| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1156317.1803 | 1074181.6959 | 82135.4845 | -18990.0294 | -110928.0221 | 91937.9927 |
| Total P&L (%) | 1156.3172 | 1074.1817 | 82.1355 | -18.99 | -110.928 | 91.938 |
| Avg Daily Profit (%) | 0.4902 | 0.4554 | 0.0348 | -0.0089 | 0 | 0.0276 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149925 | -102958 | -162674 | -123748 | -166109 | -92604 |
| Profit Factor | 2.7841 | 4.086 | 1.2737 | 0.9681 | 0.7042 | 1.4174 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Profitability (%) | 42.4658 | 37.8378 | 47.2222 | 42.4658 | 37.8378 | 47.2222 |
| Ratio Avg Win / Avg Loss | 3.772 | 6.7126 | 1.4236 | 1.3116 | 1.1569 | 1.5842 |
| Largest Winning Trade | 1065194 | 1065194 | 64267 | 54417 | 49032 | 54417 |
| Largest Losing Trade | -92236 | -34537 | -92236 | -55680 | -55680 | -42406 |
| Avg Bars in Trades | 63 | 58 | 68 | 63 | 58 | 68 |
| Avg Bars in Winners | 99 | 93 | 104 | 99 | 93 | 104 |
| Avg Bars in Losers | 36 | 37 | 36 | 36 | 37 | 36 |
| Bars Traded | 4628 | 2172 | 2456 | 4628 | 2172 | 2456 |
| Profit Streak | 0 | 0 | 81.835 | 0 | 0 | 81.835 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -63376 | 454343 | -146983 | -658318 | -583835 | -154560 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4718,
"evaluation_days": 2359,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558612800000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759348944488,
"expiration_time": 1765434528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 72,
"offset": 0,
"std": 4.44399
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 31,
"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": [
[
1156317.1803374551,
1074181.6958658413,
82135.4844716147,
-18990.0293980449,
-110928.0221217043,
91937.9927236594
],
[
1156.31718,
1074.181696,
82.135484,
-18.990029,
-110.928022,
91.937993
],
[
0.490173,
0.455355,
0.034818,
-0.008927,
0,
0.027643
],
[
10,
10,
10,
10,
10,
10
],
[
-149925,
-102958,
-162674,
-123748,
-166109,
-92604
],
[
2.784072,
4.085957,
1.273742,
0.968098,
0.704205,
1.417426
],
[
73,
37,
36,
73,
37,
36
],
[
31,
14,
17,
31,
14,
17
],
[
42,
23,
19,
42,
23,
19
],
[
42.465753,
37.837838,
47.222222,
42.465753,
37.837838,
47.222222
],
[
3.771969,
6.712643,
1.423594,
1.311617,
1.156908,
1.584182
],
[
1065194,
1065194,
64267,
54417,
49032,
54417
],
[
-92236,
-34537,
-92236,
-55680,
-55680,
-42406
],
[
63,
58,
68,
63,
58,
68
],
[
99,
93,
104,
99,
93,
104
],
[
36,
37,
36,
36,
37,
36
],
[
4628,
2172,
2456,
4628,
2172,
2456
],
[
0,
0,
81.835006,
0,
0,
81.835006
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-63376,
454343,
-146983,
-658318,
-583835,
-154560
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4718,
"evaluation_days": 2359,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1558612800000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759348944488,
"expiration_time": 1765434528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 72,
"offset": 0,
"std": 4.44399
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 31,
"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) |
|---|