| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 317374.5461 | 290165.6349 | 27208.9112 | 23389.5839 | 102991.828 | -79602.2441 |
| Total P&L (%) | 317.3745 | 290.1656 | 27.2089 | 23.3896 | 102.9918 | -79.6022 |
| Avg Daily Profit (%) | 0.2233 | 0.2042 | 0.0191 | 0.0148 | 0.0498 | -0.1118 |
| Buy And Hold Return (%) | 31.0947 | 31.0947 | 31.0947 | 31.0947 | 31.0947 | 31.0947 |
| Max Trade Drawdown | -134231 | -81728 | -123770 | -209070 | -130787 | -165118 |
| Profit Factor | 1.3747 | 1.8293 | 1.0547 | 1.0298 | 1.3258 | 0.8297 |
| Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
| Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Profitability (%) | 52.4862 | 52.2222 | 52.7473 | 52.4862 | 52.2222 | 52.7473 |
| Ratio Avg Win / Avg Loss | 1.2445 | 1.6736 | 0.9449 | 0.9323 | 1.213 | 0.7433 |
| Largest Winning Trade | 78684 | 78684 | 38829 | 64206 | 58828 | 64206 |
| Largest Losing Trade | -73993 | -29744 | -73993 | -95101 | -51203 | -95101 |
| Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 2601 | 1294 | 1307 | 2601 | 1294 | 1307 |
| Profit Streak | 11.3271 | 0 | 18.3271 | 11.3271 | 0 | 18.3271 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 379592 | 409677 | -494146 | -526038 | -128698 | -579892 |
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2842,
"evaluation_days": 1421,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1646092800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759261859646,
"expiration_time": 1762916832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.67674
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 223,
"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": [
[
317374.5461270992,
290165.6349147125,
27208.9112123867,
23389.5838907485,
102991.8279713587,
-79602.2440806103
],
[
317.374546,
290.165635,
27.208911,
23.389584,
102.991828,
-79.602244
],
[
0.223346,
0.204198,
0.019148,
0.014792,
0.049836,
-0.111813
],
[
31.094694,
31.094694,
31.094694,
31.094694,
31.094694,
31.094694
],
[
-134231,
-81728,
-123770,
-209070,
-130787,
-165118
],
[
1.374733,
1.829309,
1.054741,
1.029849,
1.325825,
0.829724
],
[
181,
90,
91,
181,
90,
91
],
[
95,
47,
48,
95,
47,
48
],
[
86,
43,
43,
86,
43,
43
],
[
52.486188,
52.222222,
52.747253,
52.486188,
52.222222,
52.747253
],
[
1.244495,
1.673623,
0.944872,
0.932285,
1.212989,
0.743294
],
[
78684,
78684,
38829,
64206,
58828,
64206
],
[
-73993,
-29744,
-73993,
-95101,
-51203,
-95101
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
2601,
1294,
1307,
2601,
1294,
1307
],
[
11.327079,
0,
18.327079,
11.327079,
0,
18.327079
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
379592,
409677,
-494146,
-526038,
-128698,
-579892
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2842,
"evaluation_days": 1421,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1646092800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759261859646,
"expiration_time": 1762916832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.67674
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 223,
"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) |
|---|