| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 425214.6862 | 406447.6247 | 18767.0615 | -20515.3807 | -16391.3816 | -4123.9991 |
| Total P&L (%) | 425.2147 | 406.4476 | 18.7671 | -20.5154 | -16.3914 | -4.124 |
| Avg Daily Profit (%) | 0.2041 | 0.1951 | 0.009 | -0.011 | -0.0086 | -0.002 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97452 | -97012 | -197666 | -155953 | -177276 | -182631 |
| Profit Factor | 1.2603 | 1.5095 | 1.0225 | 0.9872 | 0.9803 | 0.9946 |
| Total Trades | 499 | 249 | 250 | 499 | 249 | 250 |
| Winning Trades | 221 | 108 | 113 | 221 | 108 | 113 |
| Losing Trades | 278 | 141 | 137 | 278 | 141 | 137 |
| Profitability (%) | 44.2886 | 43.3735 | 45.2 | 44.2886 | 43.3735 | 45.2 |
| Ratio Avg Win / Avg Loss | 1.5853 | 1.9707 | 1.2396 | 1.2418 | 1.2799 | 1.2059 |
| Largest Winning Trade | 234889 | 234889 | 39009 | 92241 | 92241 | 60535 |
| Largest Losing Trade | -45624 | -32095 | -45624 | -56091 | -52121 | -56091 |
| Avg Bars in Trades | 49 | 51 | 48 | 49 | 51 | 48 |
| Avg Bars in Winners | 68 | 69 | 68 | 68 | 69 | 68 |
| Avg Bars in Losers | 34 | 37 | 31 | 34 | 37 | 31 |
| Bars Traded | 24733 | 12732 | 12001 | 24733 | 12732 | 12001 |
| Profit Streak | 2.7694 | 2.7694 | 9.1027 | 2.7694 | 2.7694 | 9.1027 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305747 | 246963 | -384336 | -579226 | -582305 | -579111 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580068800000,
"first_datapoint_time": 1581861600000,
"last_datapoint_time": 1760133600000,
"evaluation_time": 1760142476511,
"expiration_time": 1766613600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
425214.6862348446,
406447.6247000391,
18767.0615348055,
-20515.3806885966,
-16391.381568669,
-4123.9991199277
],
[
425.214686,
406.447625,
18.767062,
-20.515381,
-16.391382,
-4.123999
],
[
0.204103,
0.195095,
0.009008,
-0.011021,
-0.008593,
-0.002021
],
[
10,
10,
10,
10,
10,
10
],
[
-97452,
-97012,
-197666,
-155953,
-177276,
-182631
],
[
1.260295,
1.509509,
1.022452,
0.987184,
0.980334,
0.994625
],
[
499,
249,
250,
499,
249,
250
],
[
221,
108,
113,
221,
108,
113
],
[
278,
141,
137,
278,
141,
137
],
[
44.288577,
43.373494,
45.2,
44.288577,
43.373494,
45.2
],
[
1.585348,
1.970747,
1.23961,
1.241796,
1.279881,
1.205872
],
[
234889,
234889,
39009,
92241,
92241,
60535
],
[
-45624,
-32095,
-45624,
-56091,
-52121,
-56091
],
[
49,
51,
48,
49,
51,
48
],
[
68,
69,
68,
68,
69,
68
],
[
34,
37,
31,
34,
37,
31
],
[
24733,
12732,
12001,
24733,
12732,
12001
],
[
2.769404,
2.769404,
9.102737,
2.769404,
2.769404,
9.102737
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305747,
246963,
-384336,
-579226,
-582305,
-579111
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580068800000,
"first_datapoint_time": 1581861600000,
"last_datapoint_time": 1760133600000,
"evaluation_time": 1760142476511,
"expiration_time": 1766613600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|