| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 739382.4862 | 608018.0892 | 131364.397 | 969509.463 | -792200.5273 | 1761709.9903 |
| Total P&L (%) | 739.3825 | 608.0181 | 131.3644 | 969.5095 | -792.2005 | 1761.71 |
| Avg Daily Profit (%) | 0.3126 | 0.2571 | 0.0555 | 0.1003 | 0 | 0.1237 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104552 | -89595 | -133271 | -1441497 | -1750150 | -219581 |
| Profit Factor | 2.4015 | 3.227 | 1.516 | 1.2625 | 0.7377 | 3.6135 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
| Profitability (%) | 61.9718 | 57.1429 | 66.6667 | 61.9718 | 57.1429 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.4736 | 2.4203 | 0.758 | 0.7747 | 0.5533 | 1.8068 |
| Largest Winning Trade | 208244 | 208244 | 54161 | 743255 | 743255 | 621503 |
| Largest Losing Trade | -79807 | -57540 | -79807 | -1083237 | -1083237 | -219581 |
| Avg Bars in Trades | 61 | 83 | 39 | 61 | 83 | 39 |
| Avg Bars in Winners | 53 | 65 | 43 | 53 | 65 | 43 |
| Avg Bars in Losers | 74 | 108 | 30 | 74 | 108 | 30 |
| Bars Traded | 4337 | 2933 | 1404 | 4337 | 2933 | 1404 |
| Profit Streak | 38.7567 | 38.7567 | 325.2567 | 38.7567 | 38.7567 | 325.2567 |
| Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -75553 | 581628 | -115464 | -148548 | -579315 | -17112 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4730,
"evaluation_days": 2365,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1562457600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759860575335,
"expiration_time": 1765968480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 11,
"offset": 41
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 161,
"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": [
[
739382.4861547922,
608018.0891861698,
131364.3969686223,
969509.4630345376,
-792200.527315245,
1761709.9903497826
],
[
739.382486,
608.018089,
131.364397,
969.509463,
-792.200527,
1761.70999
],
[
0.312635,
0.25709,
0.055545,
0.100253,
0,
0.123716
],
[
10,
10,
10,
10,
10,
10
],
[
-104552,
-89595,
-133271,
-1441497,
-1750150,
-219581
],
[
2.401462,
3.227031,
1.51604,
1.262456,
0.737675,
3.613532
],
[
71,
35,
36,
71,
35,
36
],
[
44,
20,
24,
44,
20,
24
],
[
27,
15,
12,
27,
15,
12
],
[
61.971831,
57.142857,
66.666667,
61.971831,
57.142857,
66.666667
],
[
1.473624,
2.420273,
0.75802,
0.774689,
0.553256,
1.806766
],
[
208244,
208244,
54161,
743255,
743255,
621503
],
[
-79807,
-57540,
-79807,
-1083237,
-1083237,
-219581
],
[
61,
83,
39,
61,
83,
39
],
[
53,
65,
43,
53,
65,
43
],
[
74,
108,
30,
74,
108,
30
],
[
4337,
2933,
1404,
4337,
2933,
1404
],
[
38.756659,
38.756659,
325.256659,
38.756659,
38.756659,
325.256659
],
[
3,
1,
5,
3,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-75553,
581628,
-115464,
-148548,
-579315,
-17112
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4730,
"evaluation_days": 2365,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1562457600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759860575335,
"expiration_time": 1765968480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 11,
"offset": 41
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 161,
"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) |
|---|