| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -54603.2437 | 154193.963 | -208797.2067 | 1175759.2653 | -670636.8915 | 1846396.1569 |
| Total P&L (%) | -54.6032 | 154.194 | -208.7972 | 1175.7593 | -670.6369 | 1846.3962 |
| Avg Daily Profit (%) | -0.0302 | 0.0852 | -0.1153 | 0.1407 | 0 | 0.1641 |
| Buy And Hold Return (%) | 200 | 200 | 200 | 200 | 200 | 200 |
| Max Trade Drawdown | -312436 | -93597 | -420792 | -866565 | -903404 | -461106 |
| Profit Factor | 0.9257 | 1.7003 | 0.594 | 1.5064 | 0.577 | 3.5087 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 40 | 19 | 21 | 36 | 16 | 20 |
| Losing Trades | 30 | 16 | 14 | 34 | 19 | 15 |
| Profitability (%) | 57.1429 | 54.2857 | 60 | 51.4286 | 45.7143 | 57.1429 |
| Ratio Avg Win / Avg Loss | 0.6942 | 1.4319 | 0.396 | 1.4228 | 0.6852 | 2.6315 |
| Largest Winning Trade | 88415 | 88415 | 45866 | 1355111 | 463878 | 1355111 |
| Largest Losing Trade | -222130 | -63159 | -222130 | -632462 | -632462 | -377743 |
| Avg Bars in Trades | 46 | 43 | 49 | 46 | 43 | 49 |
| Avg Bars in Winners | 27 | 21 | 34 | 31 | 18 | 42 |
| Avg Bars in Losers | 70 | 69 | 72 | 61 | 64 | 57 |
| Bars Traded | 3236 | 1513 | 1723 | 3236 | 1513 | 1723 |
| Profit Streak | 55.9839 | 68.4839 | 55.9839 | 55.9839 | 68.4839 | 55.9839 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -677370 | -241402 | -578929 | -101484 | -581485 | 572764 |
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3621,
"evaluation_days": 1810.5,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1609761600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759664204778,
"expiration_time": 1764315216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 151
}
}
} {
"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": [
[
-54603.2437027514,
154193.9630276134,
-208797.2067303647,
1175759.2653442542,
-670636.891538502,
1846396.1568827555
],
[
-54.603244,
154.193963,
-208.797207,
1175.759265,
-670.636892,
1846.396157
],
[
-0.030159,
0.085167,
-0.115326,
0.14073,
0,
0.164098
],
[
200,
200,
200,
200,
200,
200
],
[
-312436,
-93597,
-420792,
-866565,
-903404,
-461106
],
[
0.925653,
1.700349,
0.593993,
1.506449,
0.57704,
3.508718
],
[
70,
35,
35,
70,
35,
35
],
[
40,
19,
21,
36,
16,
20
],
[
30,
16,
14,
34,
19,
15
],
[
57.142857,
54.285714,
60,
51.428571,
45.714286,
57.142857
],
[
0.69424,
1.431873,
0.395995,
1.422758,
0.685235,
2.631539
],
[
88415,
88415,
45866,
1355111,
463878,
1355111
],
[
-222130,
-63159,
-222130,
-632462,
-632462,
-377743
],
[
46,
43,
49,
46,
43,
49
],
[
27,
21,
34,
31,
18,
42
],
[
70,
69,
72,
61,
64,
57
],
[
3236,
1513,
1723,
3236,
1513,
1723
],
[
55.983851,
68.483852,
55.983852,
55.983852,
68.483852,
55.983852
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-677370,
-241402,
-578929,
-101484,
-581485,
572764
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3621,
"evaluation_days": 1810.5,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1609761600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759664204778,
"expiration_time": 1764315216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 151
}
}
}
| # | 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) |
|---|