| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -661896.4819 | 259354.7189 | -921251.2008 | 8166836.3773 | 1029042.7918 | 7137793.5855 |
| Total P&L (%) | -661.8965 | 259.3547 | -921.2512 | 8166.8364 | 1029.0428 | 7137.7936 |
| Avg Daily Profit (%) | -0.3661 | 0.1434 | -0.5095 | 0.2445 | 0.1342 | 0.2371 |
| Buy And Hold Return (%) | 735.2276 | 735.2276 | 735.2276 | 735.2276 | 735.2276 | 735.2276 |
| Max Trade Drawdown | -342418 | -110320 | -379809 | -5858924 | -5858924 | -1299713 |
| Profit Factor | 0.5405 | 1.9318 | 0.2074 | 1.6094 | 1.0957 | 3.7001 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 53 | 26 | 27 | 35 | 15 | 20 |
| Losing Trades | 24 | 12 | 12 | 42 | 23 | 19 |
| Profitability (%) | 68.8312 | 68.4211 | 69.2308 | 45.4545 | 39.4737 | 51.2821 |
| Ratio Avg Win / Avg Loss | 0.2448 | 0.8916 | 0.0922 | 1.9313 | 1.68 | 3.5151 |
| Largest Winning Trade | 62862 | 62862 | 24798 | 4010551 | 2795631 | 4010551 |
| Largest Losing Trade | -740392 | -74136 | -740392 | -5858924 | -5858924 | -740392 |
| Avg Bars in Trades | 136 | 168 | 104 | 136 | 168 | 104 |
| Avg Bars in Winners | 87 | 98 | 76 | 159 | 218 | 114 |
| Avg Bars in Losers | 243 | 320 | 167 | 116 | 136 | 93 |
| Bars Traded | 10481 | 6420 | 4061 | 10481 | 6420 | 4061 |
| 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 | -624336 | -164028 | -578264 | -36580 | -173239 | 553804 |
{
"trading_pair": "INJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10848,
"evaluation_days": 1808,
"actual_first_datapoint_time": 1603252800000,
"first_datapoint_time": 1606924800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759452691817,
"expiration_time": 1764135936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 36,
"offset": 220
}
}
} {
"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": [
[
-661896.4819241838,
259354.718854611,
-921251.2007787948,
8166836.377259607,
1029042.7917532974,
7137793.585506308
],
[
-661.896482,
259.354719,
-921.251201,
8166.836377,
1029.042792,
7137.793586
],
[
-0.366093,
0.143448,
-0.509542,
0.244482,
0.134158,
0.237112
],
[
735.227642,
735.227642,
735.227642,
735.227642,
735.227642,
735.227642
],
[
-342418,
-110320,
-379809,
-5858924,
-5858924,
-1299713
],
[
0.540544,
1.931789,
0.207368,
1.609395,
1.095654,
3.700114
],
[
77,
38,
39,
77,
38,
39
],
[
53,
26,
27,
35,
15,
20
],
[
24,
12,
12,
42,
23,
19
],
[
68.831169,
68.421053,
69.230769,
45.454545,
39.473684,
51.282051
],
[
0.244775,
0.891595,
0.092164,
1.931274,
1.680002,
3.515109
],
[
62862,
62862,
24798,
4010551,
2795631,
4010551
],
[
-740392,
-74136,
-740392,
-5858924,
-5858924,
-740392
],
[
136,
168,
104,
136,
168,
104
],
[
87,
98,
76,
159,
218,
114
],
[
243,
320,
167,
116,
136,
93
],
[
10481,
6420,
4061,
10481,
6420,
4061
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-624336,
-164028,
-578264,
-36580,
-173239,
553804
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10848,
"evaluation_days": 1808,
"actual_first_datapoint_time": 1603252800000,
"first_datapoint_time": 1606924800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759452691817,
"expiration_time": 1764135936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 36,
"offset": 220
}
}
}
| # | 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) |
|---|