| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 254351.8671 | 214941.4131 | 39410.4539 | -54519.6587 | 97061.2444 | -151580.9031 |
| Total P&L (%) | 254.3519 | 214.9414 | 39.4105 | -54.5197 | 97.0612 | -151.5809 |
| Avg Daily Profit (%) | 0.1778 | 0.1503 | 0.0276 | -0.0551 | 0.0474 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126943 | -53055 | -105889 | -313611 | -108071 | -246659 |
| Profit Factor | 1.4117 | 1.8412 | 1.1088 | 0.948 | 1.2408 | 0.7651 |
| Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
| Winning Trades | 138 | 66 | 72 | 138 | 66 | 72 |
| Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
| Profitability (%) | 77.9661 | 75 | 80.8989 | 77.9661 | 75 | 80.8989 |
| Ratio Avg Win / Avg Loss | 0.399 | 0.6137 | 0.2618 | 0.2679 | 0.4136 | 0.1807 |
| Largest Winning Trade | 35153 | 35153 | 17394 | 27632 | 27632 | 27309 |
| Largest Losing Trade | -91299 | -53055 | -91299 | -238920 | -108071 | -238920 |
| Avg Bars in Trades | 14 | 18 | 11 | 14 | 18 | 11 |
| Avg Bars in Winners | 7 | 9 | 6 | 7 | 9 | 6 |
| Avg Bars in Losers | 40 | 43 | 36 | 40 | 43 | 36 |
| Bars Traded | 2644 | 1589 | 1054 | 2644 | 1589 | 1054 |
| Profit Streak | 27.8967 | 27.8967 | 70.3967 | 27.8967 | 27.8967 | 70.3967 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 461742 | 429478 | -255273 | -574483 | -127491 | -575184 |
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2861,
"evaluation_days": 1430.5,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1638921600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760088677993,
"expiration_time": 1763762256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 57,
"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": [
[
254351.8670690377,
214941.4131473986,
39410.453921639,
-54519.6586755403,
97061.2443915924,
-151580.9030671325
],
[
254.351867,
214.941413,
39.410454,
-54.519659,
97.061244,
-151.580903
],
[
0.177806,
0.150256,
0.02755,
-0.055063,
0.047431,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-126943,
-53055,
-105889,
-313611,
-108071,
-246659
],
[
1.411732,
1.841208,
1.108795,
0.947996,
1.240847,
0.76513
],
[
177,
88,
89,
177,
88,
89
],
[
138,
66,
72,
138,
66,
72
],
[
39,
22,
17,
39,
22,
17
],
[
77.966102,
75,
80.898876,
77.966102,
75,
80.898876
],
[
0.398968,
0.613736,
0.261799,
0.267912,
0.413616,
0.180656
],
[
35153,
35153,
17394,
27632,
27632,
27309
],
[
-91299,
-53055,
-91299,
-238920,
-108071,
-238920
],
[
14,
18,
11,
14,
18,
11
],
[
7,
9,
6,
7,
9,
6
],
[
40,
43,
36,
40,
43,
36
],
[
2644,
1589,
1054,
2644,
1589,
1054
],
[
27.896736,
27.896736,
70.396736,
27.896736,
27.896736,
70.396736
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
461742,
429478,
-255273,
-574483,
-127491,
-575184
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2861,
"evaluation_days": 1430.5,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1638921600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760088677993,
"expiration_time": 1763762256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 57,
"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) |
|---|