| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1258880.7404 | 40522.5256 | -1299403.2659 | -801304.5544 | 5979675.7549 | -6780980.3093 |
| Total P&L (%) | -1258.8807 | 40.5225 | -1299.4033 | -801.3046 | 5979.6758 | -6780.9803 |
| Avg Daily Profit (%) | -0.5352 | 0.0172 | -0.5525 | 0 | 0.1748 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1585462 | -199616 | -1433280 | -6807187 | -2408577 | -7040516 |
| Profit Factor | 0.3406 | 1.1213 | 0.1751 | 0.9389 | 2.5894 | 0.2753 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 69 | 34 | 35 | 41 | 22 | 19 |
| Losing Trades | 18 | 9 | 9 | 46 | 21 | 25 |
| Profitability (%) | 79.3103 | 79.0698 | 79.5455 | 47.1264 | 51.1628 | 43.1818 |
| Ratio Avg Win / Avg Loss | 0.0889 | 0.2968 | 0.045 | 1.0534 | 2.4717 | 0.3622 |
| Largest Winning Trade | 42695 | 42695 | 21421 | 2405489 | 2405489 | 1475902 |
| Largest Losing Trade | -1402966 | -58401 | -1402966 | -6807187 | -1229700 | -6807187 |
| Avg Bars in Trades | 49 | 56 | 43 | 49 | 56 | 43 |
| Avg Bars in Winners | 19 | 19 | 20 | 68 | 82 | 53 |
| Avg Bars in Losers | 164 | 198 | 131 | 33 | 29 | 35 |
| Bars Traded | 4346 | 2436 | 1910 | 4346 | 2436 | 1910 |
| Profit Streak | 158.0524 | 158.0524 | 270.5524 | 0 | 0 | 0 |
| Trades During Streak | 13 | 6 | 8 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574837 | -255474 | -575428 | -579996 | 466618 | -583371 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4704,
"evaluation_days": 2352,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1565049600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892530399,
"expiration_time": 1764811584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 242,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
-1258880.7403749428,
40522.5255507714,
-1299403.2659257136,
-801304.5544068208,
5979675.754938254,
-6780980.309345073
],
[
-1258.88074,
40.522526,
-1299.403266,
-801.304554,
5979.675755,
-6780.980309
],
[
-0.535238,
0.017229,
-0.552467,
0,
0.174793,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-1585462,
-199616,
-1433280,
-6807187,
-2408577,
-7040516
],
[
0.340645,
1.121336,
0.175135,
0.938918,
2.589427,
0.275254
],
[
87,
43,
44,
87,
43,
44
],
[
69,
34,
35,
41,
22,
19
],
[
18,
9,
9,
46,
21,
25
],
[
79.310345,
79.069767,
79.545455,
47.126437,
51.162791,
43.181818
],
[
0.088864,
0.296824,
0.045035,
1.05342,
2.471725,
0.362176
],
[
42695,
42695,
21421,
2405489,
2405489,
1475902
],
[
-1402966,
-58401,
-1402966,
-6807187,
-1229700,
-6807187
],
[
49,
56,
43,
49,
56,
43
],
[
19,
19,
20,
68,
82,
53
],
[
164,
198,
131,
33,
29,
35
],
[
4346,
2436,
1910,
4346,
2436,
1910
],
[
158.052435,
158.052435,
270.552435,
0,
0,
0
],
[
13,
6,
8,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574837,
-255474,
-575428,
-579996,
466618,
-583371
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4704,
"evaluation_days": 2352,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1565049600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892530399,
"expiration_time": 1764811584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 242,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|