| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 365176.5443 | 375985.3576 | -10808.8133 | -67735.5007 | 206008.4325 | -273743.9332 |
| Total P&L (%) | 365.1765 | 375.9854 | -10.8088 | -67.7355 | 206.0084 | -273.7439 |
| Avg Daily Profit (%) | 0.1553 | 0.1599 | -0.0046 | -0.0481 | 0.0476 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -233176 | -186631 | -177575 | -817485 | -346385 | -560937 |
| Profit Factor | 1.1292 | 1.2763 | 0.9926 | 0.9836 | 1.111 | 0.8796 |
| Total Trades | 777 | 388 | 389 | 777 | 388 | 389 |
| Winning Trades | 385 | 191 | 194 | 385 | 191 | 194 |
| Losing Trades | 392 | 197 | 195 | 392 | 197 | 195 |
| Profitability (%) | 49.5496 | 49.2268 | 49.8715 | 49.5496 | 49.2268 | 49.8715 |
| Ratio Avg Win / Avg Loss | 1.1497 | 1.3164 | 0.9977 | 1.0015 | 1.1459 | 0.8842 |
| Largest Winning Trade | 103311 | 103311 | 42024 | 166403 | 166403 | 129491 |
| Largest Losing Trade | -43864 | -43864 | -33532 | -178156 | -91924 | -178156 |
| Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
| Bars Traded | 9353 | 4669 | 4684 | 9353 | 4669 | 4684 |
| Profit Streak | 7.8086 | 0 | 16.8086 | 7.8086 | 0 | 16.8086 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -66334 | 312008 | -578004 | -574273 | -226342 | -578004 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1556280000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758957860137,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.23814,
"nb": 0.1,
"nc": 0.97943
}
}
} {
"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": [
[
365176.5442943114,
375985.3576435678,
-10808.8133492569,
-67735.5006809372,
206008.4324980119,
-273743.933178949
],
[
365.176544,
375.985358,
-10.808813,
-67.735501,
206.008432,
-273.743933
],
[
0.155295,
0.159892,
-0.004597,
-0.048094,
0.047574,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-233176,
-186631,
-177575,
-817485,
-346385,
-560937
],
[
1.129197,
1.276266,
0.992625,
0.983599,
1.111008,
0.879628
],
[
777,
388,
389,
777,
388,
389
],
[
385,
191,
194,
385,
191,
194
],
[
392,
197,
195,
392,
197,
195
],
[
49.54955,
49.226804,
49.871465,
49.54955,
49.226804,
49.871465
],
[
1.149728,
1.316359,
0.997741,
1.001483,
1.145909,
0.884162
],
[
103311,
103311,
42024,
166403,
166403,
129491
],
[
-43864,
-43864,
-33532,
-178156,
-91924,
-178156
],
[
12,
12,
12,
12,
12,
12
],
[
12,
12,
12,
12,
12,
12
],
[
12,
12,
12,
12,
12,
12
],
[
9353,
4669,
4684,
9353,
4669,
4684
],
[
7.808566,
0,
16.808566,
7.808566,
0,
16.808566
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-66334,
312008,
-578004,
-574273,
-226342,
-578004
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1556280000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758957860137,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.23814,
"nb": 0.1,
"nc": 0.97943
}
}
}
| # | 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) |
|---|