| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 218583.7511 | 189505.4523 | 29078.2989 | -27812.4144 | -22386.4789 | -5425.9355 |
| Total P&L (%) | 218.5838 | 189.5055 | 29.0783 | -27.8124 | -22.3865 | -5.4259 |
| Avg Daily Profit (%) | 0.1533 | 0.1329 | 0.0204 | -0.0229 | -0.0178 | -0.0039 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121512 | -72110 | -107029 | -196940 | -112807 | -145603 |
| Profit Factor | 1.273 | 1.4103 | 1.0858 | 0.9716 | 0.9621 | 0.9861 |
| Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
| Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
| Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
| Profitability (%) | 52.2293 | 50 | 54.4304 | 52.2293 | 50 | 54.4304 |
| Ratio Avg Win / Avg Loss | 1.1643 | 1.4103 | 0.9091 | 0.8887 | 0.9621 | 0.8256 |
| Largest Winning Trade | 140784 | 140784 | 28248 | 87394 | 87394 | 32191 |
| Largest Losing Trade | -37184 | -32681 | -37184 | -63965 | -63965 | -35502 |
| Avg Bars in Trades | 26 | 34 | 18 | 26 | 34 | 18 |
| Avg Bars in Winners | 27 | 32 | 23 | 27 | 32 | 23 |
| Avg Bars in Losers | 24 | 35 | 12 | 24 | 35 | 12 |
| Bars Traded | 4121 | 2663 | 1458 | 4121 | 2663 | 1458 |
| Profit Streak | 20.0332 | 0 | 84.0332 | 20.0332 | 0 | 84.0332 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327078 | -49316 | -321725 | -578833 | -615236 | -605922 |
{
"trading_pair": "ENS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4278,
"evaluation_days": 1426,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1639555200000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759711665447,
"expiration_time": 1763376192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 66,
"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": [
[
218583.7511134583,
189505.4522543108,
29078.2988591475,
-27812.4143711491,
-22386.4788721743,
-5425.9354989747
],
[
218.583751,
189.505452,
29.078299,
-27.812414,
-22.386479,
-5.425935
],
[
0.153285,
0.132893,
0.020392,
-0.022852,
-0.01777,
-0.003912
],
[
10,
10,
10,
10,
10,
10
],
[
-121512,
-72110,
-107029,
-196940,
-112807,
-145603
],
[
1.273005,
1.410271,
1.085839,
0.971644,
0.962109,
0.986088
],
[
157,
78,
79,
157,
78,
79
],
[
82,
39,
43,
82,
39,
43
],
[
75,
39,
36,
75,
39,
36
],
[
52.229299,
50,
54.43038,
52.229299,
50,
54.43038
],
[
1.164334,
1.410271,
0.909075,
0.888699,
0.962109,
0.825562
],
[
140784,
140784,
28248,
87394,
87394,
32191
],
[
-37184,
-32681,
-37184,
-63965,
-63965,
-35502
],
[
26,
34,
18,
26,
34,
18
],
[
27,
32,
23,
27,
32,
23
],
[
24,
35,
12,
24,
35,
12
],
[
4121,
2663,
1458,
4121,
2663,
1458
],
[
20.033165,
0,
84.033165,
20.033165,
0,
84.033165
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327078,
-49316,
-321725,
-578833,
-615236,
-605922
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4278,
"evaluation_days": 1426,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1639555200000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759711665447,
"expiration_time": 1763376192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 66,
"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) |
|---|