| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1006812.5549 | 684184.928 | 322627.6269 | 34941334.1704 | 731635.2478 | 34209698.9225 |
| Total P&L (%) | 1006.8126 | 684.1849 | 322.6276 | 34941.3342 | 731.6352 | 34209.6989 |
| Avg Daily Profit (%) | 0.4833 | 0.3284 | 0.1549 | 0.2816 | 0.1017 | 0.2806 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122454 | -55863 | -174064 | -10206233 | -9987206 | -6084916 |
| Profit Factor | 2.0509 | 2.5781 | 1.6152 | 1.7352 | 1.0316 | 2.4025 |
| Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
| Winning Trades | 128 | 60 | 68 | 128 | 60 | 68 |
| Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
| Profitability (%) | 54.9356 | 51.7241 | 58.1197 | 54.9356 | 51.7241 | 58.1197 |
| Ratio Avg Win / Avg Loss | 1.6824 | 2.4062 | 1.1639 | 1.4234 | 0.9629 | 1.7312 |
| Largest Winning Trade | 133588 | 133588 | 63738 | 8934928 | 6544153 | 8934928 |
| Largest Losing Trade | -44478 | -26752 | -44478 | -4692628 | -3221899 | -4692628 |
| Avg Bars in Trades | 105 | 84 | 127 | 105 | 84 | 127 |
| Avg Bars in Winners | 124 | 93 | 151 | 124 | 93 | 151 |
| Avg Bars in Losers | 83 | 75 | 92 | 83 | 75 | 92 |
| Bars Traded | 24662 | 9798 | 14864 | 24662 | 9798 | 14864 |
| Profit Streak | 2.8527 | 0 | 30.2694 | 2.8527 | 0 | 30.2694 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 537476 | 505032 | 412396 | 413499 | -244181 | 560789 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580068800000,
"first_datapoint_time": 1581292800000,
"last_datapoint_time": 1760133600000,
"evaluation_time": 1760142475541,
"expiration_time": 1766613600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 144,
"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": [
[
1006812.5549375277,
684184.928032069,
322627.626905458,
34941334.17036754,
731635.247822177,
34209698.92254537
],
[
1006.812555,
684.184928,
322.627627,
34941.33417,
731.635248,
34209.698923
],
[
0.483271,
0.328409,
0.154862,
0.281634,
0.101727,
0.280618
],
[
10,
10,
10,
10,
10,
10
],
[
-122454,
-55863,
-174064,
-10206233,
-9987206,
-6084916
],
[
2.05093,
2.578058,
1.615162,
1.735199,
1.031626,
2.402485
],
[
233,
116,
117,
233,
116,
117
],
[
128,
60,
68,
128,
60,
68
],
[
105,
56,
49,
105,
56,
49
],
[
54.935622,
51.724138,
58.119658,
54.935622,
51.724138,
58.119658
],
[
1.682403,
2.406188,
1.163867,
1.423405,
0.962851,
1.731202
],
[
133588,
133588,
63738,
8934928,
6544153,
8934928
],
[
-44478,
-26752,
-44478,
-4692628,
-3221899,
-4692628
],
[
105,
84,
127,
105,
84,
127
],
[
124,
93,
151,
124,
93,
151
],
[
83,
75,
92,
83,
75,
92
],
[
24662,
9798,
14864,
24662,
9798,
14864
],
[
2.852726,
0,
30.269393,
2.852726,
0,
30.269393
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
537476,
505032,
412396,
413499,
-244181,
560789
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580068800000,
"first_datapoint_time": 1581292800000,
"last_datapoint_time": 1760133600000,
"evaluation_time": 1760142475541,
"expiration_time": 1766613600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 144,
"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) |
|---|