| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 943948.4032 | 859287.1058 | 84661.2974 | 98996.9471 | -157342.7539 | 256339.701 |
| Total P&L (%) | 943.9484 | 859.2871 | 84.6613 | 98.9969 | -157.3428 | 256.3397 |
| Avg Daily Profit (%) | 0.4005 | 0.3646 | 0.0359 | 0.0292 | 0 | 0.0539 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -148944 | -66177 | -192941 | -332207 | -265423 | -167829 |
| Profit Factor | 2.5935 | 4.2013 | 1.2613 | 1.0985 | 0.705 | 1.5439 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 40.9836 | 35.4839 | 46.6667 | 40.9836 | 35.4839 | 46.6667 |
| Ratio Avg Win / Avg Loss | 3.7346 | 7.6388 | 1.4415 | 1.5819 | 1.2818 | 1.7644 |
| Largest Winning Trade | 832013 | 832013 | 57099 | 193072 | 82579 | 193072 |
| Largest Losing Trade | -78958 | -24830 | -78958 | -89995 | -89995 | -89327 |
| Avg Bars in Trades | 112 | 89 | 136 | 112 | 89 | 136 |
| Avg Bars in Winners | 196 | 155 | 228 | 196 | 155 | 228 |
| Avg Bars in Losers | 54 | 53 | 56 | 54 | 53 | 56 |
| Bars Traded | 6879 | 2776 | 4103 | 6879 | 2776 | 4103 |
| 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 | -155086 | 394880 | -146403 | -434673 | -584796 | -119552 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7070,
"evaluation_days": 2356.67,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560153600000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759147220087,
"expiration_time": 1765241280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 47,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
943948.4031763757,
859287.1057856845,
84661.2973906915,
98996.9470532606,
-157342.7539440031,
256339.7009972636
],
[
943.948403,
859.287106,
84.661297,
98.996947,
-157.342754,
256.339701
],
[
0.400543,
0.364619,
0.035924,
0.029203,
0,
0.053934
],
[
10,
10,
10,
10,
10,
10
],
[
-148944,
-66177,
-192941,
-332207,
-265423,
-167829
],
[
2.593484,
4.20134,
1.261328,
1.098541,
0.704967,
1.543878
],
[
61,
31,
30,
61,
31,
30
],
[
25,
11,
14,
25,
11,
14
],
[
36,
20,
16,
36,
20,
16
],
[
40.983607,
35.483871,
46.666667,
40.983607,
35.483871,
46.666667
],
[
3.734617,
7.6388,
1.441518,
1.581899,
1.281758,
1.764432
],
[
832013,
832013,
57099,
193072,
82579,
193072
],
[
-78958,
-24830,
-78958,
-89995,
-89995,
-89327
],
[
112,
89,
136,
112,
89,
136
],
[
196,
155,
228,
196,
155,
228
],
[
54,
53,
56,
54,
53,
56
],
[
6879,
2776,
4103,
6879,
2776,
4103
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-155086,
394880,
-146403,
-434673,
-584796,
-119552
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7070,
"evaluation_days": 2356.67,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560153600000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759147220087,
"expiration_time": 1765241280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 47,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|