| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1849564.4392 | 1658562.1768 | 191002.2624 | 8253699.084 | -5487190.2446 | 13740889.3286 |
| Total P&L (%) | 1849.5644 | 1658.5622 | 191.0023 | 8253.6991 | -5487.1902 | 13740.8893 |
| Avg Daily Profit (%) | 0.7831 | 0.7022 | 0.0809 | 0.1875 | 0 | 0.2089 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116804 | -71561 | -62900 | -17316946 | -13571182 | -7267480 |
| Profit Factor | 4.1582 | 6.5118 | 1.6708 | 1.2007 | 0.7738 | 1.8143 |
| Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
| Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
| Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
| Profitability (%) | 34.8624 | 29.0909 | 40.7407 | 34.8624 | 29.0909 | 40.7407 |
| Ratio Avg Win / Avg Loss | 7.7693 | 15.8725 | 2.4303 | 2.2434 | 1.8861 | 2.639 |
| Largest Winning Trade | 1459655 | 1459655 | 63516 | 9971531 | 6822837 | 9971531 |
| Largest Losing Trade | -32058 | -32058 | -31743 | -5866692 | -5866692 | -4785751 |
| Avg Bars in Trades | 40 | 35 | 46 | 40 | 35 | 46 |
| Avg Bars in Winners | 89 | 85 | 92 | 89 | 85 | 92 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 4433 | 1943 | 2490 | 4433 | 1943 | 2490 |
| Profit Streak | 0 | 0 | 52.2046 | 0 | 0 | 52.2046 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 525659 | -171259 | -264913 | 105191 | -770117 | -171536 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4724,
"evaluation_days": 2362,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561766400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759596876456,
"expiration_time": 1765701504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 141,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 145,
"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": [
[
1849564.4391848738,
1658562.176776609,
191002.2624082649,
8253699.083962368,
-5487190.244622031,
13740889.328584395
],
[
1849.564439,
1658.562177,
191.002262,
8253.699084,
-5487.190245,
13740.889329
],
[
0.78305,
0.702186,
0.080865,
0.187529,
0,
0.208948
],
[
10,
10,
10,
10,
10,
10
],
[
-116804,
-71561,
-62900,
-17316946,
-13571182,
-7267480
],
[
4.158214,
6.511791,
1.670832,
1.200669,
0.773786,
1.814312
],
[
109,
55,
54,
109,
55,
54
],
[
38,
16,
22,
38,
16,
22
],
[
71,
39,
32,
71,
39,
32
],
[
34.862385,
29.090909,
40.740741,
34.862385,
29.090909,
40.740741
],
[
7.769295,
15.87249,
2.430301,
2.243355,
1.886104,
2.639
],
[
1459655,
1459655,
63516,
9971531,
6822837,
9971531
],
[
-32058,
-32058,
-31743,
-5866692,
-5866692,
-4785751
],
[
40,
35,
46,
40,
35,
46
],
[
89,
85,
92,
89,
85,
92
],
[
14,
14,
14,
14,
14,
14
],
[
4433,
1943,
2490,
4433,
1943,
2490
],
[
0,
0,
52.204589,
0,
0,
52.204589
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
525659,
-171259,
-264913,
105191,
-770117,
-171536
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4724,
"evaluation_days": 2362,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561766400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759596876456,
"expiration_time": 1765701504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 141,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 145,
"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) |
|---|