| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1113488.6281 | 981371.1412 | 132117.4869 | 358223.1882 | -219922.5155 | 578145.7037 |
| Total P&L (%) | 1113.4886 | 981.3711 | 132.1175 | 358.2232 | -219.9225 | 578.1457 |
| Avg Daily Profit (%) | 0.4735 | 0.4173 | 0.0562 | 0.0648 | 0 | 0.0814 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -140759 | -50767 | -163677 | -383040 | -370680 | -166967 |
| Profit Factor | 3.0166 | 4.7573 | 1.4541 | 1.3008 | 0.7014 | 2.2721 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
| Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
| Profitability (%) | 42.1053 | 31.0345 | 53.5714 | 42.1053 | 31.0345 | 53.5714 |
| Ratio Avg Win / Avg Loss | 4.1478 | 10.5717 | 1.2602 | 1.7886 | 1.5587 | 1.9692 |
| Largest Winning Trade | 909299 | 909299 | 59747 | 304275 | 124521 | 304275 |
| Largest Losing Trade | -74040 | -26813 | -74040 | -201709 | -201709 | -116250 |
| Avg Bars in Trades | 162 | 130 | 195 | 162 | 130 | 195 |
| Avg Bars in Winners | 276 | 241 | 297 | 276 | 241 | 297 |
| Avg Bars in Losers | 79 | 80 | 77 | 79 | 80 | 77 |
| Bars Traded | 9251 | 3778 | 5473 | 9251 | 3778 | 5473 |
| 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 | -166432 | 362942 | -137461 | -287837 | -585430 | -100075 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558656000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758855699009,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 86,
"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": [
[
1113488.6281036048,
981371.1411547873,
132117.4869488174,
358223.1882123431,
-219922.5155248693,
578145.7037372125
],
[
1113.488628,
981.371141,
132.117487,
358.223188,
-219.922516,
578.145704
],
[
0.473523,
0.417338,
0.056184,
0.064754,
0,
0.081436
],
[
10,
10,
10,
10,
10,
10
],
[
-140759,
-50767,
-163677,
-383040,
-370680,
-166967
],
[
3.016582,
4.757262,
1.454054,
1.300763,
0.701428,
2.272144
],
[
57,
29,
28,
57,
29,
28
],
[
24,
9,
15,
24,
9,
15
],
[
33,
20,
13,
33,
20,
13
],
[
42.105263,
31.034483,
53.571429,
42.105263,
31.034483,
53.571429
],
[
4.1478,
10.571693,
1.26018,
1.78855,
1.558729,
1.969191
],
[
909299,
909299,
59747,
304275,
124521,
304275
],
[
-74040,
-26813,
-74040,
-201709,
-201709,
-116250
],
[
162,
130,
195,
162,
130,
195
],
[
276,
241,
297,
276,
241,
297
],
[
79,
80,
77,
79,
80,
77
],
[
9251,
3778,
5473,
9251,
3778,
5473
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-166432,
362942,
-137461,
-287837,
-585430,
-100075
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558656000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758855699009,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 86,
"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) |
|---|