| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 278525.8631 | 305783.5657 | -27257.7026 | -82031.7468 | -201191.1602 | 119159.4134 |
| Total P&L (%) | 278.5259 | 305.7836 | -27.2577 | -82.0317 | -201.1912 | 119.1594 |
| Avg Daily Profit (%) | 0.1537 | 0.1687 | -0.015 | -0.0947 | 0 | 0.0433 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -187862 | -48542 | -210694 | -661688 | -388828 | -389412 |
| Profit Factor | 1.3948 | 2.3378 | 0.9428 | 0.9175 | 0.5726 | 1.2274 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 43 | 23 | 20 | 37 | 19 | 18 |
| Losing Trades | 34 | 16 | 18 | 40 | 20 | 20 |
| Profitability (%) | 55.8442 | 58.9744 | 52.6316 | 48.0519 | 48.7179 | 47.3684 |
| Ratio Avg Win / Avg Loss | 1.1029 | 1.6263 | 0.8486 | 0.9919 | 0.6027 | 1.3638 |
| Largest Winning Trade | 90901 | 90901 | 58378 | 269728 | 90901 | 269728 |
| Largest Losing Trade | -112946 | -28184 | -112946 | -318734 | -115785 | -318734 |
| Avg Bars in Trades | 43 | 31 | 55 | 43 | 31 | 55 |
| Avg Bars in Winners | 41 | 31 | 53 | 42 | 30 | 55 |
| Avg Bars in Losers | 44 | 31 | 57 | 43 | 31 | 55 |
| Bars Traded | 3316 | 1214 | 2102 | 3316 | 1214 | 2102 |
| Profit Streak | 42.9145 | 42.9145 | 55.4145 | 42.9145 | 42.9145 | 55.4145 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -36366 | 487501 | -579861 | -626825 | -580703 | -135882 |
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1612828800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759831014217,
"expiration_time": 1764493200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 197,
"offset": 0,
"multiplier": 3.55742
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 223,
"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": [
[
278525.86306714,
305783.5656736398,
-27257.7026064998,
-82031.7467679709,
-201191.160197383,
119159.4134294121
],
[
278.525863,
305.783566,
-27.257703,
-82.031747,
-201.19116,
119.159413
],
[
0.153669,
0.168708,
-0.015039,
-0.094662,
0,
0.043299
],
[
10,
10,
10,
10,
10,
10
],
[
-187862,
-48542,
-210694,
-661688,
-388828,
-389412
],
[
1.394783,
2.337767,
0.942849,
0.917525,
0.572572,
1.227435
],
[
77,
39,
38,
77,
39,
38
],
[
43,
23,
20,
37,
19,
18
],
[
34,
16,
18,
40,
20,
20
],
[
55.844156,
58.974359,
52.631579,
48.051948,
48.717949,
47.368421
],
[
1.102852,
1.626273,
0.848564,
0.991919,
0.602707,
1.363817
],
[
90901,
90901,
58378,
269728,
90901,
269728
],
[
-112946,
-28184,
-112946,
-318734,
-115785,
-318734
],
[
43,
31,
55,
43,
31,
55
],
[
41,
31,
53,
42,
30,
55
],
[
44,
31,
57,
43,
31,
55
],
[
3316,
1214,
2102,
3316,
1214,
2102
],
[
42.914516,
42.914516,
55.414516,
42.914516,
42.914516,
55.414516
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-36366,
487501,
-579861,
-626825,
-580703,
-135882
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1612828800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759831014217,
"expiration_time": 1764493200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 197,
"offset": 0,
"multiplier": 3.55742
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 223,
"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) |
|---|