| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1837810.6442 | 1630844.0533 | 206966.5909 | 4725517.9902 | -2443170.1028 | 7168688.093 |
| Total P&L (%) | 1837.8106 | 1630.8441 | 206.9666 | 4725.518 | -2443.1701 | 7168.6881 |
| Avg Daily Profit (%) | 0.7807 | 0.6928 | 0.0879 | 0.1648 | 0 | 0.1822 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -75451 | -68163 | -73499 | -5971872 | -5744720 | -1981584 |
| Profit Factor | 4.2473 | 5.9558 | 1.8737 | 1.3042 | 0.7626 | 2.3661 |
| Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
| Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
| Profitability (%) | 30.0971 | 23.0769 | 37.2549 | 30.0971 | 23.0769 | 37.2549 |
| Ratio Avg Win / Avg Loss | 9.8647 | 19.8527 | 3.1558 | 3.029 | 2.5418 | 3.9851 |
| Largest Winning Trade | 1560482 | 1560482 | 61681 | 3819383 | 2087114 | 3819383 |
| Largest Losing Trade | -21111 | -21111 | -19696 | -1813186 | -1813186 | -950615 |
| Avg Bars in Trades | 66 | 53 | 80 | 66 | 53 | 80 |
| Avg Bars in Winners | 158 | 147 | 164 | 158 | 147 | 164 |
| Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
| Bars Traded | 6878 | 2760 | 4118 | 6878 | 2760 | 4118 |
| 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 | 460015 | -197878 | -257033 | 53690 | -796623 | -172618 |
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7062,
"evaluation_days": 2354,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560153600000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758916988605,
"expiration_time": 1765003968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
1837810.6442428387,
1630844.0533340888,
206966.5909087494,
4725517.990184115,
-2443170.1028119186,
7168688.092996034
],
[
1837.810644,
1630.844053,
206.966591,
4725.51799,
-2443.170103,
7168.688093
],
[
0.780718,
0.692797,
0.087921,
0.164813,
0,
0.182246
],
[
10,
10,
10,
10,
10,
10
],
[
-75451,
-68163,
-73499,
-5971872,
-5744720,
-1981584
],
[
4.247296,
5.955807,
1.873742,
1.304152,
0.762552,
2.366131
],
[
103,
52,
51,
103,
52,
51
],
[
31,
12,
19,
31,
12,
19
],
[
72,
40,
32,
72,
40,
32
],
[
30.097087,
23.076923,
37.254902,
30.097087,
23.076923,
37.254902
],
[
9.864687,
19.852691,
3.155777,
3.028997,
2.54184,
3.985063
],
[
1560482,
1560482,
61681,
3819383,
2087114,
3819383
],
[
-21111,
-21111,
-19696,
-1813186,
-1813186,
-950615
],
[
66,
53,
80,
66,
53,
80
],
[
158,
147,
164,
158,
147,
164
],
[
27,
24,
30,
27,
24,
30
],
[
6878,
2760,
4118,
6878,
2760,
4118
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
460015,
-197878,
-257033,
53690,
-796623,
-172618
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7062,
"evaluation_days": 2354,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560153600000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758916988605,
"expiration_time": 1765003968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|