| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1478983.5936 | 1331131.876 | 147851.7176 | 1131995.3131 | -431879.3211 | 1563874.6343 |
| Total P&L (%) | 1478.9836 | 1331.1319 | 147.8517 | 1131.9953 | -431.8793 | 1563.8746 |
| Avg Daily Profit (%) | 0.629 | 0.5661 | 0.0629 | 0.1068 | 0 | 0.1196 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137666 | -89131 | -148868 | -666316 | -1236272 | -193615 |
| Profit Factor | 3.6263 | 5.6172 | 1.538 | 1.3279 | 0.8113 | 2.3451 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 42.6667 | 35.1351 | 50 | 42.6667 | 35.1351 | 50 |
| Ratio Avg Win / Avg Loss | 4.8729 | 10.3702 | 1.538 | 1.7844 | 1.4979 | 2.3451 |
| Largest Winning Trade | 1271301 | 1271301 | 64724 | 692153 | 443654 | 692153 |
| Largest Losing Trade | -60492 | -28265 | -60492 | -425863 | -425863 | -179553 |
| Avg Bars in Trades | 122 | 105 | 138 | 122 | 105 | 138 |
| Avg Bars in Winners | 193 | 183 | 200 | 193 | 183 | 200 |
| Avg Bars in Losers | 69 | 63 | 75 | 69 | 63 | 75 |
| Bars Traded | 9159 | 3908 | 5251 | 9159 | 3908 | 5251 |
| Profit Streak | 51.8761 | 0 | 76.6261 | 51.8761 | 0 | 76.6261 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -45074 | 490998 | -105752 | -112124 | -584886 | -27828 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560016800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758855697619,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 195,
"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": [
[
1478983.5935740778,
1331131.8759968374,
147851.7175772403,
1131995.313145901,
-431879.3211157932,
1563874.6342616945
],
[
1478.983594,
1331.131876,
147.851718,
1131.995313,
-431.879321,
1563.874634
],
[
0.628953,
0.566078,
0.062875,
0.106849,
0,
0.119643
],
[
10,
10,
10,
10,
10,
10
],
[
-137666,
-89131,
-148868,
-666316,
-1236272,
-193615
],
[
3.62632,
5.617167,
1.537958,
1.327936,
0.811341,
2.345071
],
[
75,
37,
38,
75,
37,
38
],
[
32,
13,
19,
32,
13,
19
],
[
43,
24,
19,
43,
24,
19
],
[
42.666667,
35.135135,
50,
42.666667,
35.135135,
50
],
[
4.872868,
10.370154,
1.537958,
1.784414,
1.497861,
2.345071
],
[
1271301,
1271301,
64724,
692153,
443654,
692153
],
[
-60492,
-28265,
-60492,
-425863,
-425863,
-179553
],
[
122,
105,
138,
122,
105,
138
],
[
193,
183,
200,
193,
183,
200
],
[
69,
63,
75,
69,
63,
75
],
[
9159,
3908,
5251,
9159,
3908,
5251
],
[
51.87613,
0,
76.62613,
51.87613,
0,
76.62613
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-45074,
490998,
-105752,
-112124,
-584886,
-27828
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560016800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758855697619,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 195,
"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) |
|---|