| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1299142.1327 | 1253740.0418 | 45402.0909 | 40830.5824 | 200637.1341 | -159806.5518 |
| Total P&L (%) | 1299.1421 | 1253.74 | 45.4021 | 40.8306 | 200.6371 | -159.8066 |
| Avg Daily Profit (%) | 0.5496 | 0.5303 | 0.0192 | 0.0145 | 0.0466 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167282 | -150732 | -121822 | -1119981 | -993303 | -633059 |
| Profit Factor | 2.4737 | 3.6381 | 1.1117 | 1.0085 | 1.0796 | 0.9304 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 62 | 24 | 38 | 62 | 24 | 38 |
| Losing Trades | 92 | 53 | 39 | 92 | 53 | 39 |
| Profitability (%) | 40.2597 | 31.1688 | 49.3506 | 40.2597 | 31.1688 | 49.3506 |
| Ratio Avg Win / Avg Loss | 3.6707 | 8.0342 | 1.141 | 1.4964 | 2.384 | 0.9549 |
| Largest Winning Trade | 1307171 | 1307171 | 62616 | 1171213 | 1171213 | 350419 |
| Largest Losing Trade | -44166 | -27011 | -44166 | -411259 | -223044 | -411259 |
| Avg Bars in Trades | 60 | 57 | 63 | 60 | 57 | 63 |
| Avg Bars in Winners | 98 | 114 | 89 | 98 | 114 | 89 |
| Avg Bars in Losers | 33 | 31 | 37 | 33 | 31 | 37 |
| Bars Traded | 9250 | 4397 | 4853 | 9250 | 4397 | 4853 |
| 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 | 459319 | -31623 | -308759 | -389830 | -311892 | -622988 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9456,
"evaluation_days": 2364,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559001600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759813635206,
"expiration_time": 1765922688000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 160,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1299142.1326887978,
1253740.0418280326,
45402.0908607653,
40830.582389423,
200637.134147174,
-159806.5517577509
],
[
1299.142133,
1253.740042,
45.402091,
40.830582,
200.637134,
-159.806552
],
[
0.549553,
0.530347,
0.019206,
0.014484,
0.046573,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-167282,
-150732,
-121822,
-1119981,
-993303,
-633059
],
[
2.473709,
3.638119,
1.111744,
1.008473,
1.079558,
0.930421
],
[
154,
77,
77,
154,
77,
77
],
[
62,
24,
38,
62,
24,
38
],
[
92,
53,
39,
92,
53,
39
],
[
40.25974,
31.168831,
49.350649,
40.25974,
31.168831,
49.350649
],
[
3.670665,
8.034179,
1.141,
1.496444,
2.384025,
0.954906
],
[
1307171,
1307171,
62616,
1171213,
1171213,
350419
],
[
-44166,
-27011,
-44166,
-411259,
-223044,
-411259
],
[
60,
57,
63,
60,
57,
63
],
[
98,
114,
89,
98,
114,
89
],
[
33,
31,
37,
33,
31,
37
],
[
9250,
4397,
4853,
9250,
4397,
4853
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
459319,
-31623,
-308759,
-389830,
-311892,
-622988
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9456,
"evaluation_days": 2364,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559001600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759813635206,
"expiration_time": 1765922688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 160,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|