| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1647034.9848 | 1474994.5495 | 172040.4353 | 2233254.0849 | -770379.1834 | 3003633.2682 |
| Total P&L (%) | 1647.035 | 1474.9946 | 172.0404 | 2233.2541 | -770.3792 | 3003.6333 |
| Avg Daily Profit (%) | 0.6992 | 0.6262 | 0.073 | 0.1338 | 0 | 0.1459 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -120017 | -83519 | -109166 | -2236987 | -1926360 | -876284 |
| Profit Factor | 3.691 | 5.3862 | 1.6238 | 1.3694 | 0.8123 | 2.5476 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
| Profitability (%) | 41.9753 | 36.5854 | 47.5 | 41.9753 | 36.5854 | 47.5 |
| Ratio Avg Win / Avg Loss | 5.1022 | 9.3361 | 1.7948 | 1.8931 | 1.408 | 2.8158 |
| Largest Winning Trade | 1378330 | 1378330 | 63844 | 1376452 | 789682 | 1376452 |
| Largest Losing Trade | -34403 | -29227 | -34403 | -565590 | -565590 | -309692 |
| Avg Bars in Trades | 171 | 147 | 196 | 171 | 147 | 196 |
| Avg Bars in Winners | 283 | 258 | 302 | 283 | 258 | 302 |
| Avg Bars in Losers | 91 | 84 | 99 | 91 | 84 | 99 |
| Bars Traded | 13909 | 6063 | 7846 | 13909 | 6063 | 7846 |
| 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 | -258 | 524792 | -93292 | -31751 | -584292 | 220057 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14133,
"evaluation_days": 2355.5,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557561600000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759121552869,
"expiration_time": 1765223856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 234,
"offset": 0,
"std": 3.29376
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 130,
"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": [
[
1647034.9848436222,
1474994.5495446285,
172040.435298994,
2233254.084853813,
-770379.1833837307,
3003633.268237543
],
[
1647.034985,
1474.99455,
172.040435,
2233.254085,
-770.379183,
3003.633268
],
[
0.699229,
0.626192,
0.073038,
0.133813,
0,
0.145942
],
[
10,
10,
10,
10,
10,
10
],
[
-120017,
-83519,
-109166,
-2236987,
-1926360,
-876284
],
[
3.690972,
5.386235,
1.623829,
1.369444,
0.812291,
2.547626
],
[
81,
41,
40,
81,
41,
40
],
[
34,
15,
19,
34,
15,
19
],
[
47,
26,
21,
47,
26,
21
],
[
41.975309,
36.585366,
47.5,
41.975309,
36.585366,
47.5
],
[
5.102226,
9.336141,
1.794758,
1.893055,
1.407971,
2.815797
],
[
1378330,
1378330,
63844,
1376452,
789682,
1376452
],
[
-34403,
-29227,
-34403,
-565590,
-565590,
-309692
],
[
171,
147,
196,
171,
147,
196
],
[
283,
258,
302,
283,
258,
302
],
[
91,
84,
99,
91,
84,
99
],
[
13909,
6063,
7846,
13909,
6063,
7846
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-258,
524792,
-93292,
-31751,
-584292,
220057
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14133,
"evaluation_days": 2355.5,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1557561600000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759121552869,
"expiration_time": 1765223856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 234,
"offset": 0,
"std": 3.29376
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 130,
"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) |
|---|