| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1318602.0091 | 1312467.1443 | 6134.8649 | -47251.7073 | -62967.5423 | 15715.835 |
| Total P&L (%) | 1318.602 | 1312.4671 | 6.1349 | -47.2517 | -62.9675 | 15.7158 |
| Avg Daily Profit (%) | 0.557 | 0.5544 | 0.0026 | -0.027 | -0.042 | 0.0062 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -207997 | -71781 | -160407 | -108700 | -81589 | -69746 |
| Profit Factor | 3.0346 | 5.9866 | 1.0159 | 0.888 | 0.6636 | 1.067 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 45.2055 | 43.2432 | 47.2222 | 45.2055 | 43.2432 | 47.2222 |
| Ratio Avg Win / Avg Loss | 3.6783 | 7.8574 | 1.1355 | 1.0763 | 0.871 | 1.1925 |
| Largest Winning Trade | 1313568 | 1313568 | 66043 | 59654 | 42679 | 59654 |
| Largest Losing Trade | -90783 | -30507 | -90783 | -50511 | -21743 | -50511 |
| Avg Bars in Trades | 60 | 47 | 73 | 60 | 47 | 73 |
| Avg Bars in Winners | 90 | 69 | 109 | 90 | 69 | 109 |
| Avg Bars in Losers | 35 | 29 | 42 | 35 | 29 | 42 |
| Bars Traded | 4404 | 1742 | 2662 | 4404 | 1742 | 2662 |
| Profit Streak | 53.1803 | 53.1803 | 56.1803 | 53.1803 | 53.1803 | 56.1803 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -59784 | 646141 | -558224 | -655781 | -582414 | -341269 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4735,
"evaluation_days": 2367.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561161600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760069974291,
"expiration_time": 1766190960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1318602.0091028055,
1312467.1442507084,
6134.8648520976,
-47251.7073431863,
-62967.5423440436,
15715.8350008573
],
[
1318.602009,
1312.467144,
6.134865,
-47.251707,
-62.967542,
15.715835
],
[
0.55696,
0.554368,
0.002591,
-0.027014,
-0.04195,
0.006166
],
[
10,
10,
10,
10,
10,
10
],
[
-207997,
-71781,
-160407,
-108700,
-81589,
-69746
],
[
3.03456,
5.986558,
1.015939,
0.887971,
0.663602,
1.06699
],
[
73,
37,
36,
73,
37,
36
],
[
33,
16,
17,
33,
16,
17
],
[
40,
21,
19,
40,
21,
19
],
[
45.205479,
43.243243,
47.222222,
45.205479,
43.243243,
47.222222
],
[
3.678254,
7.857358,
1.135461,
1.076329,
0.870978,
1.192518
],
[
1313568,
1313568,
66043,
59654,
42679,
59654
],
[
-90783,
-30507,
-90783,
-50511,
-21743,
-50511
],
[
60,
47,
73,
60,
47,
73
],
[
90,
69,
109,
90,
69,
109
],
[
35,
29,
42,
35,
29,
42
],
[
4404,
1742,
2662,
4404,
1742,
2662
],
[
53.180258,
53.180258,
56.180258,
53.180258,
53.180258,
56.180258
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-59784,
646141,
-558224,
-655781,
-582414,
-341269
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4735,
"evaluation_days": 2367.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1561161600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760069974291,
"expiration_time": 1766190960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|