| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 234647.265 | 121786.8516 | 112860.4133 | 409154.5712 | 210407.3989 | 198747.1723 |
| Total P&L (%) | 234.6473 | 121.7869 | 112.8604 | 409.1546 | 210.4074 | 198.7472 |
| Avg Daily Profit (%) | 0.4505 | 0.2338 | 0.2167 | 0.313 | 0.2177 | 0.2104 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -139954 | -81521 | -84644 | -132737 | -114754 | -61754 |
| Profit Factor | 1.441 | 1.4687 | 1.4145 | 1.7053 | 1.7187 | 1.6916 |
| Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
| Winning Trades | 120 | 61 | 59 | 120 | 61 | 59 |
| Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
| Profitability (%) | 58.2524 | 59.2233 | 57.2816 | 58.2524 | 59.2233 | 57.2816 |
| Ratio Avg Win / Avg Loss | 1.0327 | 1.0113 | 1.0549 | 1.2221 | 1.1833 | 1.2615 |
| Largest Winning Trade | 27391 | 26063 | 27391 | 61593 | 61593 | 46821 |
| Largest Losing Trade | -23593 | -23593 | -23147 | -69079 | -69079 | -39830 |
| Avg Bars in Trades | 120 | 125 | 115 | 120 | 125 | 115 |
| Avg Bars in Winners | 122 | 126 | 119 | 122 | 126 | 119 |
| Avg Bars in Losers | 117 | 123 | 111 | 117 | 123 | 111 |
| Bars Traded | 24840 | 12912 | 11928 | 24840 | 12912 | 11928 |
| Profit Streak | 0 | 5.5545 | 0 | 0 | 5.5545 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 442329 | 362798 | 311127 | 442310 | 394962 | 356359 |
{
"trading_pair": "INJ_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714321800000,
"first_datapoint_time": 1714597200000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759321106959,
"expiration_time": 1765800000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 159,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 154,
"offset": 79,
"scalar": 4
}
}
} {
"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": [
[
234647.2649607983,
121786.8516379893,
112860.413322809,
409154.5711710161,
210407.3989202682,
198747.1722507479
],
[
234.647265,
121.786852,
112.860413,
409.154571,
210.407399,
198.747172
],
[
0.450526,
0.233832,
0.216693,
0.312986,
0.217719,
0.210352
],
[
10,
10,
10,
10,
10,
10
],
[
-139954,
-81521,
-84644,
-132737,
-114754,
-61754
],
[
1.440961,
1.468736,
1.414459,
1.70525,
1.71865,
1.691599
],
[
206,
103,
103,
206,
103,
103
],
[
120,
61,
59,
120,
61,
59
],
[
86,
42,
44,
86,
42,
44
],
[
58.252427,
59.223301,
57.281553,
58.252427,
59.223301,
57.281553
],
[
1.032688,
1.011261,
1.054851,
1.222096,
1.183333,
1.261531
],
[
27391,
26063,
27391,
61593,
61593,
46821
],
[
-23593,
-23593,
-23147,
-69079,
-69079,
-39830
],
[
120,
125,
115,
120,
125,
115
],
[
122,
126,
119,
122,
126,
119
],
[
117,
123,
111,
117,
123,
111
],
[
24840,
12912,
11928,
24840,
12912,
11928
],
[
0,
5.554479,
0,
0,
5.554479,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
442329,
362798,
311127,
442310,
394962,
356359
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714321800000,
"first_datapoint_time": 1714597200000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759321106959,
"expiration_time": 1765800000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 159,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 154,
"offset": 79,
"scalar": 4
}
}
}
| # | 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) |
|---|