| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 962015.1235 | 757435.4469 | 204579.6766 | 4537230.8857 | -12752354.218 | 17289585.1037 |
| Total P&L (%) | 962.0151 | 757.4354 | 204.5797 | 4537.2309 | -12752.3542 | 17289.5851 |
| Avg Daily Profit (%) | 0.4619 | 0.3636 | 0.0982 | 0.1844 | 0 | 0.248 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -195341 | -135061 | -87199 | -35728137 | -26759913 | -16190148 |
| Profit Factor | 2.2278 | 2.7777 | 1.5724 | 1.0471 | 0.7627 | 1.4058 |
| Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
| Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
| Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
| Profitability (%) | 34.8101 | 30.3797 | 39.2405 | 34.8101 | 30.3797 | 39.2405 |
| Ratio Avg Win / Avg Loss | 4.1722 | 6.3656 | 2.4346 | 1.9609 | 1.7479 | 2.1768 |
| Largest Winning Trade | 351369 | 351369 | 64574 | 15933201 | 15933201 | 13584644 |
| Largest Losing Trade | -31507 | -31507 | -26328 | -9034641 | -7965448 | -9034641 |
| Avg Bars in Trades | 156 | 129 | 182 | 156 | 129 | 182 |
| Avg Bars in Winners | 320 | 284 | 348 | 320 | 284 | 348 |
| Avg Bars in Losers | 68 | 62 | 75 | 68 | 62 | 75 |
| Bars Traded | 24672 | 10262 | 14410 | 24672 | 10262 | 14410 |
| Profit Streak | 0 | 0 | 18.3566 | 0 | 0 | 18.3566 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339713 | -19850 | -89568 | -164786 | -612588 | -20290 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579795200000,
"first_datapoint_time": 1580673600000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759833208369,
"expiration_time": 1766302704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 27,
"offset": 0,
"a": 0.7944
}
}
} {
"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": [
[
962015.1234810199,
757435.4468812492,
204579.6765997704,
4537230.885713811,
-12752354.21796793,
17289585.103681732
],
[
962.015123,
757.435447,
204.579677,
4537.230886,
-12752.354218,
17289.585104
],
[
0.461859,
0.363641,
0.098218,
0.184368,
0,
0.247962
],
[
10,
10,
10,
10,
10,
10
],
[
-195341,
-135061,
-87199,
-35728137,
-26759913,
-16190148
],
[
2.227847,
2.777714,
1.572371,
1.047095,
0.762702,
1.405835
],
[
158,
79,
79,
158,
79,
79
],
[
55,
24,
31,
55,
24,
31
],
[
103,
55,
48,
103,
55,
48
],
[
34.810127,
30.379747,
39.240506,
34.810127,
30.379747,
39.240506
],
[
4.17215,
6.365594,
2.43464,
1.960923,
1.747859,
2.176777
],
[
351369,
351369,
64574,
15933201,
15933201,
13584644
],
[
-31507,
-31507,
-26328,
-9034641,
-7965448,
-9034641
],
[
156,
129,
182,
156,
129,
182
],
[
320,
284,
348,
320,
284,
348
],
[
68,
62,
75,
68,
62,
75
],
[
24672,
10262,
14410,
24672,
10262,
14410
],
[
0,
0,
18.356578,
0,
0,
18.356578
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339713,
-19850,
-89568,
-164786,
-612588,
-20290
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579795200000,
"first_datapoint_time": 1580673600000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759833208369,
"expiration_time": 1766302704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 27,
"offset": 0,
"a": 0.7944
}
}
}
| # | 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) |
|---|