| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 156828.8612 | 80987.4367 | 75841.4245 | 163137.7548 | 89532.0527 | 73605.7021 |
| Total P&L (%) | 156.8289 | 80.9874 | 75.8414 | 163.1378 | 89.5321 | 73.6057 |
| Avg Daily Profit (%) | 0.3011 | 0.1555 | 0.1456 | 0.1859 | 0.1228 | 0.106 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102708 | -71151 | -55262 | -101861 | -73170 | -46939 |
| Profit Factor | 1.3323 | 1.3203 | 1.3462 | 1.3851 | 1.403 | 1.3652 |
| Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
| Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
| Losing Trades | 91 | 44 | 47 | 91 | 44 | 47 |
| Profitability (%) | 53.3333 | 54.6392 | 52.0408 | 53.3333 | 54.6392 | 52.0408 |
| Ratio Avg Win / Avg Loss | 1.1658 | 1.0961 | 1.2406 | 1.2119 | 1.1648 | 1.2582 |
| Largest Winning Trade | 23352 | 23352 | 19575 | 25558 | 20543 | 25558 |
| Largest Losing Trade | -27513 | -27513 | -22146 | -27637 | -27637 | -17637 |
| Avg Bars in Trades | 125 | 127 | 123 | 125 | 127 | 123 |
| Avg Bars in Winners | 108 | 119 | 97 | 108 | 119 | 97 |
| Avg Bars in Losers | 144 | 136 | 151 | 144 | 136 | 151 |
| Bars Traded | 24417 | 12337 | 12080 | 24417 | 12337 | 12080 |
| Profit Streak | 11.3994 | 11.3994 | 11.5036 | 11.3994 | 11.3994 | 11.5036 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 402222 | 281500 | 79467 | 378384 | -27936 | -50541 |
{
"trading_pair": "INJ_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714111200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758935111391,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 214,
"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": [
[
156828.8611815454,
80987.4367185652,
75841.4244629801,
163137.7548018774,
89532.0526789385,
73605.702122939
],
[
156.828861,
80.987437,
75.841424,
163.137755,
89.532053,
73.605702
],
[
0.301113,
0.155497,
0.145616,
0.185935,
0.122839,
0.105967
],
[
10,
10,
10,
10,
10,
10
],
[
-102708,
-71151,
-55262,
-101861,
-73170,
-46939
],
[
1.332319,
1.320288,
1.346205,
1.38505,
1.403033,
1.365228
],
[
195,
97,
98,
195,
97,
98
],
[
104,
53,
51,
104,
53,
51
],
[
91,
44,
47,
91,
44,
47
],
[
53.333333,
54.639175,
52.040816,
53.333333,
54.639175,
52.040816
],
[
1.165779,
1.096088,
1.24062,
1.211919,
1.164782,
1.258151
],
[
23352,
23352,
19575,
25558,
20543,
25558
],
[
-27513,
-27513,
-22146,
-27637,
-27637,
-17637
],
[
125,
127,
123,
125,
127,
123
],
[
108,
119,
97,
108,
119,
97
],
[
144,
136,
151,
144,
136,
151
],
[
24417,
12337,
12080,
24417,
12337,
12080
],
[
11.399437,
11.399437,
11.503604,
11.399437,
11.399437,
11.503604
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402222,
281500,
79467,
378384,
-27936,
-50541
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714111200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758935111391,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 214,
"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) |
|---|