| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 193903.4109 | 202991.8403 | -9088.4294 | 66236.5119 | 176429.6665 | -110193.1547 |
| Total P&L (%) | 193.9034 | 202.9918 | -9.0884 | 66.2365 | 176.4297 | -110.1932 |
| Avg Daily Profit (%) | 0.1862 | 0.1949 | -0.0087 | 0.0488 | 0.0977 | 0 |
| Buy And Hold Return (%) | 53.0686 | 53.0686 | 53.0686 | 53.0686 | 53.0686 | 53.0686 |
| Max Trade Drawdown | -90690 | -63914 | -40833 | -334173 | -224601 | -151136 |
| Profit Factor | 1.6229 | 1.9556 | 0.9081 | 1.0826 | 1.3334 | 0.5962 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Profitability (%) | 59.1549 | 60 | 58.3333 | 59.1549 | 60 | 58.3333 |
| Ratio Avg Win / Avg Loss | 1.1206 | 1.3037 | 0.6486 | 0.7475 | 0.8889 | 0.4259 |
| Largest Winning Trade | 120419 | 120419 | 14375 | 217000 | 217000 | 36649 |
| Largest Losing Trade | -53822 | -53822 | -27706 | -186722 | -186722 | -107235 |
| Avg Bars in Trades | 332 | 628 | 44 | 332 | 628 | 44 |
| Avg Bars in Winners | 200 | 373 | 26 | 200 | 373 | 26 |
| Avg Bars in Losers | 524 | 1010 | 70 | 524 | 1010 | 70 |
| Bars Traded | 23599 | 21982 | 1617 | 23599 | 21982 | 1617 |
| Profit Streak | 13.9596 | 0 | 47.543 | 13.9596 | 0 | 47.543 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -82281 | 327229 | -578710 | -436888 | -65502 | -578710 |
{
"trading_pair": "ENS_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669586400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758895313079,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 102,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 239,
"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": [
[
193903.4109113514,
202991.8403292661,
-9088.4294179148,
66236.511870726,
176429.6665455024,
-110193.1546747764
],
[
193.903411,
202.99184,
-9.088429,
66.236512,
176.429667,
-110.193155
],
[
0.186156,
0.194881,
-0.008725,
0.048805,
0.097664,
0
],
[
53.068592,
53.068592,
53.068592,
53.068592,
53.068592,
53.068592
],
[
-90690,
-63914,
-40833,
-334173,
-224601,
-151136
],
[
1.622919,
1.955605,
0.908067,
1.082578,
1.333393,
0.596236
],
[
71,
35,
36,
71,
35,
36
],
[
42,
21,
21,
42,
21,
21
],
[
29,
14,
15,
29,
14,
15
],
[
59.15493,
60,
58.333333,
59.15493,
60,
58.333333
],
[
1.120587,
1.303736,
0.648619,
0.747494,
0.888929,
0.425883
],
[
120419,
120419,
14375,
217000,
217000,
36649
],
[
-53822,
-53822,
-27706,
-186722,
-186722,
-107235
],
[
332,
628,
44,
332,
628,
44
],
[
200,
373,
26,
200,
373,
26
],
[
524,
1010,
70,
524,
1010,
70
],
[
23599,
21982,
1617,
23599,
21982,
1617
],
[
13.959642,
0,
47.542975,
13.959642,
0,
47.542975
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-82281,
327229,
-578710,
-436888,
-65502,
-578710
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669586400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758895313079,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 102,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 239,
"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) |
|---|