| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1691071.1763 | 1547095.5356 | 143975.6408 | 2266014.9063 | -1484969.4751 | 3750984.3814 |
| Total P&L (%) | 1691.0712 | 1547.0955 | 143.9756 | 2266.0149 | -1484.9695 | 3750.9844 |
| Avg Daily Profit (%) | 0.7191 | 0.6579 | 0.0612 | 0.1346 | 0 | 0.1554 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104468 | -82199 | -84531 | -5513281 | -3265738 | -2445480 |
| Profit Factor | 3.8817 | 6.0755 | 1.5105 | 1.191 | 0.7781 | 1.725 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
| Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
| Profitability (%) | 40.5063 | 32.5 | 48.7179 | 40.5063 | 32.5 | 48.7179 |
| Ratio Avg Win / Avg Loss | 5.7013 | 12.6184 | 1.59 | 1.7492 | 1.6161 | 1.8158 |
| Largest Winning Trade | 1407670 | 1407670 | 63710 | 3066364 | 1612269 | 3066364 |
| Largest Losing Trade | -39990 | -28981 | -39990 | -2323728 | -1492923 | -2323728 |
| Avg Bars in Trades | 111 | 96 | 127 | 111 | 96 | 127 |
| Avg Bars in Winners | 197 | 186 | 205 | 197 | 186 | 205 |
| Avg Bars in Losers | 53 | 53 | 54 | 53 | 53 | 54 |
| Bars Traded | 8844 | 3856 | 4988 | 8844 | 3856 | 4988 |
| Profit Streak | 0 | 0 | 77.4092 | 0 | 0 | 77.4092 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -15519 | 493289 | -108608 | -57197 | -584777 | 396209 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559736000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758901754064,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 76,
"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": [
[
1691071.1763403404,
1547095.5355522775,
143975.6407880621,
2266014.90626404,
-1484969.4751181973,
3750984.3813822367
],
[
1691.071176,
1547.095536,
143.975641,
2266.014906,
-1484.969475,
3750.984381
],
[
0.719146,
0.657919,
0.061227,
0.134634,
0,
0.15538
],
[
10,
10,
10,
10,
10,
10
],
[
-104468,
-82199,
-84531,
-5513281,
-3265738,
-2445480
],
[
3.881733,
6.075516,
1.510536,
1.190969,
0.77811,
1.725039
],
[
79,
40,
39,
79,
40,
39
],
[
32,
13,
19,
32,
13,
19
],
[
47,
27,
20,
47,
27,
20
],
[
40.506329,
32.5,
48.717949,
40.506329,
32.5,
48.717949
],
[
5.701295,
12.618379,
1.590038,
1.749236,
1.616075,
1.815831
],
[
1407670,
1407670,
63710,
3066364,
1612269,
3066364
],
[
-39990,
-28981,
-39990,
-2323728,
-1492923,
-2323728
],
[
111,
96,
127,
111,
96,
127
],
[
197,
186,
205,
197,
186,
205
],
[
53,
53,
54,
53,
53,
54
],
[
8844,
3856,
4988,
8844,
3856,
4988
],
[
0,
0,
77.40919,
0,
0,
77.409191
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-15519,
493289,
-108608,
-57197,
-584777,
396209
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559736000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758901754064,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 76,
"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) |
|---|