| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 316518.4752 | 386130.9105 | -69612.4353 | -81473.604 | 586389.6572 | -667863.2613 |
| Total P&L (%) | 316.5185 | 386.1309 | -69.6124 | -81.4736 | 586.3897 | -667.8633 |
| Avg Daily Profit (%) | 0.1337 | 0.1631 | -0.0294 | -0.0712 | 0.0814 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -127754 | -137336 | -174627 | -650688 | -221837 | -749769 |
| Profit Factor | 1.4237 | 1.9538 | 0.7966 | 0.94 | 2.3796 | 0.2836 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Profitability (%) | 58.0247 | 57.5 | 58.5366 | 58.0247 | 57.5 | 58.5366 |
| Ratio Avg Win / Avg Loss | 1.0299 | 1.4441 | 0.5642 | 0.68 | 1.7588 | 0.2009 |
| Largest Winning Trade | 170611 | 170611 | 24169 | 348906 | 348906 | 47743 |
| Largest Losing Trade | -69430 | -69430 | -67334 | -262144 | -110151 | -262144 |
| Avg Bars in Trades | 51 | 70 | 33 | 51 | 70 | 33 |
| Avg Bars in Winners | 38 | 40 | 36 | 38 | 40 | 36 |
| Avg Bars in Losers | 69 | 110 | 29 | 69 | 110 | 29 |
| Bars Traded | 4167 | 2807 | 1360 | 4167 | 2807 | 1360 |
| Profit Streak | 146.6802 | 146.6802 | 326.1802 | 146.6802 | 146.6802 | 326.1802 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -27255 | 427255 | -578270 | -594324 | -77366 | -578270 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4735,
"evaluation_days": 2367.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561896000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760069973069,
"expiration_time": 1766190960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 28,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 148,
"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": [
[
316518.4751720291,
386130.9104818922,
-69612.4353098629,
-81473.6040333579,
586389.6572441787,
-667863.2612775364
],
[
316.518475,
386.13091,
-69.612435,
-81.473604,
586.389657,
-667.863261
],
[
0.133693,
0.163096,
-0.029403,
-0.071188,
0.081396,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-127754,
-137336,
-174627,
-650688,
-221837,
-749769
],
[
1.423706,
1.953755,
0.796556,
0.939976,
2.379568,
0.283638
],
[
81,
40,
41,
81,
40,
41
],
[
47,
23,
24,
47,
23,
24
],
[
34,
17,
17,
34,
17,
17
],
[
58.024691,
57.5,
58.536585,
58.024691,
57.5,
58.536585
],
[
1.029915,
1.44408,
0.564227,
0.679983,
1.758811,
0.20091
],
[
170611,
170611,
24169,
348906,
348906,
47743
],
[
-69430,
-69430,
-67334,
-262144,
-110151,
-262144
],
[
51,
70,
33,
51,
70,
33
],
[
38,
40,
36,
38,
40,
36
],
[
69,
110,
29,
69,
110,
29
],
[
4167,
2807,
1360,
4167,
2807,
1360
],
[
146.680244,
146.680244,
326.180244,
146.680244,
146.680244,
326.180244
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-27255,
427255,
-578270,
-594324,
-77366,
-578270
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4735,
"evaluation_days": 2367.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561896000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760069973069,
"expiration_time": 1766190960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 28,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 148,
"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) |
|---|