| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1950421.857 | 1986026.0116 | -35604.1545 | -65763.8352 | 274928.2524 | -340692.0876 |
| Total P&L (%) | 1950.4219 | 1986.026 | -35.6042 | -65.7638 | 274.9283 | -340.6921 |
| Avg Daily Profit (%) | 0.9362 | 0.9533 | -0.0171 | -0.0514 | 0.0635 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -281977 | -236270 | -98386 | -2446865 | -1939095 | -617892 |
| Profit Factor | 3.1964 | 4.0071 | 0.8435 | 0.9858 | 1.0809 | 0.7222 |
| Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
| Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
| Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
| Profitability (%) | 43.871 | 40.2597 | 47.4359 | 43.871 | 40.2597 | 47.4359 |
| Ratio Avg Win / Avg Loss | 4.0895 | 5.946 | 0.9347 | 1.2612 | 1.6039 | 0.8003 |
| Largest Winning Trade | 2146218 | 2146218 | 23197 | 2176657 | 2176657 | 201439 |
| Largest Losing Trade | -50163 | -50163 | -41732 | -1243814 | -1243814 | -419711 |
| Avg Bars in Trades | 156 | 293 | 21 | 156 | 293 | 21 |
| Avg Bars in Winners | 182 | 369 | 26 | 182 | 369 | 26 |
| Avg Bars in Losers | 136 | 241 | 17 | 136 | 241 | 17 |
| Bars Traded | 24268 | 22580 | 1688 | 24268 | 22580 | 1688 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 641592 | -25380 | -615955 | -580682 | -284351 | -615955 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579104000000,
"first_datapoint_time": 1580241600000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759172229674,
"expiration_time": 1765648800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 159,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 159,
"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": [
[
1950421.8570392178,
1986026.0115756907,
-35604.1545364733,
-65763.8351650453,
274928.2524008524,
-340692.0875658977
],
[
1950.421857,
1986.026012,
-35.604155,
-65.763835,
274.928252,
-340.692088
],
[
0.936204,
0.953294,
-0.01709,
-0.051437,
0.063455,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-281977,
-236270,
-98386,
-2446865,
-1939095,
-617892
],
[
3.196426,
4.007093,
0.843533,
0.985778,
1.080918,
0.722194
],
[
155,
77,
78,
155,
77,
78
],
[
68,
31,
37,
68,
31,
37
],
[
87,
46,
41,
87,
46,
41
],
[
43.870968,
40.25974,
47.435897,
43.870968,
40.25974,
47.435897
],
[
4.089545,
5.946009,
0.934726,
1.261216,
1.603943,
0.80027
],
[
2146218,
2146218,
23197,
2176657,
2176657,
201439
],
[
-50163,
-50163,
-41732,
-1243814,
-1243814,
-419711
],
[
156,
293,
21,
156,
293,
21
],
[
182,
369,
26,
182,
369,
26
],
[
136,
241,
17,
136,
241,
17
],
[
24268,
22580,
1688,
24268,
22580,
1688
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
641592,
-25380,
-615955,
-580682,
-284351,
-615955
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579104000000,
"first_datapoint_time": 1580241600000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759172229674,
"expiration_time": 1765648800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 159,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 159,
"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) |
|---|