| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 556325.5096 | 393963.9665 | 162361.5431 | 4728741.664 | 2668287.3853 | 2060454.2787 |
| Total P&L (%) | 556.3255 | 393.964 | 162.3615 | 4728.7417 | 2668.2874 | 2060.4543 |
| Avg Daily Profit (%) | 0.3919 | 0.2775 | 0.1144 | 0.2735 | 0.2342 | 0.2167 |
| Buy And Hold Return (%) | 25.5293 | 25.5293 | 25.5293 | 25.5293 | 25.5293 | 25.5293 |
| Max Trade Drawdown | -42542 | -35143 | -22673 | -1720115 | -1158568 | -735649 |
| Profit Factor | 3.595 | 3.8928 | 3.0764 | 2.5845 | 2.3265 | 3.118 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
| Profitability (%) | 62.7119 | 60 | 65.5172 | 62.7119 | 60 | 65.5172 |
| Ratio Avg Win / Avg Loss | 2.1376 | 2.5952 | 1.6191 | 1.5367 | 1.551 | 1.641 |
| Largest Winning Trade | 139346 | 139346 | 51906 | 1537932 | 1536615 | 1537932 |
| Largest Losing Trade | -30012 | -30012 | -19555 | -1158568 | -1158568 | -561547 |
| Avg Bars in Trades | 66 | 94 | 36 | 66 | 94 | 36 |
| Avg Bars in Winners | 83 | 123 | 46 | 83 | 123 | 46 |
| Avg Bars in Losers | 37 | 52 | 18 | 37 | 52 | 18 |
| Bars Traded | 3908 | 2849 | 1059 | 3908 | 2849 | 1059 |
| Profit Streak | 0 | 0 | 77.6335 | 0 | 0 | 77.6335 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -161409 | 594552 | -31947 | -164257 | 504326 | 614106 |
{
"trading_pair": "ENS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4259,
"evaluation_days": 1419.67,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1642867200000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759158730949,
"expiration_time": 1762812576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 89,
"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": [
[
556325.5096223144,
393963.9665030712,
162361.5431192436,
4728741.664007941,
2668287.38530473,
2060454.2787032123
],
[
556.32551,
393.963967,
162.361543,
4728.741664,
2668.287385,
2060.454279
],
[
0.39187,
0.277504,
0.114366,
0.273477,
0.234188,
0.216686
],
[
25.529265,
25.529265,
25.529265,
25.529265,
25.529265,
25.529265
],
[
-42542,
-35143,
-22673,
-1720115,
-1158568,
-735649
],
[
3.595022,
3.892827,
3.076361,
2.584512,
2.326507,
3.117981
],
[
59,
30,
29,
59,
30,
29
],
[
37,
18,
19,
37,
18,
19
],
[
22,
12,
10,
22,
12,
10
],
[
62.711864,
60,
65.517241,
62.711864,
60,
65.517241
],
[
2.137581,
2.595218,
1.619137,
1.536737,
1.551005,
1.641043
],
[
139346,
139346,
51906,
1537932,
1536615,
1537932
],
[
-30012,
-30012,
-19555,
-1158568,
-1158568,
-561547
],
[
66,
94,
36,
66,
94,
36
],
[
83,
123,
46,
83,
123,
46
],
[
37,
52,
18,
37,
52,
18
],
[
3908,
2849,
1059,
3908,
2849,
1059
],
[
0,
0,
77.63346,
0,
0,
77.63346
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-161409,
594552,
-31947,
-164257,
504326,
614106
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4259,
"evaluation_days": 1419.67,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1642867200000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759158730949,
"expiration_time": 1762812576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 89,
"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) |
|---|