| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 717426.0523 | 746120.8543 | -28694.802 | -68160.0631 | 133225.3269 | -201385.39 |
| Total P&L (%) | 717.4261 | 746.1209 | -28.6948 | -68.1601 | 133.2253 | -201.3854 |
| Avg Daily Profit (%) | 0.3444 | 0.3582 | -0.0138 | -0.0549 | 0.0407 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -210125 | -183724 | -46478 | -2290322 | -2047391 | -355539 |
| Profit Factor | 1.6159 | 1.8133 | 0.884 | 0.9877 | 1.0284 | 0.7707 |
| Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
| Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Losing Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Profitability (%) | 38.0282 | 37.7358 | 38.3178 | 38.0282 | 37.7358 | 38.3178 |
| Ratio Avg Win / Avg Loss | 2.6333 | 2.992 | 1.4231 | 1.6097 | 1.6969 | 1.2406 |
| Largest Winning Trade | 591277 | 591277 | 23595 | 1549464 | 1549464 | 204744 |
| Largest Losing Trade | -66735 | -66735 | -24885 | -1476931 | -1476931 | -109056 |
| Avg Bars in Trades | 115 | 213 | 18 | 115 | 213 | 18 |
| Avg Bars in Winners | 150 | 283 | 22 | 150 | 283 | 22 |
| Avg Bars in Losers | 93 | 170 | 16 | 93 | 170 | 16 |
| Bars Traded | 24544 | 22578 | 1966 | 24544 | 22578 | 1966 |
| 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 | 316442 | 280376 | -583645 | -581541 | -331773 | -583645 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1579658400000,
"first_datapoint_time": 1580040000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759710950165,
"expiration_time": 1766188281600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 54,
"offset": 0,
"a": 0.78628
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 24,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
717426.0523116344,
746120.8542831469,
-28694.8019715132,
-68160.0631328327,
133225.3268965266,
-201385.3900293596
],
[
717.426052,
746.120854,
-28.694802,
-68.160063,
133.225327,
-201.38539
],
[
0.344392,
0.358166,
-0.013775,
-0.054923,
0.04066,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-210125,
-183724,
-46478,
-2290322,
-2047391,
-355539
],
[
1.615913,
1.813324,
0.884036,
0.987749,
1.028434,
0.770688
],
[
213,
106,
107,
213,
106,
107
],
[
81,
40,
41,
81,
40,
41
],
[
132,
66,
66,
132,
66,
66
],
[
38.028169,
37.735849,
38.317757,
38.028169,
37.735849,
38.317757
],
[
2.63334,
2.991985,
1.423082,
1.609665,
1.696917,
1.24062
],
[
591277,
591277,
23595,
1549464,
1549464,
204744
],
[
-66735,
-66735,
-24885,
-1476931,
-1476931,
-109056
],
[
115,
213,
18,
115,
213,
18
],
[
150,
283,
22,
150,
283,
22
],
[
93,
170,
16,
93,
170,
16
],
[
24544,
22578,
1966,
24544,
22578,
1966
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316442,
280376,
-583645,
-581541,
-331773,
-583645
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1579658400000,
"first_datapoint_time": 1580040000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759710950165,
"expiration_time": 1766188281600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 54,
"offset": 0,
"a": 0.78628
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 24,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|