| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 733015.7138 | 641404.9153 | 91610.7985 | 285390.7216 | -81792.8381 | 367183.5597 |
| Total P&L (%) | 733.0157 | 641.4049 | 91.6108 | 285.3907 | -81.7928 | 367.1836 |
| Avg Daily Profit (%) | 0.3519 | 0.3079 | 0.044 | 0.0648 | -0.0817 | 0.074 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137820 | -105159 | -153380 | -708385 | -610089 | -315779 |
| Profit Factor | 1.7652 | 2.3064 | 1.1962 | 1.0852 | 0.956 | 1.2461 |
| Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
| Winning Trades | 107 | 46 | 61 | 107 | 46 | 61 |
| Losing Trades | 143 | 79 | 64 | 143 | 79 | 64 |
| Profitability (%) | 42.8 | 36.8 | 48.8 | 42.8 | 36.8 | 48.8 |
| Ratio Avg Win / Avg Loss | 2.3591 | 3.961 | 1.255 | 1.4503 | 1.6418 | 1.3073 |
| Largest Winning Trade | 490330 | 490330 | 55071 | 416254 | 416254 | 253446 |
| Largest Losing Trade | -39642 | -28751 | -39642 | -221921 | -215164 | -221921 |
| Avg Bars in Trades | 97 | 87 | 108 | 97 | 87 | 108 |
| Avg Bars in Winners | 164 | 147 | 176 | 164 | 147 | 176 |
| Avg Bars in Losers | 47 | 51 | 43 | 47 | 51 | 43 |
| Bars Traded | 24436 | 10895 | 13541 | 24436 | 10895 | 13541 |
| 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 | 402873 | 287849 | -139586 | -234751 | -583355 | -95037 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1579658400000,
"first_datapoint_time": 1581336000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759710951024,
"expiration_time": 1766188281600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 233
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 38,
"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": [
[
733015.713780563,
641404.9153140357,
91610.7984665271,
285390.7216108883,
-81792.8380510434,
367183.5596619312
],
[
733.015714,
641.404915,
91.610798,
285.390722,
-81.792838,
367.18356
],
[
0.351875,
0.307898,
0.043977,
0.064782,
-0.081734,
0.074028
],
[
10,
10,
10,
10,
10,
10
],
[
-137820,
-105159,
-153380,
-708385,
-610089,
-315779
],
[
1.765203,
2.306411,
1.196182,
1.08518,
0.955983,
1.246062
],
[
250,
125,
125,
250,
125,
125
],
[
107,
46,
61,
107,
46,
61
],
[
143,
79,
64,
143,
79,
64
],
[
42.8,
36.8,
48.8,
42.8,
36.8,
48.8
],
[
2.359103,
3.961011,
1.25501,
1.450288,
1.641796,
1.307344
],
[
490330,
490330,
55071,
416254,
416254,
253446
],
[
-39642,
-28751,
-39642,
-221921,
-215164,
-221921
],
[
97,
87,
108,
97,
87,
108
],
[
164,
147,
176,
164,
147,
176
],
[
47,
51,
43,
47,
51,
43
],
[
24436,
10895,
13541,
24436,
10895,
13541
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402873,
287849,
-139586,
-234751,
-583355,
-95037
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1579658400000,
"first_datapoint_time": 1581336000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759710951024,
"expiration_time": 1766188281600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 233
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 38,
"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) |
|---|