| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 783394.8086 | 664450.7529 | 118944.0557 | 945035.1595 | 893115.3247 | 51919.8349 |
| Total P&L (%) | 783.3948 | 664.4508 | 118.9441 | 945.0352 | 893.1153 | 51.9198 |
| Avg Daily Profit (%) | 0.4351 | 0.369 | 0.0661 | 0.1304 | 0.1276 | 0.0232 |
| Buy And Hold Return (%) | 189.7069 | 189.7069 | 189.7069 | 189.7069 | 189.7069 | 189.7069 |
| Max Trade Drawdown | -128397 | -111264 | -40660 | -1213789 | -1161615 | -293968 |
| Profit Factor | 2.4144 | 2.6582 | 1.7765 | 1.3872 | 1.517 | 1.0728 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
| Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
| Profitability (%) | 48.1818 | 41.8182 | 54.5455 | 48.1818 | 41.8182 | 54.5455 |
| Ratio Avg Win / Avg Loss | 2.5966 | 3.6984 | 1.4805 | 1.4919 | 2.1107 | 0.894 |
| Largest Winning Trade | 363617 | 363617 | 44160 | 1367658 | 1367658 | 199899 |
| Largest Losing Trade | -38258 | -38258 | -21957 | -354489 | -354489 | -131233 |
| Avg Bars in Trades | 44 | 80 | 7 | 44 | 80 | 7 |
| Avg Bars in Winners | 63 | 135 | 8 | 63 | 135 | 8 |
| Avg Bars in Losers | 26 | 41 | 7 | 26 | 41 | 7 |
| Bars Traded | 4852 | 4430 | 422 | 4852 | 4430 | 422 |
| Profit Streak | 169.4736 | 169.4736 | 170.1403 | 169.4736 | 169.4736 | 170.1403 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 486276 | -170381 | -446473 | -18281 | -203636 | -647961 |
{
"trading_pair": "INJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5402,
"evaluation_days": 1800.67,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1608768000000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758799317781,
"expiration_time": 1763454528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 9,
"offset": 213,
"scalar": 2
}
}
}
{
"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": [
[
783394.8085939251,
664450.752923969,
118944.0556699562,
945035.1595426383,
893115.3246639082,
51919.8348787302
],
[
783.394809,
664.450753,
118.944056,
945.03516,
893.115325,
51.919835
],
[
0.435057,
0.369002,
0.066055,
0.130405,
0.127571,
0.023226
],
[
189.706885,
189.706885,
189.706885,
189.706885,
189.706885,
189.706885
],
[
-128397,
-111264,
-40660,
-1213789,
-1161615,
-293968
],
[
2.414389,
2.658206,
1.776546,
1.387212,
1.517048,
1.07279
],
[
110,
55,
55,
110,
55,
55
],
[
53,
23,
30,
53,
23,
30
],
[
57,
32,
25,
57,
32,
25
],
[
48.181818,
41.818182,
54.545455,
48.181818,
41.818182,
54.545455
],
[
2.596607,
3.698374,
1.480455,
1.491907,
2.110676,
0.893992
],
[
363617,
363617,
44160,
1367658,
1367658,
199899
],
[
-38258,
-38258,
-21957,
-354489,
-354489,
-131233
],
[
44,
80,
7,
44,
80,
7
],
[
63,
135,
8,
63,
135,
8
],
[
26,
41,
7,
26,
41,
7
],
[
4852,
4430,
422,
4852,
4430,
422
],
[
169.473585,
169.473585,
170.140252,
169.473585,
169.473585,
170.140252
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
486276,
-170381,
-446473,
-18281,
-203636,
-647961
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5402,
"evaluation_days": 1800.67,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1608768000000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758799317781,
"expiration_time": 1763454528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 9,
"offset": 213,
"scalar": 2
}
}
}
| # | 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) |
|---|