| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 179508.873 | 383640.3852 | -204131.5121 | -105270.8951 | -40986.6054 | -64284.2897 |
| Total P&L (%) | 179.5089 | 383.6404 | -204.1315 | -105.2709 | -40.9866 | -64.2843 |
| Avg Daily Profit (%) | 0.0763 | 0.1631 | -0.0868 | 0 | -0.0224 | -0.0438 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -197352 | -121021 | -432898 | -213310 | -90938 | -133312 |
| Profit Factor | 1.1536 | 1.746 | 0.688 | 0.7284 | 0.7858 | 0.6726 |
| Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
| Winning Trades | 83 | 38 | 45 | 81 | 46 | 35 |
| Losing Trades | 85 | 46 | 39 | 87 | 38 | 49 |
| Profitability (%) | 49.4048 | 45.2381 | 53.5714 | 48.2143 | 54.7619 | 41.6667 |
| Ratio Avg Win / Avg Loss | 1.1814 | 2.1136 | 0.5963 | 0.7824 | 0.6491 | 0.9416 |
| Largest Winning Trade | 221797 | 221797 | 43843 | 27093 | 25632 | 27093 |
| Largest Losing Trade | -177708 | -64160 | -177708 | -60071 | -57905 | -60071 |
| Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
| Avg Bars in Winners | 28 | 18 | 37 | 24 | 23 | 25 |
| Avg Bars in Losers | 24 | 27 | 21 | 29 | 23 | 33 |
| Bars Traded | 4479 | 1961 | 2518 | 4479 | 1961 | 2518 |
| Profit Streak | 38.3196 | 0 | 43.3196 | 0 | 48.3196 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -141117 | 313646 | -579813 | -580314 | -579222 | -584070 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4704,
"evaluation_days": 2352,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1564358400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758829214573,
"expiration_time": 1764811584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 204
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 71,
"offset": 117
}
}
} {
"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": [
[
179508.8730380742,
383640.3851625551,
-204131.5121244807,
-105270.8951383151,
-40986.6054441856,
-64284.2896941295
],
[
179.508873,
383.640385,
-204.131512,
-105.270895,
-40.986605,
-64.28429
],
[
0.076322,
0.163112,
-0.086791,
0,
-0.022421,
-0.043765
],
[
10,
10,
10,
10,
10,
10
],
[
-197352,
-121021,
-432898,
-213310,
-90938,
-133312
],
[
1.153619,
1.745998,
0.688001,
0.728424,
0.785758,
0.672552
],
[
168,
84,
84,
168,
84,
84
],
[
83,
38,
45,
81,
46,
35
],
[
85,
46,
39,
87,
38,
49
],
[
49.404762,
45.238095,
53.571429,
48.214286,
54.761905,
41.666667
],
[
1.181417,
2.113576,
0.596268,
0.782381,
0.649105,
0.941573
],
[
221797,
221797,
43843,
27093,
25632,
27093
],
[
-177708,
-64160,
-177708,
-60071,
-57905,
-60071
],
[
26,
23,
29,
26,
23,
29
],
[
28,
18,
37,
24,
23,
25
],
[
24,
27,
21,
29,
23,
33
],
[
4479,
1961,
2518,
4479,
1961,
2518
],
[
38.319613,
0,
43.319613,
0,
48.319613,
0
],
[
1,
0,
1,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-141117,
313646,
-579813,
-580314,
-579222,
-584070
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4704,
"evaluation_days": 2352,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1564358400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758829214573,
"expiration_time": 1764811584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 204
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 71,
"offset": 117
}
}
}
| # | 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) |
|---|