| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 361841.6988 | 310892.8143 | 50948.8845 | 291015.3505 | 798354.6029 | -507339.2524 |
| Total P&L (%) | 361.8417 | 310.8928 | 50.9489 | 291.0154 | 798.3546 | -507.3393 |
| Avg Daily Profit (%) | 0.253 | 0.2174 | 0.0356 | 0.0954 | 0.1536 | 0 |
| Buy And Hold Return (%) | 28.4558 | 28.4558 | 28.4558 | 28.4558 | 28.4558 | 28.4558 |
| Max Trade Drawdown | -180682 | -113150 | -107062 | -1302843 | -547121 | -1088794 |
| Profit Factor | 1.3609 | 1.6845 | 1.0929 | 1.091 | 1.5755 | 0.7197 |
| Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
| Winning Trades | 130 | 66 | 64 | 130 | 66 | 64 |
| Losing Trades | 116 | 57 | 59 | 116 | 57 | 59 |
| Profitability (%) | 52.8455 | 53.6585 | 52.0325 | 52.8455 | 53.6585 | 52.0325 |
| Ratio Avg Win / Avg Loss | 1.2143 | 1.4548 | 1.0075 | 0.9735 | 1.3606 | 0.6634 |
| Largest Winning Trade | 78915 | 78915 | 46249 | 566579 | 566579 | 210125 |
| Largest Losing Trade | -48058 | -26693 | -48058 | -420994 | -178782 | -420994 |
| Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
| Avg Bars in Winners | 10 | 10 | 11 | 10 | 10 | 11 |
| Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
| Bars Traded | 2708 | 1336 | 1372 | 2708 | 1336 | 1372 |
| Profit Streak | 17.0902 | 17.0902 | 77.5902 | 17.0902 | 17.0902 | 77.5902 |
| Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 429934 | 394010 | -270061 | -184259 | 378121 | -578903 |
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2860,
"evaluation_days": 1430,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1642852800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760018989736,
"expiration_time": 1763717760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.29475,
"nc": 0.33917
}
}
} {
"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": [
[
361841.6988061047,
310892.8142929676,
50948.884513137,
291015.3504520943,
798354.6028648496,
-507339.2524127552
],
[
361.841699,
310.892814,
50.948885,
291.01535,
798.354603,
-507.339252
],
[
0.253036,
0.217408,
0.035629,
0.0954,
0.153642,
0
],
[
28.455791,
28.455791,
28.455791,
28.455791,
28.455791,
28.455791
],
[
-180682,
-113150,
-107062,
-1302843,
-547121,
-1088794
],
[
1.36087,
1.684484,
1.092889,
1.091026,
1.575455,
0.719657
],
[
246,
123,
123,
246,
123,
123
],
[
130,
66,
64,
130,
66,
64
],
[
116,
57,
59,
116,
57,
59
],
[
52.845528,
53.658537,
52.03252,
52.845528,
53.658537,
52.03252
],
[
1.214314,
1.454782,
1.007507,
0.973531,
1.360621,
0.663434
],
[
78915,
78915,
46249,
566579,
566579,
210125
],
[
-48058,
-26693,
-48058,
-420994,
-178782,
-420994
],
[
11,
10,
11,
11,
10,
11
],
[
10,
10,
11,
10,
10,
11
],
[
11,
10,
11,
11,
10,
11
],
[
2708,
1336,
1372,
2708,
1336,
1372
],
[
17.090159,
17.090159,
77.590159,
17.090159,
17.090159,
77.590159
],
[
3,
1,
7,
3,
1,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
429934,
394010,
-270061,
-184259,
378121,
-578903
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2860,
"evaluation_days": 1430,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1642852800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760018989736,
"expiration_time": 1763717760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.29475,
"nc": 0.33917
}
}
}
| # | 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) |
|---|