| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 597611.2629 | 496822.4943 | 100788.7686 | 420612.1524 | -524426.3358 | 945038.4882 |
| Total P&L (%) | 597.6113 | 496.8225 | 100.7888 | 420.6122 | -524.4263 | 945.0385 |
| Avg Daily Profit (%) | 0.2869 | 0.2385 | 0.0484 | 0.0792 | 0 | 0.1127 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110527 | -111610 | -133170 | -1170044 | -1309565 | -352282 |
| Profit Factor | 1.582 | 1.9329 | 1.2039 | 1.0694 | 0.8535 | 1.3811 |
| Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
| Winning Trades | 81 | 33 | 48 | 81 | 33 | 48 |
| Losing Trades | 125 | 70 | 55 | 125 | 70 | 55 |
| Profitability (%) | 39.3204 | 32.0388 | 46.6019 | 39.3204 | 32.0388 | 46.6019 |
| Ratio Avg Win / Avg Loss | 2.4413 | 4.1 | 1.3795 | 1.6503 | 1.8104 | 1.5825 |
| Largest Winning Trade | 302262 | 302262 | 60315 | 709397 | 709397 | 320188 |
| Largest Losing Trade | -29484 | -24579 | -29484 | -294195 | -294195 | -126805 |
| Avg Bars in Trades | 119 | 108 | 131 | 119 | 108 | 131 |
| Avg Bars in Winners | 193 | 192 | 194 | 193 | 192 | 194 |
| Avg Bars in Losers | 72 | 68 | 75 | 72 | 68 | 75 |
| Bars Traded | 24709 | 11179 | 13530 | 24709 | 11179 | 13530 |
| Profit Streak | 0 | 0 | 32.6231 | 0 | 0 | 32.6231 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 310442 | 156812 | -129864 | -233308 | -585264 | -41490 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580176800000,
"first_datapoint_time": 1581336000000,
"last_datapoint_time": 1760241600000,
"evaluation_time": 1760245033730,
"expiration_time": 1766721600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 151,
"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": [
[
597611.262882174,
496822.4943111371,
100788.7685710368,
420612.1524095497,
-524426.335827027,
945038.4882365764
],
[
597.611263,
496.822494,
100.788769,
420.612152,
-524.426336,
945.038488
],
[
0.286854,
0.238475,
0.048379,
0.079224,
0,
0.112702
],
[
10,
10,
10,
10,
10,
10
],
[
-110527,
-111610,
-133170,
-1170044,
-1309565,
-352282
],
[
1.581974,
1.932852,
1.203908,
1.069415,
0.853496,
1.381097
],
[
206,
103,
103,
206,
103,
103
],
[
81,
33,
48,
81,
33,
48
],
[
125,
70,
55,
125,
70,
55
],
[
39.320388,
32.038835,
46.601942,
39.320388,
32.038835,
46.601942
],
[
2.441318,
4.099989,
1.379478,
1.650332,
1.810447,
1.582508
],
[
302262,
302262,
60315,
709397,
709397,
320188
],
[
-29484,
-24579,
-29484,
-294195,
-294195,
-126805
],
[
119,
108,
131,
119,
108,
131
],
[
193,
192,
194,
193,
192,
194
],
[
72,
68,
75,
72,
68,
75
],
[
24709,
11179,
13530,
24709,
11179,
13530
],
[
0,
0,
32.623075,
0,
0,
32.623076
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310442,
156812,
-129864,
-233308,
-585264,
-41490
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580176800000,
"first_datapoint_time": 1581336000000,
"last_datapoint_time": 1760241600000,
"evaluation_time": 1760245033730,
"expiration_time": 1766721600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 151,
"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) |
|---|