| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 308311.3812 | 263716.3968 | 44594.9844 | 259046.047 | 205131.5758 | 53914.4712 |
| Total P&L (%) | 308.3114 | 263.7164 | 44.595 | 259.046 | 205.1316 | 53.9145 |
| Avg Daily Profit (%) | 0.2179 | 0.1864 | 0.0315 | 0.0904 | 0.0789 | 0.0305 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73648 | -71330 | -40959 | -371438 | -308217 | -151748 |
| Profit Factor | 1.92 | 2.2361 | 1.3662 | 1.2393 | 1.289 | 1.1448 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 57.5342 | 55.5556 | 59.4595 | 57.5342 | 55.5556 | 59.4595 |
| Ratio Avg Win / Avg Loss | 1.4172 | 1.7889 | 0.9315 | 0.9148 | 1.0312 | 0.7805 |
| Largest Winning Trade | 170382 | 170382 | 25524 | 281400 | 281400 | 97201 |
| Largest Losing Trade | -51081 | -51081 | -18264 | -302277 | -302277 | -97050 |
| Avg Bars in Trades | 33 | 56 | 12 | 33 | 56 | 12 |
| Avg Bars in Winners | 28 | 44 | 13 | 28 | 44 | 13 |
| Avg Bars in Losers | 40 | 70 | 9 | 40 | 70 | 9 |
| Bars Traded | 2462 | 2018 | 444 | 2462 | 2018 | 444 |
| Profit Streak | 118.3038 | 118.3038 | 120.8038 | 118.3038 | 118.3038 | 120.8038 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -63291 | 483723 | -150915 | -147854 | -85953 | -213336 |
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2830,
"evaluation_days": 1415,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1639569600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758827844688,
"expiration_time": 1762382880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 72,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
308311.3812036813,
263716.3968100414,
44594.98439364,
259046.0470210643,
205131.5757782285,
53914.4712428359
],
[
308.311381,
263.716397,
44.594984,
259.046047,
205.131576,
53.914471
],
[
0.217888,
0.186372,
0.031516,
0.090379,
0.07887,
0.03048
],
[
10,
10,
10,
10,
10,
10
],
[
-73648,
-71330,
-40959,
-371438,
-308217,
-151748
],
[
1.920033,
2.236132,
1.366225,
1.239348,
1.288977,
1.144759
],
[
73,
36,
37,
73,
36,
37
],
[
42,
20,
22,
42,
20,
22
],
[
31,
16,
15,
31,
16,
15
],
[
57.534247,
55.555556,
59.459459,
57.534247,
55.555556,
59.459459
],
[
1.417167,
1.788906,
0.931517,
0.914757,
1.031181,
0.780517
],
[
170382,
170382,
25524,
281400,
281400,
97201
],
[
-51081,
-51081,
-18264,
-302277,
-302277,
-97050
],
[
33,
56,
12,
33,
56,
12
],
[
28,
44,
13,
28,
44,
13
],
[
40,
70,
9,
40,
70,
9
],
[
2462,
2018,
444,
2462,
2018,
444
],
[
118.303758,
118.303758,
120.803758,
118.303758,
118.303758,
120.803758
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-63291,
483723,
-150915,
-147854,
-85953,
-213336
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2830,
"evaluation_days": 1415,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1639569600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758827844688,
"expiration_time": 1762382880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 72,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|