| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1231399.153 | 1159795.3414 | 71603.8116 | -28412.9587 | -107329.4985 | 78916.5398 |
| Total P&L (%) | 1231.3992 | 1159.7953 | 71.6038 | -28.413 | -107.3295 | 78.9165 |
| Avg Daily Profit (%) | 0.5236 | 0.4931 | 0.0304 | -0.0142 | 0 | 0.0247 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -135006 | -66560 | -164673 | -129278 | -132767 | -72390 |
| Profit Factor | 3.0245 | 4.5132 | 1.2575 | 0.9414 | 0.651 | 1.4455 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
| Profitability (%) | 48.3871 | 41.9355 | 54.8387 | 48.3871 | 41.9355 | 54.8387 |
| Ratio Avg Win / Avg Loss | 3.2262 | 6.249 | 1.0356 | 1.0041 | 0.9014 | 1.1904 |
| Largest Winning Trade | 1031158 | 1031158 | 60741 | 62180 | 46859 | 62180 |
| Largest Losing Trade | -96800 | -44008 | -96800 | -84664 | -84664 | -70738 |
| Avg Bars in Trades | 71 | 82 | 61 | 71 | 82 | 61 |
| Avg Bars in Winners | 90 | 106 | 78 | 90 | 106 | 78 |
| Avg Bars in Losers | 54 | 65 | 40 | 54 | 65 | 40 |
| Bars Traded | 4458 | 2555 | 1903 | 4458 | 2555 | 1903 |
| Profit Streak | 0 | 117.8009 | 0 | 0 | 117.8009 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -142546 | 553283 | -151803 | -738238 | -583389 | -158263 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4704,
"evaluation_days": 2352,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1564617600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914000007,
"expiration_time": 1764811584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 87,
"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": [
[
1231399.1530080494,
1159795.3413607632,
71603.811647286,
-28412.9586965246,
-107329.4984978964,
78916.5398013717
],
[
1231.399153,
1159.795341,
71.603812,
-28.412959,
-107.329498,
78.91654
],
[
0.523554,
0.49311,
0.030444,
-0.014211,
0,
0.024737
],
[
10,
10,
10,
10,
10,
10
],
[
-135006,
-66560,
-164673,
-129278,
-132767,
-72390
],
[
3.024547,
4.513177,
1.257468,
0.941378,
0.650998,
1.445482
],
[
62,
31,
31,
62,
31,
31
],
[
30,
13,
17,
30,
13,
17
],
[
32,
18,
14,
32,
18,
14
],
[
48.387097,
41.935484,
54.83871,
48.387097,
41.935484,
54.83871
],
[
3.226183,
6.249015,
1.035562,
1.004137,
0.901382,
1.190397
],
[
1031158,
1031158,
60741,
62180,
46859,
62180
],
[
-96800,
-44008,
-96800,
-84664,
-84664,
-70738
],
[
71,
82,
61,
71,
82,
61
],
[
90,
106,
78,
90,
106,
78
],
[
54,
65,
40,
54,
65,
40
],
[
4458,
2555,
1903,
4458,
2555,
1903
],
[
0,
117.800926,
0,
0,
117.800926,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-142546,
553283,
-151803,
-738238,
-583389,
-158263
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4704,
"evaluation_days": 2352,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1564617600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914000007,
"expiration_time": 1764811584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 87,
"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) |
|---|