| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 708368.6518 | 576826.8717 | 131541.7801 | 687856.988 | 191431.0259 | 496425.9621 |
| Total P&L (%) | 708.3687 | 576.8269 | 131.5418 | 687.857 | 191.431 | 496.426 |
| Avg Daily Profit (%) | 0.3002 | 0.2444 | 0.0557 | 0.0875 | 0.0453 | 0.0757 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -179560 | -117980 | -205287 | -823592 | -745218 | -409649 |
| Profit Factor | 1.3713 | 1.594 | 1.1404 | 1.1133 | 1.0619 | 1.1666 |
| Total Trades | 702 | 351 | 351 | 702 | 351 | 351 |
| Winning Trades | 301 | 142 | 159 | 301 | 142 | 159 |
| Losing Trades | 401 | 209 | 192 | 401 | 209 | 192 |
| Profitability (%) | 42.8775 | 40.4558 | 45.2991 | 42.8775 | 40.4558 | 45.2991 |
| Ratio Avg Win / Avg Loss | 1.8269 | 2.3461 | 1.3771 | 1.4832 | 1.563 | 1.4087 |
| Largest Winning Trade | 282037 | 282037 | 46363 | 454071 | 454071 | 414835 |
| Largest Losing Trade | -34226 | -26833 | -34226 | -206636 | -181662 | -206636 |
| Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
| Avg Bars in Winners | 20 | 19 | 22 | 20 | 19 | 22 |
| Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
| Bars Traded | 9341 | 4376 | 4965 | 9341 | 4376 | 4965 |
| Profit Streak | 16.5046 | 17.5046 | 16.5046 | 16.5046 | 17.5046 | 16.5046 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 459666 | 353611 | -184226 | -169353 | -285214 | -128871 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9439,
"evaluation_days": 2359.75,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1556906400000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759450000845,
"expiration_time": 1765544472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.37798,
"nb": 0.29907,
"nc": 0.6424
}
}
} {
"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": [
[
708368.6517930493,
576826.8716500084,
131541.7801430409,
687856.987979979,
191431.0258777724,
496425.9621022075
],
[
708.368652,
576.826872,
131.54178,
687.856988,
191.431026,
496.425962
],
[
0.300188,
0.244444,
0.055744,
0.087511,
0.045339,
0.075706
],
[
10,
10,
10,
10,
10,
10
],
[
-179560,
-117980,
-205287,
-823592,
-745218,
-409649
],
[
1.371303,
1.593983,
1.140435,
1.113308,
1.061948,
1.166561
],
[
702,
351,
351,
702,
351,
351
],
[
301,
142,
159,
301,
142,
159
],
[
401,
209,
192,
401,
209,
192
],
[
42.877493,
40.45584,
45.299145,
42.877493,
40.45584,
45.299145
],
[
1.826886,
2.346073,
1.377129,
1.483178,
1.563007,
1.408677
],
[
282037,
282037,
46363,
454071,
454071,
414835
],
[
-34226,
-26833,
-34226,
-206636,
-181662,
-206636
],
[
13,
12,
14,
13,
12,
14
],
[
20,
19,
22,
20,
19,
22
],
[
7,
7,
7,
7,
7,
7
],
[
9341,
4376,
4965,
9341,
4376,
4965
],
[
16.504639,
17.504639,
16.504639,
16.504639,
17.504639,
16.504639
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
459666,
353611,
-184226,
-169353,
-285214,
-128871
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9439,
"evaluation_days": 2359.75,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1556906400000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759450000845,
"expiration_time": 1765544472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.37798,
"nb": 0.29907,
"nc": 0.6424
}
}
}
| # | 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) |
|---|