| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 833508.114 | 804417.4715 | 29090.6425 | 5296388.7913 | 11120582.1584 | -5824193.3671 |
| Total P&L (%) | 833.5081 | 804.4175 | 29.0906 | 5296.3888 | 11120.5822 | -5824.1934 |
| Avg Daily Profit (%) | 0.4603 | 0.4442 | 0.0161 | 0.2205 | 0.261 | 0 |
| Buy And Hold Return (%) | 1525.9664 | 1525.9664 | 1525.9664 | 1525.9664 | 1525.9664 | 1525.9664 |
| Max Trade Drawdown | -85097 | -70151 | -98057 | -10171757 | -7113709 | -7356251 |
| Profit Factor | 1.9766 | 2.9601 | 1.0657 | 1.1042 | 1.4518 | 0.778 |
| Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
| Winning Trades | 101 | 56 | 45 | 101 | 56 | 45 |
| Losing Trades | 80 | 35 | 45 | 80 | 35 | 45 |
| Profitability (%) | 55.8011 | 61.5385 | 50 | 55.8011 | 61.5385 | 50 |
| Ratio Avg Win / Avg Loss | 1.5656 | 1.8501 | 1.0657 | 0.8746 | 0.9074 | 0.778 |
| Largest Winning Trade | 352417 | 352417 | 81291 | 2667826 | 2667826 | 2441855 |
| Largest Losing Trade | -28846 | -26610 | -28846 | -3118036 | -2415745 | -3118036 |
| Avg Bars in Trades | 117 | 102 | 133 | 117 | 102 | 133 |
| Avg Bars in Winners | 140 | 118 | 168 | 140 | 118 | 168 |
| Avg Bars in Losers | 88 | 76 | 98 | 88 | 76 | 98 |
| Bars Traded | 21318 | 9298 | 12019 | 21318 | 9298 | 12019 |
| 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 | -150060 | -148815 | -485790 | -100407 | 327196 | -581091 |
{
"trading_pair": "INJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21731,
"evaluation_days": 1810.92,
"actual_first_datapoint_time": 1603252800000,
"first_datapoint_time": 1604808000000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759757268892,
"expiration_time": 1765384675200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 166,
"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": [
[
833508.1140129247,
804417.4714764273,
29090.6425364975,
5296388.791310801,
11120582.158369184,
-5824193.367058376
],
[
833.508114,
804.417471,
29.090643,
5296.388791,
11120.582158,
-5824.193367
],
[
0.460268,
0.444204,
0.016064,
0.22048,
0.261,
0
],
[
1525.966376,
1525.966376,
1525.966376,
1525.966376,
1525.966376,
1525.966376
],
[
-85097,
-70151,
-98057,
-10171757,
-7113709,
-7356251
],
[
1.976568,
2.960094,
1.065651,
1.104151,
1.451827,
0.778046
],
[
181,
91,
90,
181,
91,
90
],
[
101,
56,
45,
101,
56,
45
],
[
80,
35,
45,
80,
35,
45
],
[
55.801105,
61.538462,
50,
55.801105,
61.538462,
50
],
[
1.565598,
1.850058,
1.065651,
0.874575,
0.907392,
0.778046
],
[
352417,
352417,
81291,
2667826,
2667826,
2441855
],
[
-28846,
-26610,
-28846,
-3118036,
-2415745,
-3118036
],
[
117,
102,
133,
117,
102,
133
],
[
140,
118,
168,
140,
118,
168
],
[
88,
76,
98,
88,
76,
98
],
[
21318,
9298,
12019,
21318,
9298,
12019
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150060,
-148815,
-485790,
-100407,
327196,
-581091
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21731,
"evaluation_days": 1810.92,
"actual_first_datapoint_time": 1603252800000,
"first_datapoint_time": 1604808000000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759757268892,
"expiration_time": 1765384675200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 166,
"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) |
|---|