| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 711488.9668 | 570220.3658 | 141268.601 | 1021966.4457 | -53843.9051 | 1075810.3508 |
| Total P&L (%) | 711.489 | 570.2204 | 141.2686 | 1021.9664 | -53.8439 | 1075.8104 |
| Avg Daily Profit (%) | 0.3415 | 0.2737 | 0.0678 | 0.1161 | -0.0371 | 0.1184 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105562 | -100190 | -147042 | -660854 | -764201 | -200162 |
| Profit Factor | 1.57 | 2.012 | 1.2063 | 1.266 | 0.9754 | 1.6513 |
| Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
| Winning Trades | 146 | 70 | 76 | 146 | 70 | 76 |
| Losing Trades | 173 | 89 | 84 | 173 | 89 | 84 |
| Profitability (%) | 45.768 | 44.0252 | 47.5 | 45.768 | 44.0252 | 47.5 |
| Ratio Avg Win / Avg Loss | 1.8604 | 2.5581 | 1.3333 | 1.5001 | 1.2402 | 1.8251 |
| Largest Winning Trade | 294440 | 294440 | 59808 | 485544 | 485544 | 376047 |
| Largest Losing Trade | -37452 | -25339 | -37452 | -199949 | -199949 | -180542 |
| Avg Bars in Trades | 77 | 69 | 85 | 77 | 69 | 85 |
| Avg Bars in Winners | 117 | 105 | 127 | 117 | 105 | 127 |
| Avg Bars in Losers | 44 | 40 | 47 | 44 | 40 | 47 |
| Bars Traded | 24740 | 11025 | 13715 | 24740 | 11025 | 13715 |
| Profit Streak | 18.8414 | 18.8414 | 30.258 | 18.8414 | 18.8414 | 30.258 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 489148 | 396200 | -102108 | -35085 | -580596 | -30663 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580054400000,
"first_datapoint_time": 1581235200000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760127093647,
"expiration_time": 1766599200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 101,
"offset": 64
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 239,
"offset": 0,
"multiplier": 3.40278
}
}
} {
"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": [
[
711488.9667844157,
570220.3657692446,
141268.6010151714,
1021966.4457068734,
-53843.9050582812,
1075810.350765155
],
[
711.488967,
570.220366,
141.268601,
1021.966446,
-53.843905,
1075.810351
],
[
0.341515,
0.273706,
0.067809,
0.116116,
-0.037104,
0.118368
],
[
10,
10,
10,
10,
10,
10
],
[
-105562,
-100190,
-147042,
-660854,
-764201,
-200162
],
[
1.570012,
2.01201,
1.206308,
1.266008,
0.975415,
1.651325
],
[
319,
159,
160,
319,
159,
160
],
[
146,
70,
76,
146,
70,
76
],
[
173,
89,
84,
173,
89,
84
],
[
45.768025,
44.025157,
47.5,
45.768025,
44.025157,
47.5
],
[
1.860357,
2.558127,
1.333288,
1.500133,
1.240171,
1.825149
],
[
294440,
294440,
59808,
485544,
485544,
376047
],
[
-37452,
-25339,
-37452,
-199949,
-199949,
-180542
],
[
77,
69,
85,
77,
69,
85
],
[
117,
105,
127,
117,
105,
127
],
[
44,
40,
47,
44,
40,
47
],
[
24740,
11025,
13715,
24740,
11025,
13715
],
[
18.841361,
18.841361,
30.258028,
18.841362,
18.841362,
30.258028
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
489148,
396200,
-102108,
-35085,
-580596,
-30663
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580054400000,
"first_datapoint_time": 1581235200000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760127093647,
"expiration_time": 1766599200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 101,
"offset": 64
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 239,
"offset": 0,
"multiplier": 3.40278
}
}
}
| # | 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) |
|---|