| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 793065.9278 | 669993.1194 | 123072.8085 | 412447.5327 | -317809.351 | 730256.8837 |
| Total P&L (%) | 793.0659 | 669.9931 | 123.0728 | 412.4475 | -317.8094 | 730.2569 |
| Avg Daily Profit (%) | 0.3356 | 0.2835 | 0.0521 | 0.0692 | 0 | 0.0896 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133345 | -119426 | -154941 | -870181 | -954561 | -349525 |
| Profit Factor | 1.7087 | 2.1435 | 1.2309 | 1.0829 | 0.8885 | 1.3434 |
| Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
| Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
| Losing Trades | 137 | 74 | 63 | 137 | 74 | 63 |
| Profitability (%) | 46.063 | 41.7323 | 50.3937 | 46.063 | 41.7323 | 50.3937 |
| Ratio Avg Win / Avg Loss | 2.0008 | 2.9927 | 1.2116 | 1.268 | 1.2405 | 1.3225 |
| Largest Winning Trade | 369010 | 369010 | 62056 | 516928 | 355076 | 516928 |
| Largest Losing Trade | -74877 | -34430 | -74877 | -359317 | -359317 | -279672 |
| Avg Bars in Trades | 36 | 27 | 44 | 36 | 27 | 44 |
| Avg Bars in Winners | 51 | 35 | 64 | 51 | 35 | 64 |
| Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
| Bars Traded | 9218 | 3532 | 5686 | 9218 | 3532 | 5686 |
| Profit Streak | 0 | 0 | 22.3964 | 0 | 0 | 22.3964 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 440369 | 348262 | -123325 | -230148 | -582265 | -72188 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9453,
"evaluation_days": 2363.25,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559044800000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759743049867,
"expiration_time": 1765855944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
793065.9278236929,
669993.1193709539,
123072.8084527393,
412447.5326871037,
-317809.3509753067,
730256.8836624101
],
[
793.065928,
669.993119,
123.072808,
412.447533,
-317.809351,
730.256884
],
[
0.335583,
0.283505,
0.052078,
0.069167,
0,
0.089602
],
[
10,
10,
10,
10,
10,
10
],
[
-133345,
-119426,
-154941,
-870181,
-954561,
-349525
],
[
1.708701,
2.143452,
1.230861,
1.082877,
0.8885,
1.343442
],
[
254,
127,
127,
254,
127,
127
],
[
117,
53,
64,
117,
53,
64
],
[
137,
74,
63,
137,
74,
63
],
[
46.062992,
41.732283,
50.393701,
46.062992,
41.732283,
50.393701
],
[
2.000786,
2.992744,
1.211629,
1.267984,
1.240548,
1.32245
],
[
369010,
369010,
62056,
516928,
355076,
516928
],
[
-74877,
-34430,
-74877,
-359317,
-359317,
-279672
],
[
36,
27,
44,
36,
27,
44
],
[
51,
35,
64,
51,
35,
64
],
[
23,
22,
24,
23,
22,
24
],
[
9218,
3532,
5686,
9218,
3532,
5686
],
[
0,
0,
22.39641,
0,
0,
22.39641
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
440369,
348262,
-123325,
-230148,
-582265,
-72188
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9453,
"evaluation_days": 2363.25,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559044800000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759743049867,
"expiration_time": 1765855944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|