| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1426593.56 | -4552.9516 | -1422040.6085 | 4127497.9154 | -582754.7217 | 4710252.6371 |
| Total P&L (%) | -1426.5936 | -4.553 | -1422.0406 | 4127.4979 | -582.7547 | 4710.2526 |
| Avg Daily Profit (%) | -0.6068 | -0.0019 | -0.6049 | 0.1594 | 0 | 0.1649 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1747072 | -66794 | -1716413 | -2152061 | -1388210 | -1744295 |
| Profit Factor | 0.3394 | 0.9713 | 0.2893 | 1.4477 | 0.813 | 1.7718 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 57 | 26 | 31 | 59 | 29 | 30 |
| Losing Trades | 28 | 17 | 11 | 26 | 14 | 12 |
| Profitability (%) | 67.0588 | 60.4651 | 73.8095 | 69.4118 | 67.4419 | 71.4286 |
| Ratio Avg Win / Avg Loss | 0.1667 | 0.6351 | 0.1027 | 0.638 | 0.3925 | 0.7087 |
| Largest Winning Trade | 47046 | 17200 | 47046 | 2494051 | 387505 | 2494051 |
| Largest Losing Trade | -1449367 | -37231 | -1449367 | -1511552 | -864502 | -1511552 |
| Avg Bars in Trades | 157 | 25 | 292 | 157 | 25 | 292 |
| Avg Bars in Winners | 109 | 17 | 185 | 113 | 19 | 205 |
| Avg Bars in Losers | 255 | 37 | 592 | 256 | 38 | 510 |
| Bars Traded | 13375 | 1093 | 12282 | 13375 | 1093 | 12282 |
| Profit Streak | 54.4823 | 169.3157 | 0 | 54.4823 | 169.3157 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577499 | -577738 | -577648 | 381384 | -576833 | 401072 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14105,
"evaluation_days": 2350.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557417600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758872072615,
"expiration_time": 1764808560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 130,
"offset": 0,
"std": 1.38555
}
}
}
{
"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": [
[
-1426593.5600302357,
-4552.95157197,
-1422040.6084582654,
4127497.915398402,
-582754.7216932434,
4710252.637091645
],
[
-1426.59356,
-4.552952,
-1422.040608,
4127.497915,
-582.754722,
4710.252637
],
[
-0.606847,
-0.001937,
-0.60491,
0.159398,
0,
0.1649
],
[
10,
10,
10,
10,
10,
10
],
[
-1747072,
-66794,
-1716413,
-2152061,
-1388210,
-1744295
],
[
0.339413,
0.971284,
0.289347,
1.447691,
0.81302,
1.771812
],
[
85,
43,
42,
85,
43,
42
],
[
57,
26,
31,
59,
29,
30
],
[
28,
17,
11,
26,
14,
12
],
[
67.058824,
60.465116,
73.809524,
69.411765,
67.44186,
71.428571
],
[
0.166729,
0.63507,
0.102672,
0.637966,
0.392492,
0.708725
],
[
47046,
17200,
47046,
2494051,
387505,
2494051
],
[
-1449367,
-37231,
-1449367,
-1511552,
-864502,
-1511552
],
[
157,
25,
292,
157,
25,
292
],
[
109,
17,
185,
113,
19,
205
],
[
255,
37,
592,
256,
38,
510
],
[
13375,
1093,
12282,
13375,
1093,
12282
],
[
54.482322,
169.315655,
0,
54.482322,
169.315655,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577499,
-577738,
-577648,
381384,
-576833,
401072
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14105,
"evaluation_days": 2350.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557417600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758872072615,
"expiration_time": 1764808560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 130,
"offset": 0,
"std": 1.38555
}
}
}
| # | 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) |
|---|