| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 800042.5653 | 737101.9876 | 62940.5776 | 173824.2538 | 336929.896 | -163105.6421 |
| Total P&L (%) | 800.0426 | 737.102 | 62.9406 | 173.8243 | 336.9299 | -163.1056 |
| Avg Daily Profit (%) | 0.3383 | 0.3117 | 0.0266 | 0.0426 | 0.0624 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149263 | -147606 | -140858 | -1166729 | -1076789 | -617082 |
| Profit Factor | 2.2405 | 2.8142 | 1.2638 | 1.0633 | 1.1946 | 0.8395 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
| Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Profitability (%) | 53.8462 | 46.875 | 60.6061 | 53.8462 | 46.875 | 60.6061 |
| Ratio Avg Win / Avg Loss | 1.9204 | 3.1894 | 0.8214 | 0.9114 | 1.3539 | 0.5457 |
| Largest Winning Trade | 325569 | 325569 | 35248 | 976958 | 976958 | 108260 |
| Largest Losing Trade | -62732 | -54731 | -62732 | -403004 | -403004 | -312002 |
| Avg Bars in Trades | 99 | 154 | 46 | 99 | 154 | 46 |
| Avg Bars in Winners | 98 | 149 | 60 | 98 | 149 | 60 |
| Avg Bars in Losers | 100 | 158 | 24 | 100 | 158 | 24 |
| Bars Traded | 6466 | 4931 | 1535 | 6466 | 4931 | 1535 |
| Profit Streak | 178.1495 | 178.1495 | 469.1495 | 178.1495 | 178.1495 | 469.1495 |
| Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -120605 | 507114 | -156868 | -422678 | -116349 | -578055 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7094,
"evaluation_days": 2364.67,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561478400000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759836920720,
"expiration_time": 1765953216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 181,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 207,
"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": [
[
800042.565271539,
737101.9876457922,
62940.577625747,
173824.253834143,
336929.8959646593,
-163105.6421305157
],
[
800.042565,
737.101988,
62.940578,
173.824254,
336.929896,
-163.105642
],
[
0.338332,
0.311715,
0.026617,
0.042608,
0.062379,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-149263,
-147606,
-140858,
-1166729,
-1076789,
-617082
],
[
2.24052,
2.814178,
1.263764,
1.063274,
1.194627,
0.839464
],
[
65,
32,
33,
65,
32,
33
],
[
35,
15,
20,
35,
15,
20
],
[
30,
17,
13,
30,
17,
13
],
[
53.846154,
46.875,
60.606061,
53.846154,
46.875,
60.606061
],
[
1.920446,
3.189402,
0.821447,
0.911378,
1.35391,
0.545651
],
[
325569,
325569,
35248,
976958,
976958,
108260
],
[
-62732,
-54731,
-62732,
-403004,
-403004,
-312002
],
[
99,
154,
46,
99,
154,
46
],
[
98,
149,
60,
98,
149,
60
],
[
100,
158,
24,
100,
158,
24
],
[
6466,
4931,
1535,
6466,
4931,
1535
],
[
178.149545,
178.149545,
469.149545,
178.149545,
178.149545,
469.149545
],
[
5,
2,
5,
5,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-120605,
507114,
-156868,
-422678,
-116349,
-578055
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7094,
"evaluation_days": 2364.67,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561478400000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759836920720,
"expiration_time": 1765953216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 181,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 207,
"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) |
|---|