| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 352923.4197 | 571921.4752 | -218998.0555 | -142166.2971 | -52806.4304 | -89359.8667 |
| Total P&L (%) | 352.9234 | 571.9215 | -218.9981 | -142.1663 | -52.8064 | -89.3599 |
| Avg Daily Profit (%) | 0.1495 | 0.2423 | -0.0928 | 0 | -0.0318 | -0.0949 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -400421 | -134590 | -389483 | -432804 | -329024 | -222492 |
| Profit Factor | 1.3922 | 2.5402 | 0.5856 | 0.8734 | 0.9128 | 0.8273 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 30 | 13 | 17 | 27 | 15 | 12 |
| Losing Trades | 32 | 18 | 14 | 35 | 16 | 19 |
| Profitability (%) | 48.3871 | 41.9355 | 54.8387 | 43.5484 | 48.3871 | 38.7097 |
| Ratio Avg Win / Avg Loss | 1.4851 | 3.5172 | 0.4822 | 1.1322 | 0.9737 | 1.3099 |
| Largest Winning Trade | 725025 | 725025 | 44581 | 143423 | 102659 | 143423 |
| Largest Losing Trade | -250038 | -43761 | -250038 | -251433 | -251433 | -72397 |
| Avg Bars in Trades | 73 | 84 | 62 | 73 | 84 | 62 |
| Avg Bars in Winners | 87 | 100 | 77 | 61 | 70 | 49 |
| Avg Bars in Losers | 59 | 72 | 43 | 81 | 96 | 69 |
| Bars Traded | 4530 | 2607 | 1923 | 4530 | 2607 | 1923 |
| Profit Streak | 0 | 0 | 73.5511 | 12.0511 | 393.0511 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151893 | 362380 | -579632 | -739775 | -580085 | -583541 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560902400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759410813181,
"expiration_time": 1765523520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 125,
"offset": 0,
"std": 3.59037
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 88,
"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": [
[
352923.4196566617,
571921.4751528484,
-218998.0554961868,
-142166.2970693773,
-52806.4303865948,
-89359.8666827824
],
[
352.92342,
571.921475,
-218.998055,
-142.166297,
-52.80643,
-89.359867
],
[
0.149544,
0.24234,
-0.092796,
0,
-0.031813,
-0.094893
],
[
10,
10,
10,
10,
10,
10
],
[
-400421,
-134590,
-389483,
-432804,
-329024,
-222492
],
[
1.392239,
2.540173,
0.585569,
0.873449,
0.912847,
0.827319
],
[
62,
31,
31,
62,
31,
31
],
[
30,
13,
17,
27,
15,
12
],
[
32,
18,
14,
35,
16,
19
],
[
48.387097,
41.935484,
54.83871,
43.548387,
48.387097,
38.709677
],
[
1.485055,
3.517162,
0.482234,
1.132249,
0.973704,
1.309922
],
[
725025,
725025,
44581,
143423,
102659,
143423
],
[
-250038,
-43761,
-250038,
-251433,
-251433,
-72397
],
[
73,
84,
62,
73,
84,
62
],
[
87,
100,
77,
61,
70,
49
],
[
59,
72,
43,
81,
96,
69
],
[
4530,
2607,
1923,
4530,
2607,
1923
],
[
0,
0,
73.551078,
12.051078,
393.051078,
0
],
[
0,
0,
1,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151893,
362380,
-579632,
-739775,
-580085,
-583541
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560902400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759410813181,
"expiration_time": 1765523520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 125,
"offset": 0,
"std": 3.59037
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 88,
"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) |
|---|