| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 291634.3266 | 229934.8461 | 61699.4805 | 60181.5606 | 83644.9953 | -23463.4347 |
| Total P&L (%) | 291.6343 | 229.9348 | 61.6995 | 60.1816 | 83.645 | -23.4634 |
| Avg Daily Profit (%) | 0.2044 | 0.1611 | 0.0432 | 0.033 | 0.0426 | -0.0187 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87434 | -60479 | -55521 | -244755 | -193269 | -136052 |
| Profit Factor | 1.5028 | 1.5912 | 1.3228 | 1.055 | 1.1153 | 0.9363 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
| Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Profitability (%) | 55.8559 | 54.5455 | 57.1429 | 55.8559 | 54.5455 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.1877 | 1.326 | 0.9921 | 0.8338 | 0.9295 | 0.7022 |
| Largest Winning Trade | 114127 | 114127 | 20296 | 192031 | 192031 | 29323 |
| Largest Losing Trade | -58836 | -58836 | -27410 | -103220 | -103220 | -60538 |
| Avg Bars in Trades | 74 | 112 | 36 | 74 | 112 | 36 |
| Avg Bars in Winners | 78 | 111 | 46 | 78 | 111 | 46 |
| Avg Bars in Losers | 68 | 113 | 22 | 68 | 113 | 22 |
| Bars Traded | 8214 | 6177 | 2037 | 8214 | 6177 | 2037 |
| Profit Streak | 83.9876 | 86.321 | 83.9876 | 83.9876 | 86.321 | 83.9876 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395889 | -169755 | -315725 | -309062 | -410218 | -759349 |
{
"trading_pair": "ENS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8562,
"evaluation_days": 1427,
"actual_first_datapoint_time": 1636516800000,
"first_datapoint_time": 1639339200000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759808532076,
"expiration_time": 1763493984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 152,
"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": [
[
291634.3266176399,
229934.8461007633,
61699.4805168765,
60181.5605810599,
83644.9953088518,
-23463.434727792
],
[
291.634327,
229.934846,
61.699481,
60.181561,
83.644995,
-23.463435
],
[
0.204369,
0.161132,
0.043237,
0.033021,
0.042604,
-0.018737
],
[
10,
10,
10,
10,
10,
10
],
[
-87434,
-60479,
-55521,
-244755,
-193269,
-136052
],
[
1.502758,
1.591211,
1.322786,
1.055044,
1.115349,
0.936274
],
[
111,
55,
56,
111,
55,
56
],
[
62,
30,
32,
62,
30,
32
],
[
49,
25,
24,
49,
25,
24
],
[
55.855856,
54.545455,
57.142857,
55.855856,
54.545455,
57.142857
],
[
1.187664,
1.326009,
0.992089,
0.833825,
0.929457,
0.702206
],
[
114127,
114127,
20296,
192031,
192031,
29323
],
[
-58836,
-58836,
-27410,
-103220,
-103220,
-60538
],
[
74,
112,
36,
74,
112,
36
],
[
78,
111,
46,
78,
111,
46
],
[
68,
113,
22,
68,
113,
22
],
[
8214,
6177,
2037,
8214,
6177,
2037
],
[
83.98764,
86.320973,
83.98764,
83.98764,
86.320973,
83.98764
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395889,
-169755,
-315725,
-309062,
-410218,
-759349
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8562,
"evaluation_days": 1427,
"actual_first_datapoint_time": 1636516800000,
"first_datapoint_time": 1639339200000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759808532076,
"expiration_time": 1763493984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 152,
"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) |
|---|