| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1601098.0308 | 1460789.6066 | 140308.4241 | 736608.1094 | -839312.7617 | 1575920.8711 |
| Total P&L (%) | 1601.098 | 1460.7896 | 140.3084 | 736.6081 | -839.3128 | 1575.9209 |
| Avg Daily Profit (%) | 0.679 | 0.6195 | 0.0595 | 0.0901 | 0 | 0.1196 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131568 | -138933 | -71997 | -3309178 | -4110452 | -1346672 |
| Profit Factor | 3.1546 | 4.315 | 1.4639 | 1.0646 | 0.885 | 1.3835 |
| Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
| Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
| Losing Trades | 78 | 45 | 33 | 78 | 45 | 33 |
| Profitability (%) | 43.8849 | 35.7143 | 52.1739 | 43.8849 | 35.7143 | 52.1739 |
| Ratio Avg Win / Avg Loss | 4.0337 | 7.767 | 1.3419 | 1.3613 | 1.593 | 1.2682 |
| Largest Winning Trade | 1462383 | 1462383 | 63024 | 1886241 | 1886241 | 1035212 |
| Largest Losing Trade | -30010 | -30010 | -26858 | -1000871 | -1000871 | -720617 |
| Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
| Avg Bars in Winners | 49 | 59 | 41 | 49 | 59 | 41 |
| Avg Bars in Losers | 21 | 25 | 16 | 21 | 25 | 16 |
| Bars Traded | 4645 | 2606 | 2040 | 4645 | 2606 | 2040 |
| 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 | 581403 | -81097 | -213504 | -223733 | -678013 | -133422 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4716,
"evaluation_days": 2358,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1557316800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759263800216,
"expiration_time": 1765345536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 33,
"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": [
[
1601098.0307616475,
1460789.606637561,
140308.4241240866,
736608.1093911862,
-839312.7617487891,
1575920.8711399757
],
[
1601.098031,
1460.789607,
140.308424,
736.608109,
-839.312762,
1575.920871
],
[
0.679007,
0.619504,
0.059503,
0.090125,
0,
0.11962
],
[
10,
10,
10,
10,
10,
10
],
[
-131568,
-138933,
-71997,
-3309178,
-4110452,
-1346672
],
[
3.154569,
4.314996,
1.463896,
1.06457,
0.885008,
1.383521
],
[
139,
70,
69,
139,
70,
69
],
[
61,
25,
36,
61,
25,
36
],
[
78,
45,
33,
78,
45,
33
],
[
43.884892,
35.714286,
52.173913,
43.884892,
35.714286,
52.173913
],
[
4.033711,
7.766993,
1.341905,
1.361253,
1.593014,
1.268228
],
[
1462383,
1462383,
63024,
1886241,
1886241,
1035212
],
[
-30010,
-30010,
-26858,
-1000871,
-1000871,
-720617
],
[
33,
37,
29,
33,
37,
29
],
[
49,
59,
41,
49,
59,
41
],
[
21,
25,
16,
21,
25,
16
],
[
4645,
2606,
2040,
4645,
2606,
2040
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
581403,
-81097,
-213504,
-223733,
-678013,
-133422
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4716,
"evaluation_days": 2358,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1557316800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759263800216,
"expiration_time": 1765345536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 33,
"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) |
|---|