| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 406148.3415 | 434549.637 | -28401.2956 | -77935.1434 | 251761.3983 | -329696.5417 |
| Total P&L (%) | 406.1483 | 434.5496 | -28.4013 | -77.9351 | 251.7614 | -329.6965 |
| Avg Daily Profit (%) | 0.1724 | 0.1845 | -0.0121 | -0.0641 | 0.0534 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133949 | -127890 | -203731 | -277511 | -65664 | -388445 |
| Profit Factor | 1.6044 | 2.2538 | 0.9127 | 0.8708 | 2.7652 | 0.2842 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Profitability (%) | 52.5424 | 55.1724 | 50 | 52.5424 | 55.1724 | 50 |
| Ratio Avg Win / Avg Loss | 1.4491 | 1.8312 | 0.9127 | 0.7865 | 2.2467 | 0.2842 |
| Largest Winning Trade | 192907 | 192907 | 30397 | 190602 | 190602 | 19595 |
| Largest Losing Trade | -86844 | -67075 | -86844 | -148603 | -27231 | -148603 |
| Avg Bars in Trades | 106 | 147 | 66 | 106 | 147 | 66 |
| Avg Bars in Winners | 96 | 108 | 82 | 96 | 108 | 82 |
| Avg Bars in Losers | 117 | 195 | 50 | 117 | 195 | 50 |
| Bars Traded | 6274 | 4283 | 1990 | 6274 | 4283 | 1990 |
| Profit Streak | 128.7279 | 128.7279 | 301.7279 | 128.7279 | 128.7279 | 301.7279 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -168508 | 466596 | -579478 | -758597 | -115135 | -579478 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7067,
"evaluation_days": 2355.67,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561478400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759051692142,
"expiration_time": 1765152288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 178,
"offset": 0,
"std": 4.5737
}
},
"second_band": {
"type": "midprice",
"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": [
[
406148.3414559685,
434549.637028524,
-28401.2955725556,
-77935.1434181881,
251761.3983311671,
-329696.5417493552
],
[
406.148341,
434.549637,
-28.401296,
-77.935143,
251.761398,
-329.696542
],
[
0.172413,
0.18447,
-0.012057,
-0.06413,
0.053408,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-133949,
-127890,
-203731,
-277511,
-65664,
-388445
],
[
1.604405,
2.253782,
0.912716,
0.870803,
2.765229,
0.284209
],
[
59,
29,
30,
59,
29,
30
],
[
31,
16,
15,
31,
16,
15
],
[
28,
13,
15,
28,
13,
15
],
[
52.542373,
55.172414,
50,
52.542373,
55.172414,
50
],
[
1.44914,
1.831198,
0.912716,
0.786532,
2.246748,
0.284209
],
[
192907,
192907,
30397,
190602,
190602,
19595
],
[
-86844,
-67075,
-86844,
-148603,
-27231,
-148603
],
[
106,
147,
66,
106,
147,
66
],
[
96,
108,
82,
96,
108,
82
],
[
117,
195,
50,
117,
195,
50
],
[
6274,
4283,
1990,
6274,
4283,
1990
],
[
128.727918,
128.727918,
301.727918,
128.727918,
128.727918,
301.727918
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168508,
466596,
-579478,
-758597,
-115135,
-579478
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7067,
"evaluation_days": 2355.67,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561478400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759051692142,
"expiration_time": 1765152288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 178,
"offset": 0,
"std": 4.5737
}
},
"second_band": {
"type": "midprice",
"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) |
|---|