| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 388301.3316 | 411194.9786 | -22893.647 | -119139.8799 | 208753.0725 | -327892.9524 |
| Total P&L (%) | 388.3013 | 411.195 | -22.8936 | -119.1399 | 208.7531 | -327.893 |
| Avg Daily Profit (%) | 0.1641 | 0.1738 | -0.0097 | 0 | 0.0477 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -180757 | -130250 | -232966 | -262965 | -24220 | -328086 |
| Profit Factor | 1.6304 | 2.4539 | 0.9313 | 0.7305 | 5.1052 | 0.1618 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 34 | 15 | 19 | 24 | 15 | 9 |
| Losing Trades | 27 | 15 | 12 | 37 | 15 | 22 |
| Profitability (%) | 55.7377 | 50 | 61.2903 | 39.3443 | 50 | 29.0323 |
| Ratio Avg Win / Avg Loss | 1.2947 | 2.4539 | 0.5882 | 1.1261 | 5.1052 | 0.3954 |
| Largest Winning Trade | 151709 | 151709 | 38555 | 104392 | 104392 | 22244 |
| Largest Losing Trade | -109815 | -79197 | -109815 | -144510 | -12345 | -144510 |
| Avg Bars in Trades | 137 | 209 | 67 | 137 | 209 | 67 |
| Avg Bars in Winners | 88 | 134 | 52 | 230 | 330 | 64 |
| Avg Bars in Losers | 198 | 284 | 90 | 76 | 87 | 68 |
| Bars Traded | 8362 | 6283 | 2079 | 8362 | 6283 | 2079 |
| Profit Streak | 0 | 33.4736 | 0 | 32.7236 | 0 | 117.4736 |
| Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -155966 | 452401 | -579354 | -748991 | -121448 | -591902 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9466,
"evaluation_days": 2366.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1564164000000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760030521638,
"expiration_time": 1766145168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 242,
"offset": 0,
"std": 3.63374
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 156,
"offset": 243
}
}
} {
"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": [
[
388301.3316147734,
411194.9786466535,
-22893.64703188,
-119139.8799276932,
208753.0725045207,
-327892.9524322138
],
[
388.301332,
411.194979,
-22.893647,
-119.13988,
208.753073,
-327.892952
],
[
0.164083,
0.173757,
-0.009674,
0,
0.04765,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-180757,
-130250,
-232966,
-262965,
-24220,
-328086
],
[
1.630382,
2.453923,
0.931283,
0.730462,
5.105151,
0.16175
],
[
61,
30,
31,
61,
30,
31
],
[
34,
15,
19,
24,
15,
9
],
[
27,
15,
12,
37,
15,
22
],
[
55.737705,
50,
61.290323,
39.344262,
50,
29.032258
],
[
1.294715,
2.453923,
0.588179,
1.126129,
5.105151,
0.395388
],
[
151709,
151709,
38555,
104392,
104392,
22244
],
[
-109815,
-79197,
-109815,
-144510,
-12345,
-144510
],
[
137,
209,
67,
137,
209,
67
],
[
88,
134,
52,
230,
330,
64
],
[
198,
284,
90,
76,
87,
68
],
[
8362,
6283,
2079,
8362,
6283,
2079
],
[
0,
33.47363,
0,
32.72363,
0,
117.47363
],
[
0,
1,
0,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-155966,
452401,
-579354,
-748991,
-121448,
-591902
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9466,
"evaluation_days": 2366.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1564164000000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760030521638,
"expiration_time": 1766145168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 242,
"offset": 0,
"std": 3.63374
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 156,
"offset": 243
}
}
}
| # | 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) |
|---|