| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 565305.5162 | 548736.2664 | 16569.2498 | 8548.2503 | -390941.4508 | 399489.7011 |
| Total P&L (%) | 565.3055 | 548.7363 | 16.5693 | 8.5483 | -390.9415 | 399.4897 |
| Avg Daily Profit (%) | 0.2403 | 0.2332 | 0.007 | 0.0035 | 0 | 0.0684 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129951 | -129415 | -139064 | -684025 | -874434 | -232056 |
| Profit Factor | 1.6519 | 2.1657 | 1.0418 | 1.0034 | 0.769 | 1.4683 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
| Profitability (%) | 42.3913 | 34.7826 | 50 | 42.3913 | 34.7826 | 50 |
| Ratio Avg Win / Avg Loss | 2.2449 | 4.0606 | 1.0418 | 1.3635 | 1.4418 | 1.4683 |
| Largest Winning Trade | 310391 | 310391 | 54502 | 283523 | 283523 | 213677 |
| Largest Losing Trade | -52669 | -36346 | -52669 | -226946 | -226946 | -134783 |
| Avg Bars in Trades | 72 | 81 | 63 | 72 | 81 | 63 |
| Avg Bars in Winners | 96 | 108 | 88 | 96 | 108 | 88 |
| Avg Bars in Losers | 54 | 67 | 38 | 54 | 67 | 38 |
| Bars Traded | 6688 | 3767 | 2921 | 6688 | 3767 | 2921 |
| 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 | 316691 | 237510 | -367065 | -573480 | -584955 | -100435 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7058,
"evaluation_days": 2352.67,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561651200000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758799112123,
"expiration_time": 1764885312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 83,
"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": [
[
565305.516206755,
548736.2664091693,
16569.2497975858,
8548.2502861566,
-390941.450829318,
399489.7011154744
],
[
565.305516,
548.736266,
16.56925,
8.54825,
-390.941451,
399.489701
],
[
0.240283,
0.23324,
0.007043,
0.003487,
0,
0.068389
],
[
10,
10,
10,
10,
10,
10
],
[
-129951,
-129415,
-139064,
-684025,
-874434,
-232056
],
[
1.65192,
2.165675,
1.0418,
1.003359,
0.768957,
1.468298
],
[
92,
46,
46,
92,
46,
46
],
[
39,
16,
23,
39,
16,
23
],
[
53,
30,
23,
53,
30,
23
],
[
42.391304,
34.782609,
50,
42.391304,
34.782609,
50
],
[
2.244917,
4.06064,
1.0418,
1.363539,
1.441795,
1.468298
],
[
310391,
310391,
54502,
283523,
283523,
213677
],
[
-52669,
-36346,
-52669,
-226946,
-226946,
-134783
],
[
72,
81,
63,
72,
81,
63
],
[
96,
108,
88,
96,
108,
88
],
[
54,
67,
38,
54,
67,
38
],
[
6688,
3767,
2921,
6688,
3767,
2921
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316691,
237510,
-367065,
-573480,
-584955,
-100435
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7058,
"evaluation_days": 2352.67,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561651200000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758799112123,
"expiration_time": 1764885312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 83,
"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) |
|---|