| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1038499.7439 | 971432.276 | 67067.4679 | 311075.037 | 447642.4721 | -136567.4351 |
| Total P&L (%) | 1038.4997 | 971.4323 | 67.0675 | 311.075 | 447.6425 | -136.5674 |
| Avg Daily Profit (%) | 0.4389 | 0.4105 | 0.0283 | 0.0598 | 0.0719 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130993 | -135051 | -55682 | -1971778 | -1434082 | -891165 |
| Profit Factor | 2.9942 | 4.1874 | 1.3105 | 1.0761 | 1.1955 | 0.9241 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
| Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Profitability (%) | 51.5789 | 48.9362 | 54.1667 | 51.5789 | 48.9362 | 54.1667 |
| Ratio Avg Win / Avg Loss | 2.8109 | 4.3695 | 1.1089 | 1.0102 | 1.2475 | 0.7819 |
| Largest Winning Trade | 988883 | 988883 | 41610 | 975767 | 975767 | 447079 |
| Largest Losing Trade | -64686 | -64686 | -24910 | -674567 | -674567 | -558825 |
| Avg Bars in Trades | 66 | 116 | 17 | 66 | 116 | 17 |
| Avg Bars in Winners | 82 | 153 | 20 | 82 | 153 | 20 |
| Avg Bars in Losers | 49 | 81 | 13 | 49 | 81 | 13 |
| Bars Traded | 6320 | 5484 | 836 | 6320 | 5484 | 836 |
| Profit Streak | 213.7628 | 213.7628 | 449.4295 | 213.7628 | 213.7628 | 449.4295 |
| Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 635917 | 636431 | -152765 | -248105 | -101774 | -578479 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7099,
"evaluation_days": 2366.33,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559260800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1760005107198,
"expiration_time": 1766101536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 21,
"offset": 0,
"std": 2.22588
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 130,
"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": [
[
1038499.7438625284,
971432.2759650729,
67067.4678974559,
311075.0369631713,
447642.4720777227,
-136567.4351145514
],
[
1038.499744,
971.432276,
67.067468,
311.075037,
447.642472,
-136.567435
],
[
0.438865,
0.410523,
0.028342,
0.059756,
0.071886,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-130993,
-135051,
-55682,
-1971778,
-1434082,
-891165
],
[
2.99422,
4.187431,
1.310519,
1.076079,
1.195517,
0.9241
],
[
95,
47,
48,
95,
47,
48
],
[
49,
23,
26,
49,
23,
26
],
[
46,
24,
22,
46,
24,
22
],
[
51.578947,
48.93617,
54.166667,
51.578947,
48.93617,
54.166667
],
[
2.8109,
4.369493,
1.108901,
1.010197,
1.247496,
0.781931
],
[
988883,
988883,
41610,
975767,
975767,
447079
],
[
-64686,
-64686,
-24910,
-674567,
-674567,
-558825
],
[
66,
116,
17,
66,
116,
17
],
[
82,
153,
20,
82,
153,
20
],
[
49,
81,
13,
49,
81,
13
],
[
6320,
5484,
836,
6320,
5484,
836
],
[
213.762815,
213.762815,
449.429481,
213.762815,
213.762815,
449.429481
],
[
5,
2,
6,
5,
2,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
635917,
636431,
-152765,
-248105,
-101774,
-578479
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7099,
"evaluation_days": 2366.33,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559260800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1760005107198,
"expiration_time": 1766101536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 21,
"offset": 0,
"std": 2.22588
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 130,
"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) |
|---|