| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 707191.6797 | 558450.5049 | 148741.1748 | 672222.8876 | -90670.743 | 762893.6306 |
| Total P&L (%) | 707.1917 | 558.4505 | 148.7412 | 672.2229 | -90.6707 | 762.8936 |
| Avg Daily Profit (%) | 0.2987 | 0.2359 | 0.0628 | 0.0864 | -0.1001 | 0.0911 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128813 | -138874 | -219660 | -805754 | -718711 | -371648 |
| Profit Factor | 1.4944 | 1.8905 | 1.1852 | 1.1964 | 0.9491 | 1.465 |
| Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
| Winning Trades | 172 | 84 | 88 | 172 | 84 | 88 |
| Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
| Profitability (%) | 55.6634 | 54.1935 | 57.1429 | 55.6634 | 54.1935 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.1903 | 1.5979 | 0.8889 | 0.953 | 0.8022 | 1.0988 |
| Largest Winning Trade | 153102 | 153102 | 64836 | 316251 | 204762 | 316251 |
| Largest Losing Trade | -70865 | -27607 | -70865 | -224407 | -177662 | -224407 |
| Avg Bars in Trades | 15 | 12 | 17 | 15 | 12 | 17 |
| Avg Bars in Winners | 16 | 13 | 18 | 16 | 13 | 18 |
| Avg Bars in Losers | 13 | 11 | 15 | 13 | 11 | 15 |
| Bars Traded | 4646 | 1956 | 2690 | 4646 | 1956 | 2690 |
| Profit Streak | 19.6914 | 19.6914 | 21.6914 | 19.6914 | 19.6914 | 21.6914 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 498458 | 488454 | -125550 | -79634 | -579143 | -67864 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4735,
"evaluation_days": 2367.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1557144000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760070940318,
"expiration_time": 1766190960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 38,
"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": [
[
707191.6797461818,
558450.5049130504,
148741.1748331316,
672222.8875685732,
-90670.7430264364,
762893.6305950087
],
[
707.19168,
558.450505,
148.741175,
672.222888,
-90.670743,
762.893631
],
[
0.298708,
0.235882,
0.062826,
0.086377,
-0.100141,
0.091071
],
[
10,
10,
10,
10,
10,
10
],
[
-128813,
-138874,
-219660,
-805754,
-718711,
-371648
],
[
1.494399,
1.890529,
1.185161,
1.196443,
0.949101,
1.465016
],
[
309,
155,
154,
309,
155,
154
],
[
172,
84,
88,
172,
84,
88
],
[
137,
71,
66,
137,
71,
66
],
[
55.66343,
54.193548,
57.142857,
55.66343,
54.193548,
57.142857
],
[
1.190307,
1.597948,
0.888871,
0.952981,
0.802217,
1.098762
],
[
153102,
153102,
64836,
316251,
204762,
316251
],
[
-70865,
-27607,
-70865,
-224407,
-177662,
-224407
],
[
15,
12,
17,
15,
12,
17
],
[
16,
13,
18,
16,
13,
18
],
[
13,
11,
15,
13,
11,
15
],
[
4646,
1956,
2690,
4646,
1956,
2690
],
[
19.691439,
19.691439,
21.691439,
19.691439,
19.691439,
21.691439
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
498458,
488454,
-125550,
-79634,
-579143,
-67864
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4735,
"evaluation_days": 2367.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1557144000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760070940318,
"expiration_time": 1766190960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 38,
"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) |
|---|