| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 814813.9907 | 663316.2648 | 151497.7258 | 2154420.6845 | -370157.3355 | 2524578.02 |
| Total P&L (%) | 814.814 | 663.3163 | 151.4977 | 2154.4207 | -370.1573 | 2524.578 |
| Avg Daily Profit (%) | 0.3913 | 0.3185 | 0.0727 | 0.1497 | 0 | 0.157 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131835 | -74229 | -140829 | -2227686 | -2548308 | -673062 |
| Profit Factor | 1.9859 | 2.5757 | 1.3736 | 1.2624 | 0.9239 | 1.7542 |
| Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
| Losing Trades | 86 | 50 | 36 | 86 | 50 | 36 |
| Profitability (%) | 42.2819 | 33.3333 | 51.3514 | 42.2819 | 33.3333 | 51.3514 |
| Ratio Avg Win / Avg Loss | 2.7109 | 5.1513 | 1.3013 | 1.7233 | 1.8478 | 1.6619 |
| Largest Winning Trade | 320110 | 320110 | 67543 | 1521575 | 1521575 | 1140405 |
| Largest Losing Trade | -50036 | -35954 | -50036 | -779773 | -779773 | -396390 |
| Avg Bars in Trades | 166 | 146 | 186 | 166 | 146 | 186 |
| Avg Bars in Winners | 263 | 249 | 272 | 263 | 249 | 272 |
| Avg Bars in Losers | 95 | 95 | 96 | 95 | 95 | 96 |
| Bars Traded | 24798 | 10992 | 13806 | 24798 | 10992 | 13806 |
| 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 | 390175 | -49477 | -159558 | 201178 | -641439 | -53286 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579226400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758819773904,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 196,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 70,
"offset": 0,
"a": 0.71384
}
}
} {
"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": [
[
814813.9906528292,
663316.2648330951,
151497.7258197335,
2154420.684505506,
-370157.3355377297,
2524578.020043235
],
[
814.813991,
663.316265,
151.497726,
2154.420685,
-370.157336,
2524.57802
],
[
0.391267,
0.318519,
0.072748,
0.149715,
0,
0.157026
],
[
10,
10,
10,
10,
10,
10
],
[
-131835,
-74229,
-140829,
-2227686,
-2548308,
-673062
],
[
1.985917,
2.575673,
1.373626,
1.26241,
0.923879,
1.754197
],
[
149,
75,
74,
149,
75,
74
],
[
63,
25,
38,
63,
25,
38
],
[
86,
50,
36,
86,
50,
36
],
[
42.281879,
33.333333,
51.351351,
42.281879,
33.333333,
51.351351
],
[
2.710934,
5.151347,
1.30133,
1.72329,
1.847759,
1.661871
],
[
320110,
320110,
67543,
1521575,
1521575,
1140405
],
[
-50036,
-35954,
-50036,
-779773,
-779773,
-396390
],
[
166,
146,
186,
166,
146,
186
],
[
263,
249,
272,
263,
249,
272
],
[
95,
95,
96,
95,
95,
96
],
[
24798,
10992,
13806,
24798,
10992,
13806
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390175,
-49477,
-159558,
201178,
-641439,
-53286
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579226400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758819773904,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 196,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 70,
"offset": 0,
"a": 0.71384
}
}
}
| # | 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) |
|---|