| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 332644.4827 | 387377.1952 | -54732.7126 | 32084.7413 | 144104.9423 | -112020.201 |
| Total P&L (%) | 332.6445 | 387.3772 | -54.7327 | 32.0847 | 144.1049 | -112.0202 |
| Avg Daily Profit (%) | 0.1408 | 0.164 | -0.0232 | 0.0118 | 0.0378 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111702 | -113087 | -89201 | -1362082 | -1356756 | -421255 |
| Profit Factor | 1.7865 | 2.6092 | 0.6996 | 1.0139 | 1.0847 | 0.8161 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Losing Trades | 16 | 5 | 11 | 16 | 5 | 11 |
| Profitability (%) | 78.6667 | 86.4865 | 71.0526 | 78.6667 | 86.4865 | 71.0526 |
| Ratio Avg Win / Avg Loss | 0.4845 | 0.4077 | 0.285 | 0.275 | 0.1695 | 0.3325 |
| Largest Winning Trade | 61900 | 61900 | 20206 | 201151 | 201151 | 105838 |
| Largest Losing Trade | -88483 | -88483 | -40323 | -1280245 | -1280245 | -188649 |
| Avg Bars in Trades | 48 | 95 | 2 | 48 | 95 | 2 |
| Avg Bars in Winners | 17 | 31 | 1 | 17 | 31 | 1 |
| Avg Bars in Losers | 161 | 504 | 6 | 161 | 504 | 6 |
| Bars Traded | 3647 | 3542 | 105 | 3647 | 3542 | 105 |
| Profit Streak | 313.284 | 322.784 | 313.284 | 313.284 | 322.784 | 313.284 |
| Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -60335 | 555210 | -576412 | -442820 | -265534 | -576412 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4725,
"evaluation_days": 2362.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560686400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759646938531,
"expiration_time": 1765746000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.87722,
"nb": 0.43523,
"nc": 0.06612
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 120,
"offset": 0,
"std": 3.31204
}
}
} {
"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": [
[
332644.4826626808,
387377.1952417661,
-54732.7125790852,
32084.741332663,
144104.9422920848,
-112020.2009594216
],
[
332.644483,
387.377195,
-54.732713,
32.084741,
144.104942,
-112.020201
],
[
0.140802,
0.163969,
-0.023167,
0.011779,
0.037782,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-111702,
-113087,
-89201,
-1362082,
-1356756,
-421255
],
[
1.786501,
2.609219,
0.699631,
1.013887,
1.084708,
0.816105
],
[
75,
37,
38,
75,
37,
38
],
[
59,
32,
27,
59,
32,
27
],
[
16,
5,
11,
16,
5,
11
],
[
78.666667,
86.486486,
71.052632,
78.666667,
86.486486,
71.052632
],
[
0.484475,
0.40769,
0.285035,
0.274953,
0.169486,
0.332487
],
[
61900,
61900,
20206,
201151,
201151,
105838
],
[
-88483,
-88483,
-40323,
-1280245,
-1280245,
-188649
],
[
48,
95,
2,
48,
95,
2
],
[
17,
31,
1,
17,
31,
1
],
[
161,
504,
6,
161,
504,
6
],
[
3647,
3542,
105,
3647,
3542,
105
],
[
313.284011,
322.784011,
313.284011,
313.284011,
322.784011,
313.284011
],
[
6,
5,
3,
6,
5,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-60335,
555210,
-576412,
-442820,
-265534,
-576412
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4725,
"evaluation_days": 2362.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560686400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759646938531,
"expiration_time": 1765746000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.87722,
"nb": 0.43523,
"nc": 0.06612
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 120,
"offset": 0,
"std": 3.31204
}
}
}
| # | 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) |
|---|