| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1723769.3937 | 1548712.1443 | 175057.2493 | 2370541.8082 | -1388148.953 | 3758690.7613 |
| Total P&L (%) | 1723.7694 | 1548.7121 | 175.0572 | 2370.5418 | -1388.149 | 3758.6908 |
| Avg Daily Profit (%) | 0.7331 | 0.6586 | 0.0744 | 0.1365 | 0 | 0.1555 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126268 | -64668 | -95358 | -2405869 | -3014966 | -1508038 |
| Profit Factor | 4.5519 | 7.1757 | 1.7464 | 1.2588 | 0.7527 | 2.0599 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
| Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
| Profitability (%) | 44.4444 | 34.375 | 54.8387 | 44.4444 | 34.375 | 54.8387 |
| Ratio Avg Win / Avg Loss | 5.6899 | 13.6991 | 1.4382 | 1.5735 | 1.437 | 1.6964 |
| Largest Winning Trade | 1501631 | 1501631 | 66411 | 1651883 | 1133661 | 1651883 |
| Largest Losing Trade | -41837 | -30913 | -41837 | -1323619 | -1323619 | -997993 |
| Avg Bars in Trades | 145 | 104 | 188 | 145 | 104 | 188 |
| Avg Bars in Winners | 245 | 199 | 275 | 245 | 199 | 275 |
| Avg Bars in Losers | 65 | 54 | 81 | 65 | 54 | 81 |
| Bars Traded | 9172 | 3338 | 5834 | 9172 | 3338 | 5834 |
| Profit Streak | 0 | 0 | 72.155 | 0 | 0 | 72.155 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -133378 | 517571 | -90201 | -162917 | -585220 | 457854 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560146400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758922994982,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 48,
"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": [
[
1723769.3936774225,
1548712.1443291933,
175057.2493482291,
2370541.808240272,
-1388148.9530214623,
3758690.761261733
],
[
1723.769394,
1548.712144,
175.057249,
2370.541808,
-1388.148953,
3758.690761
],
[
0.733051,
0.658606,
0.074445,
0.136475,
0,
0.155465
],
[
10,
10,
10,
10,
10,
10
],
[
-126268,
-64668,
-95358,
-2405869,
-3014966,
-1508038
],
[
4.551893,
7.175701,
1.746402,
1.258791,
0.752722,
2.059874
],
[
63,
32,
31,
63,
32,
31
],
[
28,
11,
17,
28,
11,
17
],
[
35,
21,
14,
35,
21,
14
],
[
44.444444,
34.375,
54.83871,
44.444444,
34.375,
54.83871
],
[
5.689866,
13.699066,
1.438213,
1.573488,
1.437015,
1.696367
],
[
1501631,
1501631,
66411,
1651883,
1133661,
1651883
],
[
-41837,
-30913,
-41837,
-1323619,
-1323619,
-997993
],
[
145,
104,
188,
145,
104,
188
],
[
245,
199,
275,
245,
199,
275
],
[
65,
54,
81,
65,
54,
81
],
[
9172,
3338,
5834,
9172,
3338,
5834
],
[
0,
0,
72.155034,
0,
0,
72.155034
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-133378,
517571,
-90201,
-162917,
-585220,
457854
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560146400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758922994982,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 48,
"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) |
|---|