| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1077035.3922 | 1129405.0631 | -52369.6709 | 322667.3469 | 2244814.4242 | -1922147.0773 |
| Total P&L (%) | 1077.0354 | 1129.4051 | -52.3697 | 322.6673 | 2244.8144 | -1922.1471 |
| Avg Daily Profit (%) | 0.5927 | 0.6215 | -0.0288 | 0.0794 | 0.1738 | 0 |
| Buy And Hold Return (%) | 516.3339 | 516.3339 | 516.3339 | 516.3339 | 516.3339 | 516.3339 |
| Max Trade Drawdown | -187232 | -117750 | -139653 | -3874405 | -2370266 | -2171944 |
| Profit Factor | 2.804 | 4.829 | 0.8266 | 1.0434 | 1.6142 | 0.4908 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Profitability (%) | 37.0787 | 40 | 34.0909 | 37.0787 | 40 | 34.0909 |
| Ratio Avg Win / Avg Loss | 4.7582 | 7.2434 | 1.5982 | 1.7707 | 2.4213 | 0.9489 |
| Largest Winning Trade | 778103 | 778103 | 64144 | 3314420 | 3314420 | 552781 |
| Largest Losing Trade | -41803 | -41803 | -40342 | -955163 | -770329 | -955163 |
| Avg Bars in Trades | 78 | 81 | 75 | 78 | 81 | 75 |
| Avg Bars in Winners | 127 | 115 | 143 | 127 | 115 | 143 |
| Avg Bars in Losers | 49 | 59 | 40 | 49 | 59 | 40 |
| Bars Traded | 7006 | 3674 | 3332 | 7006 | 3674 | 3332 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 203119 | 354491 | -584128 | -429215 | 184788 | -586906 |
{
"trading_pair": "INJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7269,
"evaluation_days": 1817.25,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1606975200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760243789365,
"expiration_time": 1764937512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 12,
"offset": 173,
"poles": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 39,
"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": [
[
1077035.3921759936,
1129405.0630615018,
-52369.6708855077,
322667.3468884077,
2244814.424165043,
-1922147.0772766352
],
[
1077.035392,
1129.405063,
-52.369671,
322.667347,
2244.814424,
-1922.147077
],
[
0.592673,
0.621491,
-0.028818,
0.07935,
0.173753,
0
],
[
516.333938,
516.333938,
516.333938,
516.333938,
516.333938,
516.333938
],
[
-187232,
-117750,
-139653,
-3874405,
-2370266,
-2171944
],
[
2.803952,
4.828956,
0.826635,
1.043429,
1.614227,
0.490836
],
[
89,
45,
44,
89,
45,
44
],
[
33,
18,
15,
33,
18,
15
],
[
56,
27,
29,
56,
27,
29
],
[
37.078652,
40,
34.090909,
37.078652,
40,
34.090909
],
[
4.758222,
7.243433,
1.598161,
1.770667,
2.42134,
0.948949
],
[
778103,
778103,
64144,
3314420,
3314420,
552781
],
[
-41803,
-41803,
-40342,
-955163,
-770329,
-955163
],
[
78,
81,
75,
78,
81,
75
],
[
127,
115,
143,
127,
115,
143
],
[
49,
59,
40,
49,
59,
40
],
[
7006,
3674,
3332,
7006,
3674,
3332
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
203119,
354491,
-584128,
-429215,
184788,
-586906
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7269,
"evaluation_days": 1817.25,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1606975200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760243789365,
"expiration_time": 1764937512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 12,
"offset": 173,
"poles": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 39,
"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) |
|---|