| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 243403.7871 | 278840.9603 | -35437.1732 | 26641.2225 | 1228047.0786 | -1201405.856 |
| Total P&L (%) | 243.4038 | 278.841 | -35.4372 | 26.6412 | 1228.0471 | -1201.4059 |
| Avg Daily Profit (%) | 0.1913 | 0.2192 | -0.0279 | 0.0186 | 0.2035 | 0 |
| Buy And Hold Return (%) | 126.7075 | 126.7075 | 126.7075 | 126.7075 | 126.7075 | 126.7075 |
| Max Trade Drawdown | -258181 | -122401 | -140213 | -2506521 | -1048830 | -1556337 |
| Profit Factor | 1.2253 | 1.5438 | 0.9375 | 1.0039 | 1.4457 | 0.7016 |
| Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
| Winning Trades | 113 | 59 | 54 | 113 | 59 | 54 |
| Losing Trades | 130 | 63 | 67 | 130 | 63 | 67 |
| Profitability (%) | 46.5021 | 48.3607 | 44.6281 | 46.5021 | 48.3607 | 44.6281 |
| Ratio Avg Win / Avg Loss | 1.4097 | 1.6485 | 1.1633 | 1.155 | 1.5437 | 0.8706 |
| Largest Winning Trade | 77186 | 77186 | 40872 | 485528 | 478424 | 485528 |
| Largest Losing Trade | -46232 | -29532 | -46232 | -632295 | -245805 | -632295 |
| Avg Bars in Trades | 61 | 64 | 59 | 61 | 64 | 59 |
| Avg Bars in Winners | 79 | 81 | 78 | 79 | 81 | 78 |
| Avg Bars in Losers | 46 | 47 | 45 | 46 | 47 | 45 |
| Bars Traded | 15055 | 7814 | 7241 | 15055 | 7814 | 7241 |
| 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 | -329 | 145850 | -581433 | -550120 | 334266 | -583099 |
{
"trading_pair": "INJ_USDT",
"interval": "2h",
"packets": 15265,
"actual_packets": 15265,
"evaluation_days": 1272.08,
"actual_first_datapoint_time": 1648821600000,
"first_datapoint_time": 1649880000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759021528102,
"expiration_time": 1762679088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 119,
"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": [
[
243403.787089954,
278840.9603091318,
-35437.1732191775,
26641.222533567,
1228047.0785618338,
-1201405.856028266
],
[
243.403787,
278.84096,
-35.437173,
26.641223,
1228.047079,
-1201.405856
],
[
0.191343,
0.219201,
-0.027858,
0.018569,
0.203519,
0
],
[
126.707515,
126.707515,
126.707515,
126.707515,
126.707515,
126.707515
],
[
-258181,
-122401,
-140213,
-2506521,
-1048830,
-1556337
],
[
1.225344,
1.543825,
0.937545,
1.003928,
1.445654,
0.701645
],
[
243,
122,
121,
243,
122,
121
],
[
113,
59,
54,
113,
59,
54
],
[
130,
63,
67,
130,
63,
67
],
[
46.502058,
48.360656,
44.628099,
46.502058,
48.360656,
44.628099
],
[
1.409687,
1.648491,
1.163251,
1.154961,
1.543664,
0.87056
],
[
77186,
77186,
40872,
485528,
478424,
485528
],
[
-46232,
-29532,
-46232,
-632295,
-245805,
-632295
],
[
61,
64,
59,
61,
64,
59
],
[
79,
81,
78,
79,
81,
78
],
[
46,
47,
45,
46,
47,
45
],
[
15055,
7814,
7241,
15055,
7814,
7241
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-329,
145850,
-581433,
-550120,
334266,
-583099
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "2h",
"packets": 15265,
"actual_packets": 15265,
"evaluation_days": 1272.08,
"actual_first_datapoint_time": 1648821600000,
"first_datapoint_time": 1649880000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759021528102,
"expiration_time": 1762679088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 119,
"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) |
|---|