| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 768121.8444 | 555617.1268 | 212504.7176 | 5219861.6886 | -2306487.4982 | 7526349.1868 |
| Total P&L (%) | 768.1218 | 555.6171 | 212.5047 | 5219.8617 | -2306.4875 | 7526.3492 |
| Avg Daily Profit (%) | 0.3687 | 0.2667 | 0.102 | 0.1909 | 0 | 0.2083 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84745 | -74051 | -105837 | -7966207 | -7300754 | -3631710 |
| Profit Factor | 2.0983 | 2.6874 | 1.5742 | 1.2484 | 0.8149 | 1.8798 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
| Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
| Profitability (%) | 42.7419 | 35.4839 | 50 | 42.7419 | 35.4839 | 50 |
| Ratio Avg Win / Avg Loss | 2.811 | 4.8862 | 1.5742 | 1.6723 | 1.4817 | 1.8798 |
| Largest Winning Trade | 177059 | 177059 | 62028 | 4121179 | 4121179 | 3171859 |
| Largest Losing Trade | -35883 | -22700 | -35883 | -2279695 | -2279695 | -2264693 |
| Avg Bars in Trades | 197 | 173 | 221 | 197 | 173 | 221 |
| Avg Bars in Winners | 310 | 289 | 325 | 310 | 289 | 325 |
| Avg Bars in Losers | 112 | 109 | 117 | 112 | 109 | 117 |
| Bars Traded | 24459 | 10732 | 13727 | 24459 | 10732 | 13727 |
| 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 | 395132 | -146368 | -208113 | 228455 | -739214 | -142503 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579233600000,
"first_datapoint_time": 1580968800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759305094035,
"expiration_time": 1765778400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 193,
"offset": 0,
"std": 4.01935
}
}
} {
"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": [
[
768121.8444107024,
555617.1268207969,
212504.7175899057,
5219861.688608703,
-2306487.498167088,
7526349.186775792
],
[
768.121844,
555.617127,
212.504718,
5219.861689,
-2306.487498,
7526.349187
],
[
0.368699,
0.266697,
0.102002,
0.190936,
0,
0.208258
],
[
10,
10,
10,
10,
10,
10
],
[
-84745,
-74051,
-105837,
-7966207,
-7300754,
-3631710
],
[
2.098318,
2.687392,
1.574203,
1.248359,
0.81493,
1.879798
],
[
124,
62,
62,
124,
62,
62
],
[
53,
22,
31,
53,
22,
31
],
[
71,
40,
31,
71,
40,
31
],
[
42.741935,
35.483871,
50,
42.741935,
35.483871,
50
],
[
2.810954,
4.886167,
1.574203,
1.67233,
1.48169,
1.879798
],
[
177059,
177059,
62028,
4121179,
4121179,
3171859
],
[
-35883,
-22700,
-35883,
-2279695,
-2279695,
-2264693
],
[
197,
173,
221,
197,
173,
221
],
[
310,
289,
325,
310,
289,
325
],
[
112,
109,
117,
112,
109,
117
],
[
24459,
10732,
13727,
24459,
10732,
13727
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395132,
-146368,
-208113,
228455,
-739214,
-142503
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579233600000,
"first_datapoint_time": 1580968800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759305094035,
"expiration_time": 1765778400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 193,
"offset": 0,
"std": 4.01935
}
}
}
| # | 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) |
|---|