| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 388514.4459 | 280563.4615 | 107950.9843 | 385737.7125 | 240281.2163 | 145456.4962 |
| Total P&L (%) | 388.5144 | 280.5635 | 107.951 | 385.7377 | 240.2812 | 145.4565 |
| Avg Daily Profit (%) | 0.2719 | 0.1964 | 0.0756 | 0.1107 | 0.0858 | 0.0629 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103815 | -61608 | -82562 | -421403 | -334833 | -231932 |
| Profit Factor | 1.3872 | 1.6376 | 1.1916 | 1.2139 | 1.2759 | 1.156 |
| Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
| Winning Trades | 111 | 52 | 59 | 111 | 52 | 59 |
| Losing Trades | 161 | 84 | 77 | 161 | 84 | 77 |
| Profitability (%) | 40.8088 | 38.2353 | 43.3824 | 40.8088 | 38.2353 | 43.3824 |
| Ratio Avg Win / Avg Loss | 2.012 | 2.6453 | 1.5552 | 1.7607 | 2.061 | 1.5086 |
| Largest Winning Trade | 124318 | 124318 | 54302 | 285191 | 285191 | 102648 |
| Largest Losing Trade | -36272 | -19673 | -36272 | -74875 | -74875 | -53354 |
| Avg Bars in Trades | 15 | 15 | 14 | 15 | 15 | 14 |
| Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
| Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
| Bars Traded | 4142 | 2119 | 2023 | 4142 | 2119 | 2023 |
| Profit Streak | 44.0626 | 44.0626 | 57.0626 | 44.0626 | 44.0626 | 57.0626 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 345087 | 258741 | -101788 | -44931 | -80925 | -157925 |
{
"trading_pair": "ENS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4286,
"evaluation_days": 1428.67,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1640073600000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759944604310,
"expiration_time": 1763613504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 125,
"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": [
[
388514.4458600543,
280563.4615278334,
107950.9843322211,
385737.7125053744,
240281.2163130511,
145456.496192323
],
[
388.514446,
280.563462,
107.950984,
385.737713,
240.281216,
145.456496
],
[
0.271941,
0.196381,
0.07556,
0.110688,
0.085753,
0.062872
],
[
10,
10,
10,
10,
10,
10
],
[
-103815,
-61608,
-82562,
-421403,
-334833,
-231932
],
[
1.387185,
1.637555,
1.191616,
1.213869,
1.275876,
1.155962
],
[
272,
136,
136,
272,
136,
136
],
[
111,
52,
59,
111,
52,
59
],
[
161,
84,
77,
161,
84,
77
],
[
40.808824,
38.235294,
43.382353,
40.808824,
38.235294,
43.382353
],
[
2.012043,
2.645281,
1.55516,
1.760657,
2.061031,
1.508628
],
[
124318,
124318,
54302,
285191,
285191,
102648
],
[
-36272,
-19673,
-36272,
-74875,
-74875,
-53354
],
[
15,
15,
14,
15,
15,
14
],
[
22,
23,
21,
22,
23,
21
],
[
10,
10,
9,
10,
10,
9
],
[
4142,
2119,
2023,
4142,
2119,
2023
],
[
44.06255,
44.06255,
57.06255,
44.06255,
44.06255,
57.06255
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
345087,
258741,
-101788,
-44931,
-80925,
-157925
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4286,
"evaluation_days": 1428.67,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1640073600000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759944604310,
"expiration_time": 1763613504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 125,
"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) |
|---|