| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1045429.9374 | 905402.8127 | 140027.1247 | 518749.2096 | -355926.4638 | 874675.6734 |
| Total P&L (%) | 1045.4299 | 905.4028 | 140.0271 | 518.7492 | -355.9265 | 874.6757 |
| Avg Daily Profit (%) | 0.4433 | 0.3839 | 0.0594 | 0.0773 | 0 | 0.0966 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145518 | -60855 | -150021 | -541222 | -729390 | -252919 |
| Profit Factor | 3.0161 | 4.6121 | 1.5227 | 1.2797 | 0.712 | 2.4139 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 26 | 9 | 17 | 26 | 9 | 17 |
| Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
| Profitability (%) | 43.3333 | 30 | 56.6667 | 43.3333 | 30 | 56.6667 |
| Ratio Avg Win / Avg Loss | 3.9441 | 10.7617 | 1.1644 | 1.6735 | 1.6613 | 1.8459 |
| Largest Winning Trade | 803208 | 803208 | 64791 | 428981 | 265091 | 428981 |
| Largest Losing Trade | -78958 | -24540 | -78958 | -259187 | -259187 | -154163 |
| Avg Bars in Trades | 152 | 129 | 175 | 152 | 129 | 175 |
| Avg Bars in Winners | 243 | 237 | 247 | 243 | 237 | 247 |
| Avg Bars in Losers | 82 | 84 | 81 | 82 | 84 | 81 |
| Bars Traded | 9162 | 3899 | 5263 | 9162 | 3899 | 5263 |
| 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 | -160213 | 334621 | -111374 | -264326 | -585825 | -58175 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9433,
"evaluation_days": 2358.25,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560664800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759319488819,
"expiration_time": 1765410984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 63,
"offset": 0,
"a": 0.66131
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 224,
"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": [
[
1045429.937434786,
905402.81274122,
140027.1246935651,
518749.2096130978,
-355926.4638360401,
874675.6734491377
],
[
1045.429937,
905.402813,
140.027125,
518.74921,
-355.926464,
874.675673
],
[
0.443308,
0.38393,
0.059378,
0.077313,
0,
0.096599
],
[
10,
10,
10,
10,
10,
10
],
[
-145518,
-60855,
-150021,
-541222,
-729390,
-252919
],
[
3.016096,
4.612149,
1.52271,
1.27973,
0.711995,
2.41389
],
[
60,
30,
30,
60,
30,
30
],
[
26,
9,
17,
26,
9,
17
],
[
34,
21,
13,
34,
21,
13
],
[
43.333333,
30,
56.666667,
43.333333,
30,
56.666667
],
[
3.944125,
10.761682,
1.164425,
1.673493,
1.661322,
1.845916
],
[
803208,
803208,
64791,
428981,
265091,
428981
],
[
-78958,
-24540,
-78958,
-259187,
-259187,
-154163
],
[
152,
129,
175,
152,
129,
175
],
[
243,
237,
247,
243,
237,
247
],
[
82,
84,
81,
82,
84,
81
],
[
9162,
3899,
5263,
9162,
3899,
5263
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-160213,
334621,
-111374,
-264326,
-585825,
-58175
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9433,
"evaluation_days": 2358.25,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560664800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759319488819,
"expiration_time": 1765410984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 63,
"offset": 0,
"a": 0.66131
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 224,
"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) |
|---|