| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 555847.6636 | 470360.5092 | 85487.1544 | 283840.6009 | -225851.4683 | 509692.0692 |
| Total P&L (%) | 555.8477 | 470.3605 | 85.4872 | 283.8406 | -225.8515 | 509.6921 |
| Avg Daily Profit (%) | 0.2668 | 0.2258 | 0.041 | 0.0646 | 0 | 0.0868 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -123921 | -100068 | -208152 | -1059737 | -974022 | -431079 |
| Profit Factor | 1.4704 | 1.9343 | 1.126 | 1.0708 | 0.8873 | 1.2542 |
| Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
| Winning Trades | 135 | 59 | 76 | 135 | 59 | 76 |
| Losing Trades | 185 | 101 | 84 | 185 | 101 | 84 |
| Profitability (%) | 42.1875 | 36.875 | 47.5 | 42.1875 | 36.875 | 47.5 |
| Ratio Avg Win / Avg Loss | 2.015 | 3.3113 | 1.2446 | 1.4674 | 1.5189 | 1.3862 |
| Largest Winning Trade | 210369 | 210369 | 59941 | 495460 | 495460 | 404569 |
| Largest Losing Trade | -54890 | -17032 | -54890 | -167132 | -167132 | -126823 |
| Avg Bars in Trades | 76 | 64 | 88 | 76 | 64 | 88 |
| Avg Bars in Winners | 125 | 117 | 130 | 125 | 117 | 130 |
| Avg Bars in Losers | 41 | 33 | 50 | 41 | 33 | 50 |
| Bars Traded | 24502 | 10303 | 14199 | 24502 | 10303 | 14199 |
| 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 | 341283 | 240961 | -220670 | -250707 | -582821 | -77527 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579233600000,
"first_datapoint_time": 1580752800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759305095735,
"expiration_time": 1765778400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 212,
"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": [
[
555847.6635988716,
470360.5091800364,
85487.1544188345,
283840.6009277102,
-225851.468283797,
509692.0692115078
],
[
555.847664,
470.360509,
85.487154,
283.840601,
-225.851468,
509.692069
],
[
0.266807,
0.225773,
0.041034,
0.064584,
0,
0.086811
],
[
10,
10,
10,
10,
10,
10
],
[
-123921,
-100068,
-208152,
-1059737,
-974022,
-431079
],
[
1.470378,
1.934305,
1.126037,
1.070799,
0.887289,
1.254174
],
[
320,
160,
160,
320,
160,
160
],
[
135,
59,
76,
135,
59,
76
],
[
185,
101,
84,
185,
101,
84
],
[
42.1875,
36.875,
47.5,
42.1875,
36.875,
47.5
],
[
2.014963,
3.311268,
1.244567,
1.467391,
1.518919,
1.386192
],
[
210369,
210369,
59941,
495460,
495460,
404569
],
[
-54890,
-17032,
-54890,
-167132,
-167132,
-126823
],
[
76,
64,
88,
76,
64,
88
],
[
125,
117,
130,
125,
117,
130
],
[
41,
33,
50,
41,
33,
50
],
[
24502,
10303,
14199,
24502,
10303,
14199
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341283,
240961,
-220670,
-250707,
-582821,
-77527
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579233600000,
"first_datapoint_time": 1580752800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759305095735,
"expiration_time": 1765778400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 212,
"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) |
|---|