| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 686631.8533 | 660470.6589 | 26161.1944 | 59582.8629 | -332790.615 | 392373.4779 |
| Total P&L (%) | 686.6319 | 660.4707 | 26.1612 | 59.5829 | -332.7906 | 392.3735 |
| Avg Daily Profit (%) | 0.2912 | 0.2801 | 0.0111 | 0.0198 | 0 | 0.0676 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -200212 | -190412 | -45014 | -2758797 | -2769165 | -178260 |
| Profit Factor | 2.2401 | 2.4942 | 1.2343 | 1.0137 | 0.9134 | 1.7865 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Profitability (%) | 50.6173 | 52.5 | 48.7805 | 50.6173 | 52.5 | 48.7805 |
| Ratio Avg Win / Avg Loss | 2.1854 | 2.2566 | 1.296 | 0.989 | 0.8264 | 1.8758 |
| Largest Winning Trade | 499059 | 499059 | 17959 | 1348180 | 1348180 | 297775 |
| Largest Losing Trade | -72157 | -72157 | -12523 | -1407922 | -1407922 | -164445 |
| Avg Bars in Trades | 159 | 307 | 15 | 159 | 307 | 15 |
| Avg Bars in Winners | 168 | 310 | 19 | 168 | 310 | 19 |
| Avg Bars in Losers | 150 | 303 | 11 | 150 | 303 | 11 |
| Bars Traded | 12907 | 12285 | 622 | 12907 | 12285 | 622 |
| Profit Streak | 121.195 | 154.5283 | 121.195 | 121.195 | 154.5283 | 121.195 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -2158 | 532527 | -181378 | -389411 | -579461 | -98847 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14148,
"evaluation_days": 2358,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557446400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759336844286,
"expiration_time": 1765446336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 22,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
686631.8532852009,
660470.6588547145,
26161.1944304862,
59582.8628522698,
-332790.6150437416,
392373.4778960113
],
[
686.631853,
660.470659,
26.161194,
59.582863,
-332.790615,
392.373478
],
[
0.291192,
0.280098,
0.011095,
0.019824,
0,
0.067625
],
[
10,
10,
10,
10,
10,
10
],
[
-200212,
-190412,
-45014,
-2758797,
-2769165,
-178260
],
[
2.240069,
2.494172,
1.234266,
1.013718,
0.91344,
1.786506
],
[
81,
40,
41,
81,
40,
41
],
[
41,
21,
20,
41,
21,
20
],
[
40,
19,
21,
40,
19,
21
],
[
50.617284,
52.5,
48.780488,
50.617284,
52.5,
48.780488
],
[
2.185434,
2.256632,
1.295979,
0.988993,
0.826446,
1.875831
],
[
499059,
499059,
17959,
1348180,
1348180,
297775
],
[
-72157,
-72157,
-12523,
-1407922,
-1407922,
-164445
],
[
159,
307,
15,
159,
307,
15
],
[
168,
310,
19,
168,
310,
19
],
[
150,
303,
11,
150,
303,
11
],
[
12907,
12285,
622,
12907,
12285,
622
],
[
121.194957,
154.52829,
121.194957,
121.194957,
154.52829,
121.194957
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-2158,
532527,
-181378,
-389411,
-579461,
-98847
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14148,
"evaluation_days": 2358,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557446400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759336844286,
"expiration_time": 1765446336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 22,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|