| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 933453.4488 | 733202.9511 | 200250.4976 | 3411023.3501 | -1728841.3946 | 5139864.7447 |
| Total P&L (%) | 933.4534 | 733.203 | 200.2505 | 3411.0234 | -1728.8414 | 5139.8647 |
| Avg Daily Profit (%) | 0.4481 | 0.3519 | 0.0961 | 0.171 | 0 | 0.1902 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119714 | -104824 | -98974 | -3975845 | -3611743 | -1353499 |
| Profit Factor | 2.4596 | 3.1186 | 1.6823 | 1.2947 | 0.7725 | 2.2926 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
| Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
| Profitability (%) | 44.8276 | 34.4828 | 55.1724 | 44.8276 | 34.4828 | 55.1724 |
| Ratio Avg Win / Avg Loss | 3.0271 | 5.9254 | 1.3669 | 1.5934 | 1.4678 | 1.8628 |
| Largest Winning Trade | 469845 | 469845 | 58848 | 1964318 | 1819134 | 1964318 |
| Largest Losing Trade | -43028 | -22734 | -43028 | -1134133 | -1134133 | -839328 |
| Avg Bars in Trades | 210 | 173 | 247 | 210 | 173 | 247 |
| Avg Bars in Winners | 337 | 316 | 350 | 337 | 316 | 350 |
| Avg Bars in Losers | 107 | 98 | 120 | 107 | 98 | 120 |
| Bars Traded | 24433 | 10063 | 14370 | 24433 | 10063 | 14370 |
| Profit Streak | 0 | 0 | 147.3113 | 0 | 0 | 147.3113 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 473093 | -171072 | -240992 | 260939 | -765478 | -166103 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579802400000,
"first_datapoint_time": 1581667200000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759872497223,
"expiration_time": 1766347200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 194,
"offset": 66
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 108,
"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": [
[
933453.4487629641,
733202.9511319738,
200250.49763099,
3411023.3501316407,
-1728841.3945720445,
5139864.744703687
],
[
933.453449,
733.202951,
200.250498,
3411.02335,
-1728.841395,
5139.864745
],
[
0.448058,
0.351938,
0.09612,
0.170954,
0,
0.190207
],
[
10,
10,
10,
10,
10,
10
],
[
-119714,
-104824,
-98974,
-3975845,
-3611743,
-1353499
],
[
2.45955,
3.118644,
1.682338,
1.294658,
0.772518,
2.292627
],
[
116,
58,
58,
116,
58,
58
],
[
52,
20,
32,
52,
20,
32
],
[
64,
38,
26,
64,
38,
26
],
[
44.827586,
34.482759,
55.172414,
44.827586,
34.482759,
55.172414
],
[
3.027138,
5.925423,
1.366899,
1.593426,
1.467784,
1.862759
],
[
469845,
469845,
58848,
1964318,
1819134,
1964318
],
[
-43028,
-22734,
-43028,
-1134133,
-1134133,
-839328
],
[
210,
173,
247,
210,
173,
247
],
[
337,
316,
350,
337,
316,
350
],
[
107,
98,
120,
107,
98,
120
],
[
24433,
10063,
14370,
24433,
10063,
14370
],
[
0,
0,
147.31131,
0,
0,
147.31131
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
473093,
-171072,
-240992,
260939,
-765478,
-166103
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579802400000,
"first_datapoint_time": 1581667200000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759872497223,
"expiration_time": 1766347200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 194,
"offset": 66
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 108,
"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) |
|---|