| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 694262.7504 | 568314.2242 | 125948.5262 | 722808.0128 | -135171.1164 | 857979.1291 |
| Total P&L (%) | 694.2628 | 568.3142 | 125.9485 | 722.808 | -135.1711 | 857.9791 |
| Avg Daily Profit (%) | 0.3332 | 0.2728 | 0.0605 | 0.1012 | 0 | 0.1085 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113887 | -82827 | -163218 | -1093451 | -1012279 | -322943 |
| Profit Factor | 1.6731 | 2.0459 | 1.258 | 1.1581 | 0.9543 | 1.532 |
| Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
| Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
| Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
| Profitability (%) | 43.0168 | 40.4494 | 45.5556 | 43.0168 | 40.4494 | 45.5556 |
| Ratio Avg Win / Avg Loss | 2.2163 | 3.0121 | 1.5035 | 1.534 | 1.405 | 1.8309 |
| Largest Winning Trade | 242018 | 242018 | 58623 | 702867 | 702867 | 450551 |
| Largest Losing Trade | -43232 | -34457 | -43232 | -418931 | -418931 | -150465 |
| Avg Bars in Trades | 137 | 143 | 132 | 137 | 143 | 132 |
| Avg Bars in Winners | 200 | 211 | 191 | 200 | 211 | 191 |
| Avg Bars in Losers | 90 | 97 | 83 | 90 | 97 | 83 |
| Bars Traded | 24670 | 12761 | 11910 | 24670 | 12761 | 11910 |
| Profit Streak | 38.0625 | 38.0625 | 41.8125 | 38.0625 | 38.0625 | 41.8125 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 431992 | 326295 | -112316 | -103344 | -582596 | -46135 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579456800000,
"first_datapoint_time": 1580277600000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759527003157,
"expiration_time": 1766001600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 115,
"offset": 0,
"a": 0.73599
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 79,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
694262.750409498,
568314.2242418885,
125948.5261676095,
722808.0127769008,
-135171.1163519455,
857979.129128846
],
[
694.26275,
568.314224,
125.948526,
722.808013,
-135.171116,
857.979129
],
[
0.333247,
0.272791,
0.060455,
0.101214,
0,
0.108522
],
[
10,
10,
10,
10,
10,
10
],
[
-113887,
-82827,
-163218,
-1093451,
-1012279,
-322943
],
[
1.673067,
2.04594,
1.258018,
1.15805,
0.954341,
1.531971
],
[
179,
89,
90,
179,
89,
90
],
[
77,
36,
41,
77,
36,
41
],
[
102,
53,
49,
102,
53,
49
],
[
43.01676,
40.449438,
45.555556,
43.01676,
40.449438,
45.555556
],
[
2.216271,
3.012079,
1.503485,
1.53404,
1.405002,
1.830892
],
[
242018,
242018,
58623,
702867,
702867,
450551
],
[
-43232,
-34457,
-43232,
-418931,
-418931,
-150465
],
[
137,
143,
132,
137,
143,
132
],
[
200,
211,
191,
200,
211,
191
],
[
90,
97,
83,
90,
97,
83
],
[
24670,
12761,
11910,
24670,
12761,
11910
],
[
38.062536,
38.062536,
41.812536,
38.062536,
38.062537,
41.812537
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
431992,
326295,
-112316,
-103344,
-582596,
-46135
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579456800000,
"first_datapoint_time": 1580277600000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759527003157,
"expiration_time": 1766001600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 115,
"offset": 0,
"a": 0.73599
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 79,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|