| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1302137.0815 | 1277389.3632 | 24747.7183 | -89242.37 | 328736.7709 | -417979.1409 |
| Total P&L (%) | 1302.1371 | 1277.3894 | 24.7477 | -89.2424 | 328.7368 | -417.9791 |
| Avg Daily Profit (%) | 0.5514 | 0.5409 | 0.0105 | -0.0944 | 0.0617 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174869 | -117156 | -164817 | -661709 | -270224 | -528506 |
| Profit Factor | 3.0102 | 5.5623 | 1.0673 | 0.9461 | 1.6335 | 0.6326 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Profitability (%) | 54.9451 | 52.1739 | 57.7778 | 54.9451 | 52.1739 | 57.7778 |
| Ratio Avg Win / Avg Loss | 2.4684 | 5.0988 | 0.7799 | 0.7758 | 1.4974 | 0.4623 |
| Largest Winning Trade | 1330493 | 1330493 | 53911 | 358861 | 358861 | 166667 |
| Largest Losing Trade | -96751 | -45525 | -96751 | -388925 | -115585 | -388925 |
| Avg Bars in Trades | 74 | 62 | 86 | 74 | 62 | 86 |
| Avg Bars in Winners | 89 | 54 | 121 | 89 | 54 | 121 |
| Avg Bars in Losers | 55 | 71 | 37 | 55 | 71 | 37 |
| Bars Traded | 6762 | 2877 | 3885 | 6762 | 2877 | 3885 |
| 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 | 636279 | 702502 | -329656 | -579894 | -108261 | -579703 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7085,
"evaluation_days": 2361.67,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560931200000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759585996460,
"expiration_time": 1765686240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 187
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 81,
"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": [
[
1302137.0814964788,
1277389.363186994,
24747.7183094846,
-89242.3700128506,
328736.7708506655,
-417979.1408635158
],
[
1302.137081,
1277.389363,
24.747718,
-89.24237,
328.736771,
-417.979141
],
[
0.551363,
0.540884,
0.010479,
-0.094361,
0.061656,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-174869,
-117156,
-164817,
-661709,
-270224,
-528506
],
[
3.010224,
5.562288,
1.067292,
0.946128,
1.633534,
0.632599
],
[
91,
46,
45,
91,
46,
45
],
[
50,
24,
26,
50,
24,
26
],
[
41,
22,
19,
41,
22,
19
],
[
54.945055,
52.173913,
57.777778,
54.945055,
52.173913,
57.777778
],
[
2.468384,
5.098764,
0.779944,
0.775825,
1.497406,
0.462284
],
[
1330493,
1330493,
53911,
358861,
358861,
166667
],
[
-96751,
-45525,
-96751,
-388925,
-115585,
-388925
],
[
74,
62,
86,
74,
62,
86
],
[
89,
54,
121,
89,
54,
121
],
[
55,
71,
37,
55,
71,
37
],
[
6762,
2877,
3885,
6762,
2877,
3885
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
636279,
702502,
-329656,
-579894,
-108261,
-579703
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7085,
"evaluation_days": 2361.67,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560931200000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759585996460,
"expiration_time": 1765686240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 187
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 81,
"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) |
|---|