.9423733259,
-48771.7426759489
],
[
363.810164,
304.761816,
59.048347,
379.1732,
427.944942,
-48.771743
],
[
0.254235,
0.212971,
0.041264,
0.109556,
0.116337,
-0.046731
],
[
10,
10,
10,
10,
10,
10
],
[
-96251,
-64024,
-65950,
-423219,
-156098,
-447773
],
[
1.861662,
2.668567,
1.246476,
1.381276,
2.530296,
0.931772
],
[
67,
34,
33,
67,
34,
33
],
[
36,
20,
16,
36,
20,
16
],
[
31,
14,
17,
31,
14,
17
],
[
53.731343,
58.823529,
48.484848,
53.731343,
58.823529,
48.484848
],
[
1.603098,
1.867997,
1.324381,
1.189432,
1.771207,
0.990008
],
[
136259,
136259,
61497,
281714,
218699,
281714
],
[
-34627,
-31962,
-34627,
-272806,
-89813,
-272806
],
[
79,
77,
81,
79,
77,
81
],
[
102,
97,
108,
102,
97,
108
],
[
53,
48,
56,
53,
48,
56
],
[
5316,
2619,
2697,
5316,
2619,
2697
],
[
56.692434,
56.692434,
86.692434,
56.692434,
56.692434,
86.692434
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-107917,
522370,
-138816,
-165686,
-31178,
-580833
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5724,
"evaluation_days": 1431,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1641643200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760157426328,
"expiration_time": 1763849952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 189,
"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) |
|---|