| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 764216.2809 | 591884.2859 | 172331.9949 | 1831156.4594 | -243547.8832 | 2074704.3426 |
| Total P&L (%) | 764.2163 | 591.8843 | 172.332 | 1831.1565 | -243.5479 | 2074.7043 |
| Avg Daily Profit (%) | 0.3668 | 0.2841 | 0.0827 | 0.1422 | 0 | 0.1479 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98564 | -92466 | -96726 | -2374961 | -2735895 | -1050874 |
| Profit Factor | 1.5051 | 1.7476 | 1.239 | 1.1001 | 0.976 | 1.2546 |
| Total Trades | 465 | 232 | 233 | 465 | 232 | 233 |
| Winning Trades | 197 | 94 | 103 | 197 | 94 | 103 |
| Losing Trades | 268 | 138 | 130 | 268 | 138 | 130 |
| Profitability (%) | 42.3656 | 40.5172 | 44.206 | 42.3656 | 40.5172 | 44.206 |
| Ratio Avg Win / Avg Loss | 2.0476 | 2.5657 | 1.5637 | 1.4966 | 1.4328 | 1.5834 |
| Largest Winning Trade | 294309 | 294309 | 50371 | 1155075 | 1155075 | 732145 |
| Largest Losing Trade | -37901 | -29961 | -37901 | -725420 | -725420 | -544223 |
| Avg Bars in Trades | 52 | 49 | 56 | 52 | 49 | 56 |
| Avg Bars in Winners | 73 | 68 | 78 | 73 | 68 | 78 |
| Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
| Bars Traded | 24617 | 11421 | 13196 | 24617 | 11421 | 13196 |
| 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 | 409444 | 325459 | -83281 | -113741 | -582140 | 150126 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579219200000,
"first_datapoint_time": 1579874400000,
"last_datapoint_time": 1759284000000,
"evaluation_time": 1759289263366,
"expiration_time": 1765764000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 14,
"offset": 0,
"a": 0.78356
}
}
} {
"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": [
[
764216.280884523,
591884.2859387869,
172331.9949457367,
1831156.4594442863,
-243547.8831798622,
2074704.3426241474
],
[
764.216281,
591.884286,
172.331995,
1831.156459,
-243.547883,
2074.704343
],
[
0.366824,
0.284105,
0.082719,
0.142215,
0,
0.147924
],
[
10,
10,
10,
10,
10,
10
],
[
-98564,
-92466,
-96726,
-2374961,
-2735895,
-1050874
],
[
1.505149,
1.747623,
1.238963,
1.100086,
0.975995,
1.254561
],
[
465,
232,
233,
465,
232,
233
],
[
197,
94,
103,
197,
94,
103
],
[
268,
138,
130,
268,
138,
130
],
[
42.365591,
40.517241,
44.206009,
42.365591,
40.517241,
44.206009
],
[
2.047614,
2.565659,
1.56374,
1.496564,
1.432843,
1.583426
],
[
294309,
294309,
50371,
1155075,
1155075,
732145
],
[
-37901,
-29961,
-37901,
-725420,
-725420,
-544223
],
[
52,
49,
56,
52,
49,
56
],
[
73,
68,
78,
73,
68,
78
],
[
37,
36,
38,
37,
36,
38
],
[
24617,
11421,
13196,
24617,
11421,
13196
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
409444,
325459,
-83281,
-113741,
-582140,
150126
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579219200000,
"first_datapoint_time": 1579874400000,
"last_datapoint_time": 1759284000000,
"evaluation_time": 1759289263366,
"expiration_time": 1765764000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 14,
"offset": 0,
"a": 0.78356
}
}
}
| # | 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) |
|---|