| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 317634.7322 | 359378.4832 | -41743.751 | -73455.162 | 79470.0219 | -152925.184 |
| Total P&L (%) | 317.6347 | 359.3785 | -41.7438 | -73.4552 | 79.47 | -152.9252 |
| Avg Daily Profit (%) | 0.135 | 0.1528 | -0.0177 | -0.0564 | 0.0249 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115069 | -126813 | -174675 | -95460 | -96802 | -194758 |
| Profit Factor | 1.4587 | 1.9577 | 0.8684 | 0.8336 | 1.4159 | 0.3889 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 54.5455 | 55.2632 | 53.8462 | 54.5455 | 55.2632 | 53.8462 |
| Ratio Avg Win / Avg Loss | 1.2156 | 1.5848 | 0.7444 | 0.6946 | 1.1462 | 0.3333 |
| Largest Winning Trade | 244899 | 244899 | 29616 | 77642 | 77642 | 11234 |
| Largest Losing Trade | -66213 | -65827 | -66213 | -72612 | -35951 | -72612 |
| Avg Bars in Trades | 53 | 76 | 31 | 53 | 76 | 31 |
| Avg Bars in Winners | 40 | 49 | 30 | 40 | 49 | 30 |
| Avg Bars in Losers | 70 | 109 | 32 | 70 | 109 | 32 |
| Bars Traded | 4145 | 2916 | 1228 | 4145 | 2916 | 1228 |
| Profit Streak | 120.0524 | 120.0524 | 122.5524 | 120.0524 | 120.0524 | 122.5524 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -55953 | 453236 | -578907 | -625044 | -157201 | -578907 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4704,
"evaluation_days": 2352,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1562760000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892529037,
"expiration_time": 1764811584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 168,
"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": [
[
317634.7322311631,
359378.4832416998,
-41743.7510105367,
-73455.1620146791,
79470.0219361839,
-152925.1839508629
],
[
317.634732,
359.378483,
-41.743751,
-73.455162,
79.470022,
-152.925184
],
[
0.135049,
0.152797,
-0.017748,
-0.056376,
0.024869,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-115069,
-126813,
-174675,
-95460,
-96802,
-194758
],
[
1.45866,
1.957725,
0.868435,
0.833552,
1.415894,
0.388854
],
[
77,
38,
39,
77,
38,
39
],
[
42,
21,
21,
42,
21,
21
],
[
35,
17,
18,
35,
17,
18
],
[
54.545455,
55.263158,
53.846154,
54.545455,
55.263158,
53.846154
],
[
1.21555,
1.584825,
0.744373,
0.694626,
1.1462,
0.333303
],
[
244899,
244899,
29616,
77642,
77642,
11234
],
[
-66213,
-65827,
-66213,
-72612,
-35951,
-72612
],
[
53,
76,
31,
53,
76,
31
],
[
40,
49,
30,
40,
49,
30
],
[
70,
109,
32,
70,
109,
32
],
[
4145,
2916,
1228,
4145,
2916,
1228
],
[
120.052419,
120.052419,
122.552419,
120.052419,
120.052419,
122.552419
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-55953,
453236,
-578907,
-625044,
-157201,
-578907
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4704,
"evaluation_days": 2352,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1562760000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892529037,
"expiration_time": 1764811584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 168,
"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) |
|---|