| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 497574.9862 | 417818.3215 | 79756.6648 | 113404.3851 | -10383.9391 | 123788.3241 |
| Total P&L (%) | 497.575 | 417.8183 | 79.7567 | 113.4044 | -10.3839 | 123.7883 |
| Avg Daily Profit (%) | 0.2388 | 0.2006 | 0.0383 | 0.0364 | -0.0053 | 0.0387 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -194457 | -133743 | -185928 | -315689 | -371660 | -247089 |
| Profit Factor | 1.3854 | 1.6397 | 1.1251 | 1.0499 | 0.9915 | 1.1176 |
| Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
| Winning Trades | 153 | 69 | 84 | 153 | 69 | 84 |
| Losing Trades | 157 | 86 | 71 | 157 | 86 | 71 |
| Profitability (%) | 49.3548 | 44.5161 | 54.1935 | 49.3548 | 44.5161 | 54.1935 |
| Ratio Avg Win / Avg Loss | 1.4216 | 2.0436 | 0.9509 | 1.0774 | 1.2358 | 0.9446 |
| Largest Winning Trade | 171673 | 171673 | 63332 | 138648 | 138648 | 113076 |
| Largest Losing Trade | -59377 | -27948 | -59377 | -101379 | -76492 | -101379 |
| Avg Bars in Trades | 79 | 67 | 91 | 79 | 67 | 91 |
| Avg Bars in Winners | 102 | 86 | 115 | 102 | 86 | 115 |
| Avg Bars in Losers | 56 | 51 | 63 | 56 | 51 | 63 |
| Bars Traded | 24668 | 10460 | 14208 | 24668 | 10460 | 14208 |
| Profit Streak | 16.0169 | 16.0169 | 20.0169 | 16.0169 | 16.0169 | 20.0169 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395964 | 339568 | -225043 | -307432 | -580409 | -232725 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580004000000,
"first_datapoint_time": 1581516000000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760070260560,
"expiration_time": 1766548800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 62,
"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": [
[
497574.9862186159,
417818.3214683827,
79756.6647502335,
113404.3850652233,
-10383.9390699259,
123788.324135149
],
[
497.574986,
417.818321,
79.756665,
113.404385,
-10.383939,
123.788324
],
[
0.238836,
0.200553,
0.038283,
0.036392,
-0.005262,
0.038673
],
[
10,
10,
10,
10,
10,
10
],
[
-194457,
-133743,
-185928,
-315689,
-371660,
-247089
],
[
1.385425,
1.639657,
1.125052,
1.049944,
0.991474,
1.117595
],
[
310,
155,
155,
310,
155,
155
],
[
153,
69,
84,
153,
69,
84
],
[
157,
86,
71,
157,
86,
71
],
[
49.354839,
44.516129,
54.193548,
49.354839,
44.516129,
54.193548
],
[
1.421646,
2.04363,
0.950937,
1.077394,
1.235751,
0.944634
],
[
171673,
171673,
63332,
138648,
138648,
113076
],
[
-59377,
-27948,
-59377,
-101379,
-76492,
-101379
],
[
79,
67,
91,
79,
67,
91
],
[
102,
86,
115,
102,
86,
115
],
[
56,
51,
63,
56,
51,
63
],
[
24668,
10460,
14208,
24668,
10460,
14208
],
[
16.016904,
16.016905,
20.016905,
16.016905,
16.016905,
20.016905
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395964,
339568,
-225043,
-307432,
-580409,
-232725
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580004000000,
"first_datapoint_time": 1581516000000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760070260560,
"expiration_time": 1766548800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 62,
"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) |
|---|