| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 84178.5422 | 33642.1904 | 50536.3518 | 66601.8445 | 21223.6697 | 45378.1748 |
| Total P&L (%) | 84.1785 | 33.6422 | 50.5364 | 66.6018 | 21.2237 | 45.3782 |
| Avg Daily Profit (%) | 0.3232 | 0.1292 | 0.1941 | 0.1962 | 0.0739 | 0.1438 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -60672 | -42337 | -53999 | -90080 | -65025 | -84104 |
| Profit Factor | 1.2165 | 1.1637 | 1.2757 | 1.1183 | 1.0716 | 1.17 |
| Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
| Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
| Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
| Profitability (%) | 54.7826 | 51.3043 | 58.2609 | 54.7826 | 51.3043 | 58.2609 |
| Ratio Avg Win / Avg Loss | 1.0041 | 1.1045 | 0.914 | 0.923 | 1.0172 | 0.8382 |
| Largest Winning Trade | 19453 | 19453 | 9961 | 24370 | 24370 | 13554 |
| Largest Losing Trade | -21985 | -19399 | -21985 | -36029 | -30709 | -36029 |
| Avg Bars in Trades | 107 | 112 | 102 | 107 | 112 | 102 |
| Avg Bars in Winners | 88 | 93 | 83 | 88 | 93 | 83 |
| Avg Bars in Losers | 130 | 133 | 128 | 130 | 133 | 128 |
| Bars Traded | 24755 | 12985 | 11770 | 24755 | 12985 | 11770 |
| Profit Streak | 3.7992 | 11.2471 | 3.7992 | 3.7992 | 11.2471 | 3.7992 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330747 | -63686 | 144769 | -83792 | -241918 | -38523 |
{
"trading_pair": "ENS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737404100000,
"first_datapoint_time": 1737562500000,
"last_datapoint_time": 1759903200000,
"evaluation_time": 1759903851510,
"expiration_time": 1766383200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 177,
"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": [
[
84178.5422095901,
33642.1904296495,
50536.3517799404,
66601.8444531722,
21223.6696834134,
45378.1747697588
],
[
84.178542,
33.64219,
50.536352,
66.601844,
21.22367,
45.378175
],
[
0.323241,
0.129184,
0.194057,
0.196197,
0.073934,
0.143782
],
[
10,
10,
10,
10,
10,
10
],
[
-60672,
-42337,
-53999,
-90080,
-65025,
-84104
],
[
1.216526,
1.163718,
1.275734,
1.118273,
1.071645,
1.170029
],
[
230,
115,
115,
230,
115,
115
],
[
126,
59,
67,
126,
59,
67
],
[
104,
56,
48,
104,
56,
48
],
[
54.782609,
51.304348,
58.26087,
54.782609,
51.304348,
58.26087
],
[
1.004117,
1.104546,
0.913959,
0.923019,
1.017154,
0.83823
],
[
19453,
19453,
9961,
24370,
24370,
13554
],
[
-21985,
-19399,
-21985,
-36029,
-30709,
-36029
],
[
107,
112,
102,
107,
112,
102
],
[
88,
93,
83,
88,
93,
83
],
[
130,
133,
128,
130,
133,
128
],
[
24755,
12985,
11770,
24755,
12985,
11770
],
[
3.799207,
11.247124,
3.799207,
3.799207,
11.247124,
3.799207
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330747,
-63686,
144769,
-83792,
-241918,
-38523
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737404100000,
"first_datapoint_time": 1737562500000,
"last_datapoint_time": 1759903200000,
"evaluation_time": 1759903851510,
"expiration_time": 1766383200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 177,
"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) |
|---|