| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1674008.2576 | 1547047.1515 | 126961.1061 | 715365.0943 | -677840.0387 | 1393205.133 |
| Total P&L (%) | 1674.0083 | 1547.0472 | 126.9611 | 715.3651 | -677.84 | 1393.2051 |
| Avg Daily Profit (%) | 0.7083 | 0.6546 | 0.0537 | 0.0888 | 0 | 0.1145 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119691 | -93351 | -106791 | -1875910 | -1962388 | -868722 |
| Profit Factor | 3.4956 | 5.3541 | 1.4024 | 1.1039 | 0.8273 | 1.4708 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
| Profitability (%) | 41.25 | 32.5 | 50 | 41.25 | 32.5 | 50 |
| Ratio Avg Win / Avg Loss | 4.9785 | 11.1201 | 1.4024 | 1.5723 | 1.7182 | 1.4708 |
| Largest Winning Trade | 1524059 | 1524059 | 61423 | 907626 | 748794 | 907626 |
| Largest Losing Trade | -36584 | -29196 | -36584 | -697195 | -461221 | -697195 |
| Avg Bars in Trades | 86 | 68 | 104 | 86 | 68 | 104 |
| Avg Bars in Winners | 153 | 132 | 166 | 153 | 132 | 166 |
| Avg Bars in Losers | 39 | 37 | 42 | 39 | 37 | 42 |
| Bars Traded | 6904 | 2728 | 4176 | 6904 | 2728 | 4176 |
| Profit Streak | 0 | 0 | 86.7426 | 0 | 0 | 86.7426 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -8111 | 475218 | -119882 | -206224 | -584777 | -38062 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7090,
"evaluation_days": 2363.33,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558656000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759715357715,
"expiration_time": 1765834560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 42,
"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": [
[
1674008.2576279398,
1547047.1515170082,
126961.1061109314,
715365.0942630079,
-677840.0387190337,
1393205.1329820417
],
[
1674.008258,
1547.047152,
126.961106,
715.365094,
-677.840039,
1393.205133
],
[
0.708326,
0.654605,
0.053721,
0.088832,
0,
0.11446
],
[
10,
10,
10,
10,
10,
10
],
[
-119691,
-93351,
-106791,
-1875910,
-1962388,
-868722
],
[
3.495554,
5.354114,
1.402426,
1.103926,
0.827264,
1.470795
],
[
80,
40,
40,
80,
40,
40
],
[
33,
13,
20,
33,
13,
20
],
[
47,
27,
20,
47,
27,
20
],
[
41.25,
32.5,
50,
41.25,
32.5,
50
],
[
4.978517,
11.120084,
1.402426,
1.572258,
1.718165,
1.470795
],
[
1524059,
1524059,
61423,
907626,
748794,
907626
],
[
-36584,
-29196,
-36584,
-697195,
-461221,
-697195
],
[
86,
68,
104,
86,
68,
104
],
[
153,
132,
166,
153,
132,
166
],
[
39,
37,
42,
39,
37,
42
],
[
6904,
2728,
4176,
6904,
2728,
4176
],
[
0,
0,
86.742566,
0,
0,
86.742566
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-8111,
475218,
-119882,
-206224,
-584777,
-38062
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7090,
"evaluation_days": 2363.33,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558656000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759715357715,
"expiration_time": 1765834560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 42,
"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) |
|---|