| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -144067.0088 | 156834.9307 | -300901.9395 | 5934869.5522 | -437921.7456 | 6372791.2978 |
| Total P&L (%) | -144.067 | 156.8349 | -300.9019 | 5934.8696 | -437.9217 | 6372.7913 |
| Avg Daily Profit (%) | -0.0795 | 0.0866 | -0.1661 | 0.2265 | 0 | 0.2304 |
| Buy And Hold Return (%) | 104.9484 | 104.9484 | 104.9484 | 104.9484 | 104.9484 | 104.9484 |
| Max Trade Drawdown | -527938 | -105726 | -565955 | -4773323 | -4773323 | -1331309 |
| Profit Factor | 0.8257 | 1.6502 | 0.486 | 1.6656 | 0.937 | 4.2439 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 97 | 47 | 50 | 87 | 41 | 46 |
| Losing Trades | 19 | 11 | 8 | 29 | 17 | 12 |
| Profitability (%) | 83.6207 | 81.0345 | 86.2069 | 75 | 70.6897 | 79.3103 |
| Ratio Avg Win / Avg Loss | 0.1617 | 0.3862 | 0.0778 | 0.5552 | 0.3885 | 1.1071 |
| Largest Winning Trade | 25233 | 25233 | 21211 | 3595840 | 1216768 | 3595840 |
| Largest Losing Trade | -318356 | -70887 | -318356 | -4773323 | -4773323 | -1232216 |
| Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
| Avg Bars in Winners | 11 | 5 | 16 | 16 | 6 | 24 |
| Avg Bars in Losers | 116 | 122 | 106 | 64 | 77 | 46 |
| Bars Traded | 3284 | 1593 | 1691 | 3284 | 1593 | 1691 |
| Profit Streak | 0 | 151.8324 | 0 | 0 | 151.8324 | 0 |
| Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575673 | -263394 | -756063 | 458856 | -756461 | -161551 |
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3624,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1610755200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759780721012,
"expiration_time": 1764448704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 175,
"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": [
[
-144067.0087836125,
156834.9306823635,
-300901.9394659762,
5934869.552215655,
-437921.7456183581,
6372791.297834013
],
[
-144.067009,
156.834931,
-300.901939,
5934.869552,
-437.921746,
6372.791298
],
[
-0.079507,
0.086553,
-0.166061,
0.226533,
0,
0.230408
],
[
104.948415,
104.948415,
104.948415,
104.948415,
104.948415,
104.948415
],
[
-527938,
-105726,
-565955,
-4773323,
-4773323,
-1331309
],
[
0.825715,
1.65019,
0.485994,
1.66562,
0.937006,
4.243927
],
[
116,
58,
58,
116,
58,
58
],
[
97,
47,
50,
87,
41,
46
],
[
19,
11,
8,
29,
17,
12
],
[
83.62069,
81.034483,
86.206897,
75,
70.689655,
79.310345
],
[
0.161738,
0.386215,
0.077759,
0.555207,
0.388515,
1.107111
],
[
25233,
25233,
21211,
3595840,
1216768,
3595840
],
[
-318356,
-70887,
-318356,
-4773323,
-4773323,
-1232216
],
[
28,
27,
29,
28,
27,
29
],
[
11,
5,
16,
16,
6,
24
],
[
116,
122,
106,
64,
77,
46
],
[
3284,
1593,
1691,
3284,
1593,
1691
],
[
0,
151.832419,
0,
0,
151.832419,
0
],
[
0,
5,
0,
0,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575673,
-263394,
-756063,
458856,
-756461,
-161551
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3624,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1610755200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759780721012,
"expiration_time": 1764448704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 175,
"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) |
|---|