| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 206042.9883 | 400479.2653 | -194436.277 | -103646.2842 | -83438.7967 | -20207.4875 |
| Total P&L (%) | 206.043 | 400.4793 | -194.4363 | -103.6463 | -83.4388 | -20.2075 |
| Avg Daily Profit (%) | 0.0872 | 0.1695 | -0.0823 | 0 | -0.0761 | -0.0096 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -268099 | -164947 | -344553 | -299575 | -148627 | -163047 |
| Profit Factor | 1.2273 | 2.226 | 0.6646 | 0.8116 | 0.7018 | 0.9253 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 31 | 13 | 18 | 27 | 11 | 16 |
| Losing Trades | 34 | 19 | 15 | 38 | 21 | 17 |
| Profitability (%) | 47.6923 | 40.625 | 54.5455 | 41.5385 | 34.375 | 48.4848 |
| Ratio Avg Win / Avg Loss | 1.3461 | 3.2535 | 0.5539 | 1.1423 | 1.3398 | 0.9831 |
| Largest Winning Trade | 487854 | 487854 | 67460 | 72521 | 64528 | 72521 |
| Largest Losing Trade | -142193 | -54665 | -142193 | -121905 | -103379 | -121905 |
| Avg Bars in Trades | 140 | 138 | 143 | 140 | 138 | 143 |
| Avg Bars in Winners | 161 | 145 | 172 | 129 | 144 | 118 |
| Avg Bars in Losers | 122 | 133 | 108 | 149 | 135 | 166 |
| Bars Traded | 9162 | 4429 | 4733 | 9162 | 4429 | 4733 |
| Profit Streak | 47.0094 | 47.0094 | 79.2594 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -212397 | 305187 | -579250 | -718679 | -585220 | -581392 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9453,
"evaluation_days": 2363.25,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560751200000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759752809713,
"expiration_time": 1765855944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 241,
"offset": 0,
"a": 0.64795
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 71,
"offset": 62
}
}
} {
"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": [
[
206042.9882521099,
400479.2652836895,
-194436.2770315795,
-103646.2842259771,
-83438.7967143658,
-20207.4875116113
],
[
206.042988,
400.479265,
-194.436277,
-103.646284,
-83.438797,
-20.207488
],
[
0.087186,
0.169461,
-0.082275,
0,
-0.076057,
-0.009552
],
[
10,
10,
10,
10,
10,
10
],
[
-268099,
-164947,
-344553,
-299575,
-148627,
-163047
],
[
1.227312,
2.226046,
0.664644,
0.811637,
0.701797,
0.92528
],
[
65,
32,
33,
65,
32,
33
],
[
31,
13,
18,
27,
11,
16
],
[
34,
19,
15,
38,
21,
17
],
[
47.692308,
40.625,
54.545455,
41.538462,
34.375,
48.484848
],
[
1.346084,
3.253452,
0.55387,
1.142303,
1.339794,
0.983109
],
[
487854,
487854,
67460,
72521,
64528,
72521
],
[
-142193,
-54665,
-142193,
-121905,
-103379,
-121905
],
[
140,
138,
143,
140,
138,
143
],
[
161,
145,
172,
129,
144,
118
],
[
122,
133,
108,
149,
135,
166
],
[
9162,
4429,
4733,
9162,
4429,
4733
],
[
47.009372,
47.009372,
79.259372,
0,
0,
0
],
[
3,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-212397,
305187,
-579250,
-718679,
-585220,
-581392
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9453,
"evaluation_days": 2363.25,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560751200000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759752809713,
"expiration_time": 1765855944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 241,
"offset": 0,
"a": 0.64795
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 71,
"offset": 62
}
}
}
| # | 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) |
|---|