| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 470754.8247 | 380794.9288 | 89959.8959 | 1498254.0839 | 1187860.1906 | 310393.8933 |
| Total P&L (%) | 470.7548 | 380.7949 | 89.9599 | 1498.2541 | 1187.8602 | 310.3939 |
| Avg Daily Profit (%) | 0.3313 | 0.268 | 0.0633 | 0.1952 | 0.18 | 0.0994 |
| Buy And Hold Return (%) | 31.4478 | 31.4478 | 31.4478 | 31.4478 | 31.4478 | 31.4478 |
| Max Trade Drawdown | -33597 | -27081 | -15154 | -404738 | -315601 | -284573 |
| Profit Factor | 3.238 | 3.811 | 2.2014 | 2.0531 | 2.3057 | 1.6052 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Profitability (%) | 53.2258 | 51.6129 | 54.8387 | 53.2258 | 51.6129 | 54.8387 |
| Ratio Avg Win / Avg Loss | 2.8455 | 3.5729 | 1.8129 | 1.8043 | 2.1616 | 1.3219 |
| Largest Winning Trade | 173593 | 173593 | 53560 | 828577 | 828577 | 496440 |
| Largest Losing Trade | -25291 | -25291 | -25081 | -258930 | -258930 | -196788 |
| Avg Bars in Trades | 32 | 40 | 24 | 32 | 40 | 24 |
| Avg Bars in Winners | 49 | 60 | 39 | 49 | 60 | 39 |
| Avg Bars in Losers | 13 | 20 | 6 | 13 | 20 | 6 |
| Bars Traded | 2028 | 1268 | 760 | 2028 | 1268 | 760 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -143149 | 550594 | -106578 | -146181 | 447342 | -57464 |
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2842,
"evaluation_days": 1421,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1646265600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759257315527,
"expiration_time": 1762916832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 2,
"offset": 70
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 227,
"offset": 0,
"a": 0.05954
}
}
} {
"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": [
[
470754.8246830059,
380794.9287893283,
89959.8958936775,
1498254.0838927284,
1187860.1906397406,
310393.8932529883
],
[
470.754825,
380.794929,
89.959896,
1498.254084,
1187.860191,
310.393893
],
[
0.331284,
0.267977,
0.063307,
0.195229,
0.180005,
0.099412
],
[
31.447811,
31.447811,
31.447811,
31.447811,
31.447811,
31.447811
],
[
-33597,
-27081,
-15154,
-404738,
-315601,
-284573
],
[
3.238015,
3.811043,
2.201374,
2.053141,
2.305725,
1.60515
],
[
62,
31,
31,
62,
31,
31
],
[
33,
16,
17,
33,
16,
17
],
[
29,
15,
14,
29,
15,
14
],
[
53.225806,
51.612903,
54.83871,
53.225806,
51.612903,
54.83871
],
[
2.845528,
3.572853,
1.812896,
1.804276,
2.161617,
1.321889
],
[
173593,
173593,
53560,
828577,
828577,
496440
],
[
-25291,
-25291,
-25081,
-258930,
-258930,
-196788
],
[
32,
40,
24,
32,
40,
24
],
[
49,
60,
39,
49,
60,
39
],
[
13,
20,
6,
13,
20,
6
],
[
2028,
1268,
760,
2028,
1268,
760
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-143149,
550594,
-106578,
-146181,
447342,
-57464
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2842,
"evaluation_days": 1421,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1646265600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759257315527,
"expiration_time": 1762916832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 2,
"offset": 70
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 227,
"offset": 0,
"a": 0.05954
}
}
}
| # | 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) |
|---|