| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -297201.1645 | 96180.6161 | -393381.7807 | 2099544.9876 | 259106.4274 | 1840438.5602 |
| Total P&L (%) | -297.2012 | 96.1806 | -393.3818 | 2099.545 | 259.1064 | 1840.4386 |
| Avg Daily Profit (%) | -0.1647 | 0.0533 | -0.218 | 0.1714 | 0.0709 | 0.1645 |
| Buy And Hold Return (%) | 260.5307 | 260.5307 | 260.5307 | 260.5307 | 260.5307 | 260.5307 |
| Max Trade Drawdown | -603872 | -120858 | -610516 | -1040819 | -1040819 | -321507 |
| Profit Factor | 0.6706 | 1.3779 | 0.3926 | 1.9864 | 1.1493 | 5.6782 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 69 | 32 | 37 | 69 | 31 | 38 |
| Losing Trades | 19 | 12 | 7 | 19 | 13 | 6 |
| Profitability (%) | 78.4091 | 72.7273 | 84.0909 | 78.4091 | 70.4545 | 86.3636 |
| Ratio Avg Win / Avg Loss | 0.1846 | 0.5167 | 0.0743 | 0.547 | 0.482 | 0.8966 |
| Largest Winning Trade | 25334 | 25334 | 20877 | 750481 | 261685 | 750481 |
| Largest Losing Trade | -335804 | -72565 | -335804 | -1040819 | -1040819 | -312902 |
| Avg Bars in Trades | 37 | 37 | 36 | 37 | 37 | 36 |
| Avg Bars in Winners | 17 | 11 | 22 | 24 | 16 | 31 |
| Avg Bars in Losers | 108 | 106 | 111 | 84 | 89 | 73 |
| Bars Traded | 3283 | 1657 | 1626 | 3283 | 1657 | 1626 |
| Profit Streak | 151.3544 | 151.3544 | 332.8544 | 151.3544 | 151.3544 | 332.8544 |
| Trades During Streak | 13 | 6 | 10 | 13 | 6 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574944 | -284176 | -574946 | 526441 | -317870 | 694832 |
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3609,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1608076800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759134617841,
"expiration_time": 1763781264000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 113,
"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": [
[
-297201.164526221,
96180.6161292948,
-393381.7806555158,
2099544.9876068914,
259106.4274362037,
1840438.560170688
],
[
-297.201165,
96.180616,
-393.381781,
2099.544988,
259.106427,
1840.43856
],
[
-0.1647,
0.0533,
-0.218,
0.171432,
0.070873,
0.164474
],
[
260.53074,
260.53074,
260.53074,
260.53074,
260.53074,
260.53074
],
[
-603872,
-120858,
-610516,
-1040819,
-1040819,
-321507
],
[
0.670569,
1.377921,
0.392615,
1.986356,
1.149325,
5.678209
],
[
88,
44,
44,
88,
44,
44
],
[
69,
32,
37,
69,
31,
38
],
[
19,
12,
7,
19,
13,
6
],
[
78.409091,
72.727273,
84.090909,
78.409091,
70.454545,
86.363636
],
[
0.184649,
0.51672,
0.074279,
0.546968,
0.481975,
0.896559
],
[
25334,
25334,
20877,
750481,
261685,
750481
],
[
-335804,
-72565,
-335804,
-1040819,
-1040819,
-312902
],
[
37,
37,
36,
37,
37,
36
],
[
17,
11,
22,
24,
16,
31
],
[
108,
106,
111,
84,
89,
73
],
[
3283,
1657,
1626,
3283,
1657,
1626
],
[
151.354373,
151.354373,
332.854373,
151.354373,
151.354373,
332.854373
],
[
13,
6,
10,
13,
6,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574944,
-284176,
-574946,
526441,
-317870,
694832
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3609,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1608076800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759134617841,
"expiration_time": 1763781264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 113,
"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) |
|---|