| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -365458.347 | 70279.1272 | -435737.4742 | 4958859.9655 | 1649036.4751 | 3309823.4904 |
| Total P&L (%) | -365.4583 | 70.2791 | -435.7375 | 4958.86 | 1649.0365 | 3309.8235 |
| Avg Daily Profit (%) | -0.2014 | 0.0387 | -0.2401 | 0.2165 | 0.1578 | 0.1947 |
| Buy And Hold Return (%) | 752.6694 | 752.6694 | 752.6694 | 752.6694 | 752.6694 | 752.6694 |
| Max Trade Drawdown | -704453 | -65266 | -684454 | -5536904 | -1743300 | -4310331 |
| Profit Factor | 0.5978 | 1.6583 | 0.4566 | 1.6792 | 1.8794 | 1.61 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 39 | 18 | 21 | 41 | 19 | 22 |
| Losing Trades | 24 | 14 | 10 | 22 | 13 | 9 |
| Profitability (%) | 61.9048 | 56.25 | 67.7419 | 65.0794 | 59.375 | 70.9677 |
| Ratio Avg Win / Avg Loss | 0.3679 | 1.2898 | 0.2174 | 0.901 | 1.2859 | 0.6586 |
| Largest Winning Trade | 45865 | 34982 | 45865 | 1784991 | 695925 | 1784991 |
| Largest Losing Trade | -357267 | -35794 | -357267 | -4310331 | -877369 | -4310331 |
| Avg Bars in Trades | 101 | 23 | 181 | 101 | 23 | 181 |
| Avg Bars in Winners | 56 | 22 | 84 | 83 | 21 | 136 |
| Avg Bars in Losers | 174 | 24 | 384 | 134 | 25 | 291 |
| Bars Traded | 6365 | 748 | 5617 | 6365 | 748 | 5617 |
| Profit Streak | 11.8908 | 177.3908 | 0 | 11.8908 | 177.3908 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -729609 | -303272 | -578518 | -140112 | 236238 | 326566 |
{
"trading_pair": "INJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7258,
"evaluation_days": 1814.5,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1605679200000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1760001766122,
"expiration_time": 1764692784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 114,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-365458.346972639,
70279.1272356467,
-435737.4742082856,
4958859.965483853,
1649036.4750531064,
3309823.490430747
],
[
-365.458347,
70.279127,
-435.737474,
4958.859965,
1649.036475,
3309.82349
],
[
-0.20141,
0.038732,
-0.240142,
0.216477,
0.157835,
0.194692
],
[
752.669441,
752.669441,
752.669441,
752.669441,
752.669441,
752.669441
],
[
-704453,
-65266,
-684454,
-5536904,
-1743300,
-4310331
],
[
0.597818,
1.658293,
0.456639,
1.679185,
1.879388,
1.609995
],
[
63,
32,
31,
63,
32,
31
],
[
39,
18,
21,
41,
19,
22
],
[
24,
14,
10,
22,
13,
9
],
[
61.904762,
56.25,
67.741935,
65.079365,
59.375,
70.967742
],
[
0.367888,
1.289784,
0.217447,
0.901026,
1.285897,
0.658634
],
[
45865,
34982,
45865,
1784991,
695925,
1784991
],
[
-357267,
-35794,
-357267,
-4310331,
-877369,
-4310331
],
[
101,
23,
181,
101,
23,
181
],
[
56,
22,
84,
83,
21,
136
],
[
174,
24,
384,
134,
25,
291
],
[
6365,
748,
5617,
6365,
748,
5617
],
[
11.890811,
177.390812,
0,
11.890812,
177.390812,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-729609,
-303272,
-578518,
-140112,
236238,
326566
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7258,
"evaluation_days": 1814.5,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1605679200000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1760001766122,
"expiration_time": 1764692784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 114,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|