| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 210455.4195 | 275041.8289 | -64586.4094 | -64901.0884 | 24953.3063 | -89854.3947 |
| Total P&L (%) | 210.4554 | 275.0418 | -64.5864 | -64.9011 | 24.9533 | -89.8544 |
| Avg Daily Profit (%) | 0.1482 | 0.1937 | -0.0455 | -0.0737 | 0.0157 | -0.161 |
| Buy And Hold Return (%) | 50.3704 | 50.3704 | 50.3704 | 50.3704 | 50.3704 | 50.3704 |
| Max Trade Drawdown | -182162 | -94902 | -112524 | -133679 | -39096 | -104779 |
| Profit Factor | 1.3719 | 1.7283 | 0.657 | 0.6687 | 1.306 | 0.2142 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
| Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Profitability (%) | 50 | 53.4884 | 46.5116 | 50 | 53.4884 | 46.5116 |
| Ratio Avg Win / Avg Loss | 1.3719 | 1.5029 | 0.7555 | 0.6687 | 1.1356 | 0.2463 |
| Largest Winning Trade | 159786 | 159786 | 26110 | 38985 | 38985 | 8788 |
| Largest Losing Trade | -78590 | -59291 | -78590 | -100692 | -20240 | -100692 |
| Avg Bars in Trades | 28 | 46 | 10 | 28 | 46 | 10 |
| Avg Bars in Winners | 26 | 39 | 10 | 26 | 39 | 10 |
| Avg Bars in Losers | 30 | 54 | 9 | 30 | 54 | 9 |
| Bars Traded | 2454 | 2016 | 438 | 2454 | 2016 | 438 |
| Profit Streak | 0 | 104.9266 | 0 | 0 | 104.9266 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 135759 | 405997 | -581805 | -580270 | -336083 | -581805 |
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2840,
"evaluation_days": 1420,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1647129600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759184054392,
"expiration_time": 1762827840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 49,
"na": 0.05914,
"nb": 0.56792,
"nc": 0.0739
}
}
} {
"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": [
[
210455.4195317037,
275041.8289017275,
-64586.4093700237,
-64901.0883623306,
24953.3063403331,
-89854.3947026636
],
[
210.45542,
275.041829,
-64.586409,
-64.901088,
24.953306,
-89.854395
],
[
0.148208,
0.193691,
-0.045483,
-0.073705,
0.015689,
-0.161006
],
[
50.37037,
50.37037,
50.37037,
50.37037,
50.37037,
50.37037
],
[
-182162,
-94902,
-112524,
-133679,
-39096,
-104779
],
[
1.371867,
1.728301,
0.656991,
0.668707,
1.305978,
0.214214
],
[
86,
43,
43,
86,
43,
43
],
[
43,
23,
20,
43,
23,
20
],
[
43,
20,
23,
43,
20,
23
],
[
50,
53.488372,
46.511628,
50,
53.488372,
46.511628
],
[
1.371867,
1.50287,
0.75554,
0.668707,
1.135633,
0.246346
],
[
159786,
159786,
26110,
38985,
38985,
8788
],
[
-78590,
-59291,
-78590,
-100692,
-20240,
-100692
],
[
28,
46,
10,
28,
46,
10
],
[
26,
39,
10,
26,
39,
10
],
[
30,
54,
9,
30,
54,
9
],
[
2454,
2016,
438,
2454,
2016,
438
],
[
0,
104.926555,
0,
0,
104.926555,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
135759,
405997,
-581805,
-580270,
-336083,
-581805
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2840,
"evaluation_days": 1420,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1647129600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759184054392,
"expiration_time": 1762827840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 49,
"na": 0.05914,
"nb": 0.56792,
"nc": 0.0739
}
}
}
| # | 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) |
|---|