| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1620284.4467 | 1503210.7803 | 117073.6664 | 277530.6676 | -107369.4083 | 384900.0759 |
| Total P&L (%) | 1620.2844 | 1503.2108 | 117.0737 | 277.5307 | -107.3694 | 384.9001 |
| Avg Daily Profit (%) | 0.6881 | 0.6384 | 0.0497 | 0.0564 | 0 | 0.0671 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133420 | -89408 | -119232 | -222813 | -321584 | -130388 |
| Profit Factor | 3.7032 | 5.9586 | 1.3952 | 1.2257 | 0.8568 | 1.8021 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
| Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
| Profitability (%) | 47.0588 | 38.2353 | 55.8824 | 47.0588 | 38.2353 | 55.8824 |
| Ratio Avg Win / Avg Loss | 4.1661 | 9.6254 | 1.1015 | 1.3789 | 1.3841 | 1.4227 |
| Largest Winning Trade | 1524935 | 1524935 | 60440 | 222866 | 222866 | 141272 |
| Largest Losing Trade | -79693 | -29634 | -79693 | -106641 | -106641 | -87283 |
| Avg Bars in Trades | 201 | 202 | 200 | 201 | 202 | 200 |
| Avg Bars in Winners | 267 | 301 | 245 | 267 | 301 | 245 |
| Avg Bars in Losers | 142 | 141 | 143 | 142 | 141 | 143 |
| Bars Traded | 13697 | 6886 | 6811 | 13697 | 6886 | 6811 |
| Profit Streak | 0 | 0 | 77.5127 | 0 | 0 | 77.5127 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -95868 | 564834 | -123737 | -232856 | -583703 | -98962 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14129,
"evaluation_days": 2354.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1559102400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759076296656,
"expiration_time": 1765164528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 245,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 207,
"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": [
[
1620284.446687452,
1503210.7802893538,
117073.6663980987,
277530.6675666068,
-107369.4083239894,
384900.0758905963
],
[
1620.284447,
1503.21078,
117.073666,
277.530668,
-107.369408,
384.900076
],
[
0.688069,
0.638352,
0.049716,
0.056431,
0,
0.067066
],
[
10,
10,
10,
10,
10,
10
],
[
-133420,
-89408,
-119232,
-222813,
-321584,
-130388
],
[
3.703182,
5.958558,
1.395193,
1.225695,
0.856804,
1.802105
],
[
68,
34,
34,
68,
34,
34
],
[
32,
13,
19,
32,
13,
19
],
[
36,
21,
15,
36,
21,
15
],
[
47.058824,
38.235294,
55.882353,
47.058824,
38.235294,
55.882353
],
[
4.16608,
9.625363,
1.101468,
1.378907,
1.384069,
1.422715
],
[
1524935,
1524935,
60440,
222866,
222866,
141272
],
[
-79693,
-29634,
-79693,
-106641,
-106641,
-87283
],
[
201,
202,
200,
201,
202,
200
],
[
267,
301,
245,
267,
301,
245
],
[
142,
141,
143,
142,
141,
143
],
[
13697,
6886,
6811,
13697,
6886,
6811
],
[
0,
0,
77.512693,
0,
0,
77.512693
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-95868,
564834,
-123737,
-232856,
-583703,
-98962
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14129,
"evaluation_days": 2354.83,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1559102400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759076296656,
"expiration_time": 1765164528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 245,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 207,
"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) |
|---|