| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 428254.1698 | 393838.9221 | 34415.2477 | 11321.9776 | -59908.2575 | 71230.2351 |
| Total P&L (%) | 428.2542 | 393.8389 | 34.4152 | 11.322 | -59.9083 | 71.2302 |
| Avg Daily Profit (%) | 0.1817 | 0.1671 | 0.0146 | 0.0046 | -0.0388 | 0.0228 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -150794 | -117644 | -211016 | -371512 | -453257 | -360963 |
| Profit Factor | 1.2966 | 1.6128 | 1.043 | 1.0037 | 0.9578 | 1.0436 |
| Total Trades | 379 | 190 | 189 | 379 | 190 | 189 |
| Winning Trades | 159 | 71 | 88 | 159 | 71 | 88 |
| Losing Trades | 220 | 119 | 101 | 220 | 119 | 101 |
| Profitability (%) | 41.9525 | 37.3684 | 46.5608 | 41.9525 | 37.3684 | 46.5608 |
| Ratio Avg Win / Avg Loss | 1.794 | 2.7032 | 1.197 | 1.3888 | 1.6054 | 1.1977 |
| Largest Winning Trade | 249186 | 249186 | 52773 | 183300 | 183300 | 114629 |
| Largest Losing Trade | -49268 | -19643 | -49268 | -100328 | -94493 | -100328 |
| Avg Bars in Trades | 36 | 30 | 42 | 36 | 30 | 42 |
| Avg Bars in Winners | 51 | 46 | 55 | 51 | 46 | 55 |
| Avg Bars in Losers | 26 | 21 | 31 | 26 | 21 | 31 |
| Bars Traded | 13928 | 5848 | 8081 | 13928 | 5848 | 8081 |
| Profit Streak | 13.2224 | 13.2224 | 19.8891 | 13.2224 | 13.2224 | 19.8891 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308538 | 234942 | -349675 | -527907 | -581867 | -335329 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14138,
"evaluation_days": 2356.33,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1556683200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759195219363,
"expiration_time": 1765298016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 79,
"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": [
[
428254.1697731696,
393838.9220898405,
34415.2476833295,
11321.9775777326,
-59908.2574816945,
71230.235059427
],
[
428.25417,
393.838922,
34.415248,
11.321978,
-59.908257,
71.230235
],
[
0.181746,
0.167141,
0.014605,
0.004552,
-0.038782,
0.022828
],
[
10,
10,
10,
10,
10,
10
],
[
-150794,
-117644,
-211016,
-371512,
-453257,
-360963
],
[
1.296608,
1.612836,
1.042955,
1.003705,
0.957839,
1.043558
],
[
379,
190,
189,
379,
190,
189
],
[
159,
71,
88,
159,
71,
88
],
[
220,
119,
101,
220,
119,
101
],
[
41.952507,
37.368421,
46.560847,
41.952507,
37.368421,
46.560847
],
[
1.794048,
2.703204,
1.197028,
1.388774,
1.605393,
1.197719
],
[
249186,
249186,
52773,
183300,
183300,
114629
],
[
-49268,
-19643,
-49268,
-100328,
-94493,
-100328
],
[
36,
30,
42,
36,
30,
42
],
[
51,
46,
55,
51,
46,
55
],
[
26,
21,
31,
26,
21,
31
],
[
13928,
5848,
8081,
13928,
5848,
8081
],
[
13.222446,
13.222446,
19.889113,
13.222446,
13.222446,
19.889113
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308538,
234942,
-349675,
-527907,
-581867,
-335329
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14138,
"evaluation_days": 2356.33,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1556683200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759195219363,
"expiration_time": 1765298016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 79,
"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) |
|---|