| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1633862.7389 | 1462701.5023 | 171161.2366 | 2249484.4073 | -1336916.2318 | 3586400.6391 |
| Total P&L (%) | 1633.8627 | 1462.7015 | 171.1612 | 2249.4844 | -1336.9162 | 3586.4006 |
| Avg Daily Profit (%) | 0.6937 | 0.6211 | 0.0727 | 0.1341 | 0 | 0.1533 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110093 | -80735 | -87340 | -3666952 | -2943219 | -1429662 |
| Profit Factor | 3.5709 | 5.3235 | 1.5759 | 1.2332 | 0.7794 | 2 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
| Profitability (%) | 41.3793 | 36.3636 | 46.5116 | 41.3793 | 36.3636 | 46.5116 |
| Ratio Avg Win / Avg Loss | 5.0588 | 9.3162 | 1.8123 | 1.747 | 1.364 | 2.3 |
| Largest Winning Trade | 1357715 | 1357715 | 66128 | 1839946 | 1154659 | 1839946 |
| Largest Losing Trade | -33745 | -28792 | -33745 | -1020395 | -1020395 | -943840 |
| Avg Bars in Trades | 159 | 134 | 186 | 159 | 134 | 186 |
| Avg Bars in Winners | 284 | 246 | 314 | 284 | 246 | 314 |
| Avg Bars in Losers | 71 | 69 | 74 | 71 | 69 | 74 |
| Bars Traded | 13897 | 5896 | 8001 | 13897 | 5896 | 8001 |
| Profit Streak | 0 | 0 | 142.4135 | 0 | 0 | 142.4135 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 571842 | 519270 | -93369 | -15888 | -584355 | 399399 |
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14131,
"evaluation_days": 2355.17,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1558296000000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759096523566,
"expiration_time": 1765194192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 71,
"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": [
[
1633862.7388940454,
1462701.5023144789,
171161.2365795663,
2249484.40725494,
-1336916.2318475381,
3586400.639102477
],
[
1633.862739,
1462.701502,
171.161237,
2249.484407,
-1336.916232,
3586.400639
],
[
0.693735,
0.62106,
0.072675,
0.134126,
0,
0.15328
],
[
10,
10,
10,
10,
10,
10
],
[
-110093,
-80735,
-87340,
-3666952,
-2943219,
-1429662
],
[
3.570902,
5.323523,
1.575896,
1.233174,
0.779422,
2.000036
],
[
87,
44,
43,
87,
44,
43
],
[
36,
16,
20,
36,
16,
20
],
[
51,
28,
23,
51,
28,
23
],
[
41.37931,
36.363636,
46.511628,
41.37931,
36.363636,
46.511628
],
[
5.058778,
9.316165,
1.81228,
1.746996,
1.363989,
2.300041
],
[
1357715,
1357715,
66128,
1839946,
1154659,
1839946
],
[
-33745,
-28792,
-33745,
-1020395,
-1020395,
-943840
],
[
159,
134,
186,
159,
134,
186
],
[
284,
246,
314,
284,
246,
314
],
[
71,
69,
74,
71,
69,
74
],
[
13897,
5896,
8001,
13897,
5896,
8001
],
[
0,
0,
142.413467,
0,
0,
142.413467
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
571842,
519270,
-93369,
-15888,
-584355,
399399
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14131,
"evaluation_days": 2355.17,
"actual_first_datapoint_time": 1555560000000,
"first_datapoint_time": 1558296000000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759096523566,
"expiration_time": 1765194192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 71,
"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) |
|---|