| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 438039.0549 | 415049.6659 | 22989.3889 | -49681.6624 | 217141.2528 | -266822.9153 |
| Total P&L (%) | 438.0391 | 415.0497 | 22.9894 | -49.6817 | 217.1413 | -266.8229 |
| Avg Daily Profit (%) | 0.1851 | 0.1754 | 0.0097 | -0.029 | 0.0488 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115277 | -125558 | -202896 | -266417 | -91284 | -388751 |
| Profit Factor | 1.2974 | 1.549 | 1.0321 | 0.957 | 1.4544 | 0.6066 |
| Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
| Winning Trades | 147 | 69 | 78 | 147 | 69 | 78 |
| Losing Trades | 189 | 99 | 90 | 189 | 99 | 90 |
| Profitability (%) | 43.75 | 41.0714 | 46.4286 | 43.75 | 41.0714 | 46.4286 |
| Ratio Avg Win / Avg Loss | 1.668 | 2.2225 | 1.1908 | 1.2305 | 2.0867 | 0.6999 |
| Largest Winning Trade | 185120 | 185120 | 38687 | 157512 | 157512 | 27671 |
| Largest Losing Trade | -66556 | -33980 | -66556 | -179325 | -27414 | -179325 |
| Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
| Avg Bars in Winners | 18 | 19 | 18 | 18 | 19 | 18 |
| Avg Bars in Losers | 9 | 11 | 8 | 9 | 11 | 8 |
| Bars Traded | 4606 | 2458 | 2148 | 4606 | 2458 | 2148 |
| Profit Streak | 18.4947 | 0 | 21.4947 | 18.4947 | 0 | 21.4947 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 318210 | 261278 | -370244 | -578945 | -128479 | -581014 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4732,
"evaluation_days": 2366,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559736000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759967541881,
"expiration_time": 1766057472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 4,
"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": [
[
438039.0548523891,
415049.6659074635,
22989.3889449253,
-49681.6624228358,
217141.2528439261,
-266822.9152667618
],
[
438.039055,
415.049666,
22.989389,
-49.681662,
217.141253,
-266.822915
],
[
0.185139,
0.175423,
0.009717,
-0.029024,
0.048794,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-115277,
-125558,
-202896,
-266417,
-91284,
-388751
],
[
1.297359,
1.549011,
1.032059,
0.957029,
1.454379,
0.606616
],
[
336,
168,
168,
336,
168,
168
],
[
147,
69,
78,
147,
69,
78
],
[
189,
99,
90,
189,
99,
90
],
[
43.75,
41.071429,
46.428571,
43.75,
41.071429,
46.428571
],
[
1.668033,
2.222494,
1.190837,
1.230466,
2.086717,
0.699942
],
[
185120,
185120,
38687,
157512,
157512,
27671
],
[
-66556,
-33980,
-66556,
-179325,
-27414,
-179325
],
[
13,
14,
12,
13,
14,
12
],
[
18,
19,
18,
18,
19,
18
],
[
9,
11,
8,
9,
11,
8
],
[
4606,
2458,
2148,
4606,
2458,
2148
],
[
18.494698,
0,
21.494698,
18.494698,
0,
21.494698
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
318210,
261278,
-370244,
-578945,
-128479,
-581014
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4732,
"evaluation_days": 2366,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1559736000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759967541881,
"expiration_time": 1766057472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 4,
"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) |
|---|