| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 312896.7406 | 267374.8146 | 45521.926 | 73104.3419 | 250753.4712 | -177649.1293 |
| Total P&L (%) | 312.8967 | 267.3748 | 45.5219 | 73.1043 | 250.7535 | -177.6491 |
| Avg Daily Profit (%) | 0.2212 | 0.189 | 0.0322 | 0.0388 | 0.0888 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129267 | -81821 | -69972 | -649502 | -435601 | -309382 |
| Profit Factor | 1.4942 | 1.5984 | 1.2443 | 1.0369 | 1.1878 | 0.7256 |
| Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
| Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Profitability (%) | 54.1985 | 53.8462 | 54.5455 | 54.1985 | 53.8462 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.2627 | 1.37 | 1.0369 | 0.8762 | 1.0181 | 0.6046 |
| Largest Winning Trade | 136704 | 136704 | 20103 | 475082 | 475082 | 61023 |
| Largest Losing Trade | -38361 | -38361 | -16590 | -199807 | -199807 | -136471 |
| Avg Bars in Trades | 40 | 67 | 13 | 40 | 67 | 13 |
| Avg Bars in Winners | 43 | 72 | 16 | 43 | 72 | 16 |
| Avg Bars in Losers | 36 | 62 | 10 | 36 | 62 | 10 |
| Bars Traded | 5317 | 4409 | 908 | 5317 | 4409 | 908 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 358714 | -121747 | -275198 | -321820 | -219645 | -704091 |
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5658,
"evaluation_days": 1414.5,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1639699200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758988928195,
"expiration_time": 1762381584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 195,
"offset": 0,
"std": 1.55285
}
}
} {
"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": [
[
312896.7405913884,
267374.8145950548,
45521.9259963335,
73104.3419128891,
250753.471170812,
-177649.1292579228
],
[
312.896741,
267.374815,
45.521926,
73.104342,
250.753471,
-177.649129
],
[
0.221207,
0.189024,
0.032182,
0.0388,
0.088757,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-129267,
-81821,
-69972,
-649502,
-435601,
-309382
],
[
1.494182,
1.598377,
1.244311,
1.036868,
1.187752,
0.725558
],
[
131,
65,
66,
131,
65,
66
],
[
71,
35,
36,
71,
35,
36
],
[
60,
30,
30,
60,
30,
30
],
[
54.198473,
53.846154,
54.545455,
54.198473,
53.846154,
54.545455
],
[
1.262689,
1.370037,
1.036926,
0.876227,
1.018073,
0.604631
],
[
136704,
136704,
20103,
475082,
475082,
61023
],
[
-38361,
-38361,
-16590,
-199807,
-199807,
-136471
],
[
40,
67,
13,
40,
67,
13
],
[
43,
72,
16,
43,
72,
16
],
[
36,
62,
10,
36,
62,
10
],
[
5317,
4409,
908,
5317,
4409,
908
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
358714,
-121747,
-275198,
-321820,
-219645,
-704091
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5658,
"evaluation_days": 1414.5,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1639699200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758988928195,
"expiration_time": 1762381584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 195,
"offset": 0,
"std": 1.55285
}
}
}
| # | 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) |
|---|