| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 783896.9941 | 604832.1848 | 179064.8092 | 1946725.905 | -65769.3636 | 2012495.2685 |
| Total P&L (%) | 783.897 | 604.8322 | 179.0648 | 1946.7259 | -65.7694 | 2012.4953 |
| Avg Daily Profit (%) | 0.3328 | 0.2568 | 0.076 | 0.1283 | -0.0455 | 0.1296 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109954 | -79846 | -149198 | -1657929 | -1763133 | -651136 |
| Profit Factor | 1.6603 | 1.975 | 1.3159 | 1.1663 | 0.9899 | 1.3897 |
| Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
| Winning Trades | 100 | 42 | 58 | 100 | 42 | 58 |
| Losing Trades | 146 | 81 | 65 | 146 | 81 | 65 |
| Profitability (%) | 40.6504 | 34.1463 | 47.1545 | 40.6504 | 34.1463 | 47.1545 |
| Ratio Avg Win / Avg Loss | 2.424 | 3.8088 | 1.4747 | 1.7028 | 1.9092 | 1.5574 |
| Largest Winning Trade | 298088 | 298088 | 53004 | 1355021 | 1355021 | 665533 |
| Largest Losing Trade | -36137 | -21806 | -36137 | -501657 | -467120 | -501657 |
| Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
| Avg Bars in Winners | 45 | 47 | 44 | 45 | 47 | 44 |
| Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
| Bars Traded | 7006 | 3283 | 3723 | 7006 | 3283 | 3723 |
| Profit Streak | 19.5837 | 32.2503 | 0 | 19.5837 | 32.2503 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 388935 | 241219 | -92592 | -59397 | -583574 | -19184 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7066,
"evaluation_days": 2355.33,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1556092800000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759039229210,
"expiration_time": 1765122624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 51,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 20,
"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": [
[
783896.9940500642,
604832.1848406147,
179064.8092094494,
1946725.9049794402,
-65769.3635700036,
2012495.2685494442
],
[
783.896994,
604.832185,
179.064809,
1946.725905,
-65.769364,
2012.495269
],
[
0.332818,
0.256793,
0.076025,
0.128252,
-0.045506,
0.129597
],
[
10,
10,
10,
10,
10,
10
],
[
-109954,
-79846,
-149198,
-1657929,
-1763133,
-651136
],
[
1.660288,
1.974952,
1.315903,
1.16629,
0.989946,
1.389651
],
[
246,
123,
123,
246,
123,
123
],
[
100,
42,
58,
100,
42,
58
],
[
146,
81,
65,
146,
81,
65
],
[
40.650407,
34.146341,
47.154472,
40.650407,
34.146341,
47.154472
],
[
2.42402,
3.808836,
1.474719,
1.702784,
1.909182,
1.557367
],
[
298088,
298088,
53004,
1355021,
1355021,
665533
],
[
-36137,
-21806,
-36137,
-501657,
-467120,
-501657
],
[
28,
26,
30,
28,
26,
30
],
[
45,
47,
44,
45,
47,
44
],
[
16,
16,
17,
16,
16,
17
],
[
7006,
3283,
3723,
7006,
3283,
3723
],
[
19.583671,
32.250338,
0,
19.583671,
32.250338,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
388935,
241219,
-92592,
-59397,
-583574,
-19184
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7066,
"evaluation_days": 2355.33,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1556092800000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759039229210,
"expiration_time": 1765122624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 51,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 20,
"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) |
|---|