| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1471898.356 | 1325728.8091 | 146169.5469 | 1167394.3011 | -780434.1469 | 1947828.448 |
| Total P&L (%) | 1471.8984 | 1325.7288 | 146.1695 | 1167.3943 | -780.4341 | 1947.8284 |
| Avg Daily Profit (%) | 0.623 | 0.5611 | 0.0619 | 0.1075 | 0 | 0.1279 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103345 | -75068 | -115031 | -1698189 | -1820574 | -571151 |
| Profit Factor | 3.534 | 5.2318 | 1.5463 | 1.2431 | 0.7623 | 2.2827 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
| Profitability (%) | 40.5405 | 35.1351 | 45.9459 | 40.5405 | 35.1351 | 45.9459 |
| Ratio Avg Win / Avg Loss | 5.1832 | 9.6588 | 1.8191 | 1.8233 | 1.4073 | 2.6856 |
| Largest Winning Trade | 1276525 | 1276525 | 61046 | 924687 | 604855 | 924687 |
| Largest Losing Trade | -50327 | -29227 | -50327 | -484123 | -484123 | -170607 |
| Avg Bars in Trades | 186 | 161 | 211 | 186 | 161 | 211 |
| Avg Bars in Winners | 319 | 282 | 348 | 319 | 282 | 348 |
| Avg Bars in Losers | 95 | 95 | 96 | 95 | 95 | 96 |
| Bars Traded | 13807 | 5967 | 7840 | 13807 | 5967 | 7840 |
| 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 | -54083 | 479298 | -109189 | -120606 | -584886 | -19113 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14176,
"evaluation_days": 2362.67,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557763200000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759751813994,
"expiration_time": 1765861632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 153,
"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": [
[
1471898.3560055266,
1325728.8090646192,
146169.5469409077,
1167394.3011168137,
-780434.1469257432,
1947828.4480425566
],
[
1471.898356,
1325.728809,
146.169547,
1167.394301,
-780.434147,
1947.828448
],
[
0.622981,
0.561115,
0.061866,
0.107544,
0,
0.127876
],
[
10,
10,
10,
10,
10,
10
],
[
-103345,
-75068,
-115031,
-1698189,
-1820574,
-571151
],
[
3.533991,
5.231831,
1.546252,
1.243139,
0.76227,
2.28274
],
[
74,
37,
37,
74,
37,
37
],
[
30,
13,
17,
30,
13,
17
],
[
44,
24,
20,
44,
24,
20
],
[
40.540541,
35.135135,
45.945946,
40.540541,
35.135135,
45.945946
],
[
5.183187,
9.658764,
1.81912,
1.823271,
1.407267,
2.685577
],
[
1276525,
1276525,
61046,
924687,
604855,
924687
],
[
-50327,
-29227,
-50327,
-484123,
-484123,
-170607
],
[
186,
161,
211,
186,
161,
211
],
[
319,
282,
348,
319,
282,
348
],
[
95,
95,
96,
95,
95,
96
],
[
13807,
5967,
7840,
13807,
5967,
7840
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-54083,
479298,
-109189,
-120606,
-584886,
-19113
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14176,
"evaluation_days": 2362.67,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557763200000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759751813994,
"expiration_time": 1765861632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 153,
"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) |
|---|