| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 271694.8835 | 209374.2619 | 62320.6216 | 11633.8581 | 51843.7661 | -40209.908 |
| Total P&L (%) | 271.6949 | 209.3743 | 62.3206 | 11.6339 | 51.8438 | -40.2099 |
| Avg Daily Profit (%) | 0.1921 | 0.148 | 0.0441 | 0.0078 | 0.0295 | -0.0364 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -163800 | -68328 | -137323 | -300055 | -152937 | -211209 |
| Profit Factor | 1.3314 | 1.4845 | 1.1607 | 1.0109 | 1.0885 | 0.9171 |
| Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
| Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
| Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
| Profitability (%) | 50 | 45.8333 | 54.1667 | 50 | 45.8333 | 54.1667 |
| Ratio Avg Win / Avg Loss | 1.3314 | 1.7544 | 0.9821 | 1.0109 | 1.2864 | 0.776 |
| Largest Winning Trade | 76955 | 76955 | 32322 | 80186 | 80186 | 25309 |
| Largest Losing Trade | -78064 | -48771 | -78064 | -79598 | -55719 | -79598 |
| Avg Bars in Trades | 28 | 35 | 21 | 28 | 35 | 21 |
| Avg Bars in Winners | 31 | 41 | 22 | 31 | 41 | 22 |
| Avg Bars in Losers | 25 | 29 | 20 | 25 | 29 | 20 |
| Bars Traded | 5433 | 3365 | 2068 | 5433 | 3365 | 2068 |
| Profit Streak | 0 | 0 | 71.7084 | 0 | 0 | 71.7084 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 328035 | 178488 | -178493 | -504675 | -279766 | -579290 |
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5658,
"evaluation_days": 1414.5,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1638856800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758819607517,
"expiration_time": 1762381584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 47,
"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": [
[
271694.8834763844,
209374.2618855286,
62320.6215908559,
11633.8581117714,
51843.7661131931,
-40209.9080014216
],
[
271.694883,
209.374262,
62.320622,
11.633858,
51.843766,
-40.209908
],
[
0.192078,
0.14802,
0.044058,
0.007781,
0.029533,
-0.036355
],
[
10,
10,
10,
10,
10,
10
],
[
-163800,
-68328,
-137323,
-300055,
-152937,
-211209
],
[
1.331382,
1.484533,
1.160716,
1.010861,
1.088471,
0.91712
],
[
192,
96,
96,
192,
96,
96
],
[
96,
44,
52,
96,
44,
52
],
[
96,
52,
44,
96,
52,
44
],
[
50,
45.833333,
54.166667,
50,
45.833333,
54.166667
],
[
1.331382,
1.754448,
0.982145,
1.010861,
1.286375,
0.776024
],
[
76955,
76955,
32322,
80186,
80186,
25309
],
[
-78064,
-48771,
-78064,
-79598,
-55719,
-79598
],
[
28,
35,
21,
28,
35,
21
],
[
31,
41,
22,
31,
41,
22
],
[
25,
29,
20,
25,
29,
20
],
[
5433,
3365,
2068,
5433,
3365,
2068
],
[
0,
0,
71.70842,
0,
0,
71.70842
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328035,
178488,
-178493,
-504675,
-279766,
-579290
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5658,
"evaluation_days": 1414.5,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1638856800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758819607517,
"expiration_time": 1762381584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 47,
"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) |
|---|