| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 251238.6609 | 181017.6681 | 70220.9928 | 280684.3071 | 586320.0174 | -305635.7103 |
| Total P&L (%) | 251.2387 | 181.0177 | 70.221 | 280.6843 | 586.32 | -305.6357 |
| Avg Daily Profit (%) | 0.1771 | 0.1276 | 0.0495 | 0.0943 | 0.1359 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119207 | -56846 | -65510 | -1064437 | -389993 | -674443 |
| Profit Factor | 1.7793 | 2.0031 | 1.4948 | 1.1386 | 1.6756 | 0.736 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Losing Trades | 16 | 7 | 9 | 16 | 7 | 9 |
| Profitability (%) | 84.7619 | 86.5385 | 83.0189 | 84.7619 | 86.5385 | 83.0189 |
| Ratio Avg Win / Avg Loss | 0.3199 | 0.3116 | 0.3058 | 0.2047 | 0.2606 | 0.1505 |
| Largest Winning Trade | 29916 | 29916 | 21562 | 160599 | 160599 | 124891 |
| Largest Losing Trade | -60563 | -48772 | -60563 | -669799 | -212306 | -669799 |
| Avg Bars in Trades | 45 | 78 | 13 | 45 | 78 | 13 |
| Avg Bars in Winners | 12 | 19 | 5 | 12 | 19 | 5 |
| Avg Bars in Losers | 229 | 460 | 49 | 229 | 460 | 49 |
| Bars Traded | 4802 | 4099 | 703 | 4802 | 4099 | 703 |
| Profit Streak | 48.4169 | 79.6669 | 48.4169 | 48.4169 | 79.6669 | 48.4169 |
| Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 501129 | -195773 | -302238 | -130980 | -184964 | -755811 |
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5675,
"evaluation_days": 1418.75,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1641276000000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759096817445,
"expiration_time": 1762759800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 221,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
251238.6609247408,
181017.6680896453,
70220.9928350955,
280684.3070560102,
586320.0174030277,
-305635.7103470177
],
[
251.238661,
181.017668,
70.220993,
280.684307,
586.320017,
-305.63571
],
[
0.177085,
0.12759,
0.049495,
0.094268,
0.135858,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-119207,
-56846,
-65510,
-1064437,
-389993,
-674443
],
[
1.779321,
2.003074,
1.494797,
1.138573,
1.675564,
0.735984
],
[
105,
52,
53,
105,
52,
53
],
[
89,
45,
44,
89,
45,
44
],
[
16,
7,
9,
16,
7,
9
],
[
84.761905,
86.538462,
83.018868,
84.761905,
86.538462,
83.018868
],
[
0.319878,
0.311589,
0.305754,
0.204687,
0.260643,
0.150542
],
[
29916,
29916,
21562,
160599,
160599,
124891
],
[
-60563,
-48772,
-60563,
-669799,
-212306,
-669799
],
[
45,
78,
13,
45,
78,
13
],
[
12,
19,
5,
12,
19,
5
],
[
229,
460,
49,
229,
460,
49
],
[
4802,
4099,
703,
4802,
4099,
703
],
[
48.416868,
79.666868,
48.416868,
48.416869,
79.666869,
48.416869
],
[
2,
4,
1,
2,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
501129,
-195773,
-302238,
-130980,
-184964,
-755811
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5675,
"evaluation_days": 1418.75,
"actual_first_datapoint_time": 1636524000000,
"first_datapoint_time": 1641276000000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759096817445,
"expiration_time": 1762759800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 221,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|