| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1528463.8822 | 1444819.1006 | 83644.7816 | 194523.2027 | -341388.7013 | 535911.904 |
| Total P&L (%) | 1528.4639 | 1444.8191 | 83.6448 | 194.5232 | -341.3887 | 535.9119 |
| Avg Daily Profit (%) | 0.65 | 0.6144 | 0.0356 | 0.0459 | 0 | 0.0787 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -173399 | -118252 | -139567 | -688937 | -841478 | -186107 |
| Profit Factor | 3.5687 | 5.7497 | 1.2876 | 1.1074 | 0.7001 | 1.7967 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
| Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
| Profitability (%) | 45.5882 | 32.3529 | 58.8235 | 45.5882 | 32.3529 | 58.8235 |
| Ratio Avg Win / Avg Loss | 4.2594 | 12.022 | 0.9013 | 1.3217 | 1.4639 | 1.2577 |
| Largest Winning Trade | 1452073 | 1452073 | 65788 | 316984 | 271300 | 316984 |
| Largest Losing Trade | -75076 | -30933 | -75076 | -210990 | -210990 | -150960 |
| Avg Bars in Trades | 134 | 113 | 155 | 134 | 113 | 155 |
| Avg Bars in Winners | 200 | 191 | 205 | 200 | 191 | 205 |
| Avg Bars in Losers | 79 | 76 | 85 | 79 | 76 | 85 |
| Bars Traded | 9169 | 3873 | 5296 | 9169 | 3873 | 5296 |
| Profit Streak | 0 | 0 | 75.7254 | 0 | 0 | 75.7254 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -96864 | 469604 | -145352 | -349415 | -585991 | -83476 |
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559736000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758929078564,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 173,
"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": [
[
1528463.8822364237,
1444819.1006079873,
83644.7816284356,
194523.2026648314,
-341388.7012958003,
535911.9039606318
],
[
1528.463882,
1444.819101,
83.644782,
194.523203,
-341.388701,
535.911904
],
[
0.649995,
0.614424,
0.035571,
0.045947,
0,
0.078699
],
[
10,
10,
10,
10,
10,
10
],
[
-173399,
-118252,
-139567,
-688937,
-841478,
-186107
],
[
3.56872,
5.749661,
1.287602,
1.107408,
0.700115,
1.796699
],
[
68,
34,
34,
68,
34,
34
],
[
31,
11,
20,
31,
11,
20
],
[
37,
23,
14,
37,
23,
14
],
[
45.588235,
32.352941,
58.823529,
45.588235,
32.352941,
58.823529
],
[
4.259441,
12.022019,
0.901321,
1.321745,
1.463878,
1.257689
],
[
1452073,
1452073,
65788,
316984,
271300,
316984
],
[
-75076,
-30933,
-75076,
-210990,
-210990,
-150960
],
[
134,
113,
155,
134,
113,
155
],
[
200,
191,
205,
200,
191,
205
],
[
79,
76,
85,
79,
76,
85
],
[
9169,
3873,
5296,
9169,
3873,
5296
],
[
0,
0,
75.725446,
0,
0,
75.725446
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-96864,
469604,
-145352,
-349415,
-585991,
-83476
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9406,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559736000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758929078564,
"expiration_time": 1764810288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 173,
"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) |
|---|