| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 328879.3029 | 234249.4988 | 94629.8041 | 964899.0441 | 970099.3622 | -5200.3182 |
| Total P&L (%) | 328.8793 | 234.2495 | 94.6298 | 964.899 | 970.0994 | -5.2003 |
| Avg Daily Profit (%) | 0.2319 | 0.1651 | 0.0667 | 0.1669 | 0.1672 | -0.0038 |
| Buy And Hold Return (%) | 40.6138 | 40.6138 | 40.6138 | 40.6138 | 40.6138 | 40.6138 |
| Max Trade Drawdown | -43876 | -34140 | -45551 | -616775 | -305799 | -639237 |
| Profit Factor | 3.1576 | 4.2659 | 2.1726 | 1.6299 | 2.8987 | 0.9949 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Losing Trades | 10 | 5 | 5 | 10 | 5 | 5 |
| Profitability (%) | 85.9155 | 85.7143 | 86.1111 | 85.9155 | 85.7143 | 86.1111 |
| Ratio Avg Win / Avg Loss | 0.5176 | 0.711 | 0.3504 | 0.2672 | 0.4831 | 0.1605 |
| Largest Winning Trade | 127122 | 127122 | 21793 | 368806 | 368806 | 144418 |
| Largest Losing Trade | -40761 | -34140 | -40761 | -564857 | -239080 | -564857 |
| Avg Bars in Trades | 31 | 39 | 22 | 31 | 39 | 22 |
| Avg Bars in Winners | 19 | 24 | 14 | 19 | 24 | 14 |
| Avg Bars in Losers | 103 | 132 | 73 | 103 | 132 | 73 |
| Bars Traded | 2223 | 1396 | 827 | 2223 | 1396 | 827 |
| Profit Streak | 33.4733 | 94.9733 | 33.4733 | 33.4733 | 94.9733 | 33.4733 |
| Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -73818 | 609780 | -100985 | -76905 | 593011 | -574571 |
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2837,
"evaluation_days": 1418.5,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1646913600000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759058494601,
"expiration_time": 1762694352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 242,
"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": [
[
328879.3029427583,
234249.4988196202,
94629.8041231382,
964899.0440594913,
970099.3622167078,
-5200.3181572163
],
[
328.879303,
234.249499,
94.629804,
964.899044,
970.099362,
-5.200318
],
[
0.23185,
0.165139,
0.066711,
0.166897,
0.167241,
-0.003765
],
[
40.613847,
40.613847,
40.613847,
40.613847,
40.613847,
40.613847
],
[
-43876,
-34140,
-45551,
-616775,
-305799,
-639237
],
[
3.157571,
4.265877,
2.172555,
1.629868,
2.898734,
0.994907
],
[
71,
35,
36,
71,
35,
36
],
[
61,
30,
31,
61,
30,
31
],
[
10,
5,
5,
10,
5,
5
],
[
85.915493,
85.714286,
86.111111,
85.915493,
85.714286,
86.111111
],
[
0.517635,
0.710979,
0.350412,
0.267192,
0.483122,
0.160469
],
[
127122,
127122,
21793,
368806,
368806,
144418
],
[
-40761,
-34140,
-40761,
-564857,
-239080,
-564857
],
[
31,
39,
22,
31,
39,
22
],
[
19,
24,
14,
19,
24,
14
],
[
103,
132,
73,
103,
132,
73
],
[
2223,
1396,
827,
2223,
1396,
827
],
[
33.473317,
94.973317,
33.473317,
33.473317,
94.973317,
33.473317
],
[
6,
7,
3,
6,
7,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-73818,
609780,
-100985,
-76905,
593011,
-574571
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2837,
"evaluation_days": 1418.5,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1646913600000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759058494601,
"expiration_time": 1762694352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 242,
"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) |
|---|