| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1017610.8052 | 1144412.7801 | -126801.975 | -94341.303 | 14762.2582 | -109103.5612 |
| Total P&L (%) | 1017.6108 | 1144.4128 | -126.802 | -94.3413 | 14.7623 | -109.1036 |
| Avg Daily Profit (%) | 0.432 | 0.4859 | -0.0538 | -0.1219 | 0.0058 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -171324 | -130938 | -195182 | -112587 | -51835 | -112335 |
| Profit Factor | 2.2349 | 4.2952 | 0.734 | 0.6914 | 1.1443 | 0.4636 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Profitability (%) | 43.038 | 40 | 46.1538 | 43.038 | 40 | 46.1538 |
| Ratio Avg Win / Avg Loss | 2.958 | 6.4427 | 0.8563 | 0.9151 | 1.7165 | 0.5409 |
| Largest Winning Trade | 1244382 | 1244382 | 64958 | 68376 | 68376 | 40048 |
| Largest Losing Trade | -74647 | -39142 | -74647 | -37961 | -24205 | -37961 |
| Avg Bars in Trades | 83 | 74 | 92 | 83 | 74 | 92 |
| Avg Bars in Winners | 108 | 86 | 128 | 108 | 86 | 128 |
| Avg Bars in Losers | 63 | 66 | 60 | 63 | 66 | 60 |
| Bars Traded | 6566 | 2974 | 3592 | 6566 | 2974 | 3592 |
| Profit Streak | 43.1095 | 43.1095 | 69.4429 | 43.1095 | 43.1095 | 69.4429 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -18723 | 520233 | -581694 | -613775 | -266602 | -581694 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7066,
"evaluation_days": 2355.33,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561478400000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759027062989,
"expiration_time": 1765122624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 62,
"offset": 0,
"a": 0.36769
}
}
} {
"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": [
[
1017610.8051546635,
1144412.780130195,
-126801.9749755316,
-94341.3029859789,
14762.2582139444,
-109103.5611999233
],
[
1017.610805,
1144.41278,
-126.801975,
-94.341303,
14.762258,
-109.103561
],
[
0.432046,
0.485882,
-0.053836,
-0.121861,
0.005846,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-171324,
-130938,
-195182,
-112587,
-51835,
-112335
],
[
2.234949,
4.295165,
0.734006,
0.691388,
1.14432,
0.463619
],
[
79,
40,
39,
79,
40,
39
],
[
34,
16,
18,
34,
16,
18
],
[
45,
24,
21,
45,
24,
21
],
[
43.037975,
40,
46.153846,
43.037975,
40,
46.153846
],
[
2.958021,
6.442747,
0.85634,
0.915072,
1.71648,
0.540889
],
[
1244382,
1244382,
64958,
68376,
68376,
40048
],
[
-74647,
-39142,
-74647,
-37961,
-24205,
-37961
],
[
83,
74,
92,
83,
74,
92
],
[
108,
86,
128,
108,
86,
128
],
[
63,
66,
60,
63,
66,
60
],
[
6566,
2974,
3592,
6566,
2974,
3592
],
[
43.109525,
43.109525,
69.442859,
43.109525,
43.109525,
69.442859
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-18723,
520233,
-581694,
-613775,
-266602,
-581694
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7066,
"evaluation_days": 2355.33,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561478400000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759027062989,
"expiration_time": 1765122624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 62,
"offset": 0,
"a": 0.36769
}
}
}
| # | 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) |
|---|