| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1481165.5961 | 1434034.3604 | 47131.2356 | 79172.1808 | -242990.8622 | 322163.0429 |
| Total P&L (%) | 1481.1656 | 1434.0344 | 47.1312 | 79.1722 | -242.9909 | 322.163 |
| Avg Daily Profit (%) | 0.6262 | 0.6062 | 0.0199 | 0.0247 | 0 | 0.0609 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -156235 | -93540 | -147982 | -541091 | -508056 | -286833 |
| Profit Factor | 3.3582 | 5.397 | 1.1561 | 1.048 | 0.7549 | 1.49 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Profitability (%) | 40.9091 | 39.3939 | 42.4242 | 40.9091 | 39.3939 | 42.4242 |
| Ratio Avg Win / Avg Loss | 4.8507 | 8.3031 | 1.569 | 1.5138 | 1.1614 | 2.0221 |
| Largest Winning Trade | 1474421 | 1474421 | 61514 | 185974 | 166231 | 185974 |
| Largest Losing Trade | -63491 | -44595 | -63491 | -252698 | -252698 | -228356 |
| Avg Bars in Trades | 67 | 69 | 66 | 67 | 69 | 66 |
| Avg Bars in Winners | 111 | 113 | 109 | 111 | 113 | 109 |
| Avg Bars in Losers | 37 | 40 | 35 | 37 | 40 | 35 |
| Bars Traded | 4484 | 2282 | 2202 | 4484 | 2282 | 2202 |
| Profit Streak | 85.3876 | 125.8876 | 0 | 85.3876 | 125.8876 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -113653 | 576466 | -218527 | -458288 | -582694 | -112217 |
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4731,
"evaluation_days": 2365.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560168000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759915086540,
"expiration_time": 1766012976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 45,
"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": [
[
1481165.5960676782,
1434034.360433166,
47131.2356345122,
79172.1807546103,
-242990.8621739722,
322163.0429285824
],
[
1481.165596,
1434.03436,
47.131236,
79.172181,
-242.990862,
322.163043
],
[
0.626153,
0.606229,
0.019924,
0.024656,
0,
0.060903
],
[
10,
10,
10,
10,
10,
10
],
[
-156235,
-93540,
-147982,
-541091,
-508056,
-286833
],
[
3.358155,
5.39703,
1.156081,
1.048013,
0.754909,
1.489956
],
[
66,
33,
33,
66,
33,
33
],
[
27,
13,
14,
27,
13,
14
],
[
39,
20,
19,
39,
20,
19
],
[
40.909091,
39.393939,
42.424242,
40.909091,
39.393939,
42.424242
],
[
4.850668,
8.303123,
1.568967,
1.513797,
1.161399,
2.022083
],
[
1474421,
1474421,
61514,
185974,
166231,
185974
],
[
-63491,
-44595,
-63491,
-252698,
-252698,
-228356
],
[
67,
69,
66,
67,
69,
66
],
[
111,
113,
109,
111,
113,
109
],
[
37,
40,
35,
37,
40,
35
],
[
4484,
2282,
2202,
4484,
2282,
2202
],
[
85.387576,
125.887576,
0,
85.387576,
125.887576,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-113653,
576466,
-218527,
-458288,
-582694,
-112217
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4731,
"evaluation_days": 2365.5,
"actual_first_datapoint_time": 1555545600000,
"first_datapoint_time": 1560168000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759915086540,
"expiration_time": 1766012976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 45,
"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) |
|---|