| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -224546.6246 | 102530.7052 | -327077.3298 | 1977951.6511 | -578271.6829 | 2556223.334 |
| Total P&L (%) | -224.5466 | 102.5307 | -327.0773 | 1977.9517 | -578.2717 | 2556.2233 |
| Avg Daily Profit (%) | -0.1248 | 0.057 | -0.1817 | 0.1687 | 0 | 0.1824 |
| Buy And Hold Return (%) | 870.6564 | 870.6564 | 870.6564 | 870.6564 | 870.6564 | 870.6564 |
| Max Trade Drawdown | -506105 | -51925 | -504683 | -1674694 | -1159434 | -1452483 |
| Profit Factor | 0.6938 | 1.5981 | 0.418 | 1.4933 | 0.7326 | 2.3838 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 35 | 17 | 18 | 33 | 15 | 18 |
| Losing Trades | 24 | 13 | 11 | 26 | 15 | 11 |
| Profitability (%) | 59.322 | 56.6667 | 62.069 | 55.9322 | 50 | 62.069 |
| Ratio Avg Win / Avg Loss | 0.4758 | 1.2221 | 0.2554 | 1.1766 | 0.7326 | 1.4568 |
| Largest Winning Trade | 49283 | 45636 | 49283 | 2802318 | 448185 | 2802318 |
| Largest Losing Trade | -295837 | -39893 | -295837 | -1231264 | -999405 | -1231264 |
| Avg Bars in Trades | 107 | 82 | 132 | 107 | 82 | 132 |
| Avg Bars in Winners | 73 | 43 | 101 | 92 | 42 | 134 |
| Avg Bars in Losers | 157 | 134 | 183 | 125 | 123 | 129 |
| Bars Traded | 6339 | 2489 | 3850 | 6339 | 2489 | 3850 |
| Profit Streak | 75.9803 | 139.9803 | 75.9803 | 75.9803 | 139.9803 | 75.9803 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -757697 | -278551 | -578710 | -173400 | -579474 | 367785 |
{
"trading_pair": "INJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7199,
"evaluation_days": 1799.75,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1606003200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758994293788,
"expiration_time": 1763380152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 114,
"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": [
[
-224546.6245919575,
102530.7052167254,
-327077.3298086828,
1977951.6511099597,
-578271.6829218519,
2556223.334031811
],
[
-224.546625,
102.530705,
-327.07733,
1977.951651,
-578.271683,
2556.223334
],
[
-0.124765,
0.056969,
-0.181735,
0.168719,
0,
0.182385
],
[
870.656371,
870.656371,
870.656371,
870.656371,
870.656371,
870.656371
],
[
-506105,
-51925,
-504683,
-1674694,
-1159434,
-1452483
],
[
0.693814,
1.598118,
0.417955,
1.493313,
0.73257,
2.383838
],
[
59,
30,
29,
59,
30,
29
],
[
35,
17,
18,
33,
15,
18
],
[
24,
13,
11,
26,
15,
11
],
[
59.322034,
56.666667,
62.068966,
55.932203,
50,
62.068966
],
[
0.475758,
1.22209,
0.255417,
1.17655,
0.73257,
1.45679
],
[
49283,
45636,
49283,
2802318,
448185,
2802318
],
[
-295837,
-39893,
-295837,
-1231264,
-999405,
-1231264
],
[
107,
82,
132,
107,
82,
132
],
[
73,
43,
101,
92,
42,
134
],
[
157,
134,
183,
125,
123,
129
],
[
6339,
2489,
3850,
6339,
2489,
3850
],
[
75.980252,
139.980252,
75.980252,
75.980252,
139.980252,
75.980252
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-757697,
-278551,
-578710,
-173400,
-579474,
367785
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7199,
"evaluation_days": 1799.75,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1606003200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758994293788,
"expiration_time": 1763380152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 114,
"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) |
|---|