| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 600831.6833 | 617392.9399 | -16561.2566 | -36674.5486 | 39679.8878 | -76354.4363 |
| Total P&L (%) | 600.8317 | 617.3929 | -16.5613 | -36.6745 | 39.6799 | -76.3544 |
| Avg Daily Profit (%) | 0.254 | 0.261 | -0.007 | -0.0193 | 0.0141 | -0.0609 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -178691 | -167023 | -32685 | -3277304 | -3240901 | -162309 |
| Profit Factor | 2.2678 | 2.5713 | 0.7956 | 0.9914 | 1.0104 | 0.8191 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
| Losing Trades | 23 | 9 | 14 | 23 | 9 | 14 |
| Profitability (%) | 63.4921 | 70.9677 | 56.25 | 63.4921 | 70.9677 | 56.25 |
| Ratio Avg Win / Avg Loss | 1.304 | 1.0519 | 0.6188 | 0.57 | 0.4133 | 0.6371 |
| Largest Winning Trade | 481454 | 481454 | 10855 | 1297111 | 1297111 | 221936 |
| Largest Losing Trade | -78910 | -78910 | -17355 | -1997061 | -1997061 | -150841 |
| Avg Bars in Trades | 97 | 197 | 1 | 97 | 197 | 1 |
| Avg Bars in Winners | 57 | 104 | 1 | 57 | 104 | 1 |
| Avg Bars in Losers | 167 | 425 | 1 | 167 | 425 | 1 |
| Bars Traded | 6161 | 6118 | 43 | 6161 | 6118 | 43 |
| Profit Streak | 86.9051 | 86.9051 | 307.9051 | 86.9051 | 86.9051 | 307.9051 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -136094 | 575626 | -578375 | -728578 | -383386 | -578375 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7096,
"evaluation_days": 2365.33,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1557561600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759902196590,
"expiration_time": 1766012544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.83923,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 71,
"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": [
[
600831.6833436553,
617392.9399381177,
-16561.2565944626,
-36674.548557293,
39679.8877921907,
-76354.436349484
],
[
600.831683,
617.39294,
-16.561257,
-36.674549,
39.679888,
-76.354436
],
[
0.254016,
0.261018,
-0.007002,
-0.019314,
0.014129,
-0.060945
],
[
10,
10,
10,
10,
10,
10
],
[
-178691,
-167023,
-32685,
-3277304,
-3240901,
-162309
],
[
2.267771,
2.571322,
0.795577,
0.991381,
1.010352,
0.81912
],
[
63,
31,
32,
63,
31,
32
],
[
40,
22,
18,
40,
22,
18
],
[
23,
9,
14,
23,
9,
14
],
[
63.492063,
70.967742,
56.25,
63.492063,
70.967742,
56.25
],
[
1.303968,
1.051904,
0.618782,
0.570044,
0.413326,
0.637093
],
[
481454,
481454,
10855,
1297111,
1297111,
221936
],
[
-78910,
-78910,
-17355,
-1997061,
-1997061,
-150841
],
[
97,
197,
1,
97,
197,
1
],
[
57,
104,
1,
57,
104,
1
],
[
167,
425,
1,
167,
425,
1
],
[
6161,
6118,
43,
6161,
6118,
43
],
[
86.905053,
86.905053,
307.905053,
86.905053,
86.905053,
307.905053
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-136094,
575626,
-578375,
-728578,
-383386,
-578375
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7096,
"evaluation_days": 2365.33,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1557561600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759902196590,
"expiration_time": 1766012544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.83923,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 71,
"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) |
|---|