| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 302605.2954 | 207171.4303 | 95433.865 | 53468.4728 | 59726.8954 | -6258.4226 |
| Total P&L (%) | 302.6053 | 207.1714 | 95.4339 | 53.4685 | 59.7269 | -6.2584 |
| Avg Daily Profit (%) | 0.2139 | 0.1465 | 0.0675 | 0.0303 | 0.0331 | -0.0046 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117478 | -81282 | -84986 | -226593 | -193019 | -240979 |
| Profit Factor | 1.2109 | 1.2515 | 1.1561 | 1.0214 | 1.0412 | 0.994 |
| Total Trades | 674 | 337 | 337 | 674 | 337 | 337 |
| Winning Trades | 481 | 236 | 245 | 481 | 236 | 245 |
| Losing Trades | 193 | 101 | 92 | 193 | 101 | 92 |
| Profitability (%) | 71.365 | 70.0297 | 72.7003 | 71.365 | 70.0297 | 72.7003 |
| Ratio Avg Win / Avg Loss | 0.4859 | 0.5356 | 0.4341 | 0.4098 | 0.4456 | 0.3733 |
| Largest Winning Trade | 37536 | 37536 | 23539 | 52153 | 52153 | 44981 |
| Largest Losing Trade | -60332 | -57549 | -60332 | -162537 | -162537 | -139534 |
| Avg Bars in Trades | 24 | 29 | 19 | 24 | 29 | 19 |
| Avg Bars in Winners | 13 | 15 | 12 | 13 | 15 | 12 |
| Avg Bars in Losers | 52 | 63 | 39 | 52 | 63 | 39 |
| Bars Traded | 16692 | 10068 | 6624 | 16692 | 10068 | 6624 |
| Profit Streak | 8.1808 | 0 | 12.0975 | 8.1808 | 0 | 12.0975 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 477765 | 168845 | -148230 | -344538 | -322109 | -575729 |
{
"trading_pair": "ENS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16973,
"evaluation_days": 1414.42,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1637892000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758874824947,
"expiration_time": 1763121801600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 191,
"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": [
[
302605.2953614492,
207171.4303335077,
95433.8650279412,
53468.4728000739,
59726.8954265923,
-6258.422626518
],
[
302.605295,
207.17143,
95.433865,
53.468473,
59.726895,
-6.258423
],
[
0.213943,
0.146471,
0.067472,
0.030287,
0.033114,
-0.004569
],
[
10,
10,
10,
10,
10,
10
],
[
-117478,
-81282,
-84986,
-226593,
-193019,
-240979
],
[
1.210899,
1.251531,
1.156144,
1.021384,
1.041221,
0.994048
],
[
674,
337,
337,
674,
337,
337
],
[
481,
236,
245,
481,
236,
245
],
[
193,
101,
92,
193,
101,
92
],
[
71.364985,
70.029674,
72.700297,
71.364985,
70.029674,
72.700297
],
[
0.48587,
0.535613,
0.434144,
0.409828,
0.445607,
0.373275
],
[
37536,
37536,
23539,
52153,
52153,
44981
],
[
-60332,
-57549,
-60332,
-162537,
-162537,
-139534
],
[
24,
29,
19,
24,
29,
19
],
[
13,
15,
12,
13,
15,
12
],
[
52,
63,
39,
52,
63,
39
],
[
16692,
10068,
6624,
16692,
10068,
6624
],
[
8.180844,
0,
12.097511,
8.180844,
0,
12.097511
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477765,
168845,
-148230,
-344538,
-322109,
-575729
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16973,
"evaluation_days": 1414.42,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1637892000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758874824947,
"expiration_time": 1763121801600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 191,
"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) |
|---|