| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 865215.5725 | 648887.8328 | 216327.7397 | 5402154.5109 | 4943297.5311 | 458856.9798 |
| Total P&L (%) | 865.2156 | 648.8878 | 216.3277 | 5402.1545 | 4943.2975 | 458.857 |
| Avg Daily Profit (%) | 0.3665 | 0.2748 | 0.0916 | 0.1699 | 0.1662 | 0.0729 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -151802 | -163419 | -98854 | -11976805 | -7606146 | -8956950 |
| Profit Factor | 1.38 | 1.5716 | 1.1895 | 1.0774 | 1.1421 | 1.0131 |
| Total Trades | 719 | 360 | 359 | 719 | 360 | 359 |
| Winning Trades | 400 | 192 | 208 | 400 | 192 | 208 |
| Losing Trades | 319 | 168 | 151 | 319 | 168 | 151 |
| Profitability (%) | 55.6328 | 53.3333 | 57.9387 | 55.6328 | 53.3333 | 57.9387 |
| Ratio Avg Win / Avg Loss | 1.1006 | 1.3751 | 0.8635 | 0.8592 | 0.9993 | 0.7355 |
| Largest Winning Trade | 138860 | 138860 | 25841 | 3711913 | 3711913 | 2093871 |
| Largest Losing Trade | -59767 | -45358 | -59767 | -6016703 | -2647489 | -6016703 |
| Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
| Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
| Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
| Bars Traded | 4483 | 2242 | 2241 | 4483 | 2242 | 2241 |
| Profit Streak | 9.7821 | 9.7821 | 25.2821 | 9.7821 | 9.7821 | 25.2821 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 572508 | 472381 | -80266 | -123379 | -55469 | -299267 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4722,
"evaluation_days": 2361,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1565481600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759517174009,
"expiration_time": 1765612512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.65961,
"nc": 0.82474
}
}
} {
"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": [
[
865215.5724664073,
648887.8327556715,
216327.7397107361,
5402154.510850289,
4943297.531054905,
458856.979795384
],
[
865.215572,
648.887833,
216.32774,
5402.154511,
4943.297531,
458.85698
],
[
0.366461,
0.274836,
0.091625,
0.169891,
0.166197,
0.072908
],
[
10,
10,
10,
10,
10,
10
],
[
-151802,
-163419,
-98854,
-11976805,
-7606146,
-8956950
],
[
1.380028,
1.571568,
1.189522,
1.077422,
1.142068,
1.013118
],
[
719,
360,
359,
719,
360,
359
],
[
400,
192,
208,
400,
192,
208
],
[
319,
168,
151,
319,
168,
151
],
[
55.632823,
53.333333,
57.938719,
55.632823,
53.333333,
57.938719
],
[
1.100572,
1.375122,
0.863547,
0.859244,
0.99931,
0.735484
],
[
138860,
138860,
25841,
3711913,
3711913,
2093871
],
[
-59767,
-45358,
-59767,
-6016703,
-2647489,
-6016703
],
[
6,
6,
6,
6,
6,
6
],
[
6,
6,
6,
6,
6,
6
],
[
6,
6,
6,
6,
6,
6
],
[
4483,
2242,
2241,
4483,
2242,
2241
],
[
9.782106,
9.782106,
25.282106,
9.782107,
9.782107,
25.282107
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
572508,
472381,
-80266,
-123379,
-55469,
-299267
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4722,
"evaluation_days": 2361,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1565481600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759517174009,
"expiration_time": 1765612512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.65961,
"nc": 0.82474
}
}
}
| # | 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) |
|---|