| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 578783.8656 | 424657.0076 | 154126.8581 | 3563191.9078 | 2350078.7671 | 1213113.1407 |
| Total P&L (%) | 578.7839 | 424.657 | 154.1269 | 3563.1919 | 2350.0788 | 1213.1131 |
| Avg Daily Profit (%) | 0.4041 | 0.2965 | 0.1076 | 0.2517 | 0.2236 | 0.1799 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76208 | -66452 | -17325 | -2575858 | -2140445 | -460437 |
| Profit Factor | 2.8539 | 2.7464 | 3.2327 | 1.7897 | 1.704 | 2.0332 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Profitability (%) | 64 | 62.1622 | 65.7895 | 64 | 62.1622 | 65.7895 |
| Ratio Avg Win / Avg Loss | 1.6053 | 1.6717 | 1.681 | 1.0067 | 1.0372 | 1.0573 |
| Largest Winning Trade | 147550 | 147550 | 23317 | 2330758 | 2330758 | 681573 |
| Largest Losing Trade | -45995 | -45995 | -17325 | -2140445 | -2140445 | -460437 |
| Avg Bars in Trades | 67 | 111 | 24 | 67 | 111 | 24 |
| Avg Bars in Winners | 51 | 83 | 23 | 51 | 83 | 23 |
| Avg Bars in Losers | 95 | 158 | 28 | 95 | 158 | 28 |
| Bars Traded | 5077 | 4128 | 949 | 5077 | 4128 | 949 |
| Profit Streak | 85.8239 | 164.0739 | 85.8239 | 85.8239 | 164.0739 | 85.8239 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -42546 | 599435 | -39846 | -47013 | 479581 | 501050 |
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5729,
"evaluation_days": 1432.25,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1639008000000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760276781245,
"expiration_time": 1763961192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 22,
"offset": 94
}
}
} {
"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": [
[
578783.865648637,
424657.0075842084,
154126.8580644284,
3563191.907784213,
2350078.767132495,
1213113.1406517175
],
[
578.783866,
424.657008,
154.126858,
3563.191908,
2350.078767,
1213.113141
],
[
0.404108,
0.296496,
0.107612,
0.251733,
0.223584,
0.179948
],
[
10,
10,
10,
10,
10,
10
],
[
-76208,
-66452,
-17325,
-2575858,
-2140445,
-460437
],
[
2.853934,
2.74641,
3.232678,
1.789671,
1.704013,
2.033202
],
[
75,
37,
38,
75,
37,
38
],
[
48,
23,
25,
48,
23,
25
],
[
27,
14,
13,
27,
14,
13
],
[
64,
62.162162,
65.789474,
64,
62.162162,
65.789474
],
[
1.605338,
1.671728,
1.680992,
1.00669,
1.037225,
1.057265
],
[
147550,
147550,
23317,
2330758,
2330758,
681573
],
[
-45995,
-45995,
-17325,
-2140445,
-2140445,
-460437
],
[
67,
111,
24,
67,
111,
24
],
[
51,
83,
23,
51,
83,
23
],
[
95,
158,
28,
95,
158,
28
],
[
5077,
4128,
949,
5077,
4128,
949
],
[
85.823857,
164.073857,
85.823857,
85.823857,
164.073857,
85.823857
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-42546,
599435,
-39846,
-47013,
479581,
501050
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5729,
"evaluation_days": 1432.25,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1639008000000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760276781245,
"expiration_time": 1763961192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 22,
"offset": 94
}
}
}
| # | 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) |
|---|