| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 198840.436 | 97749.5859 | 101090.85 | 324759.0664 | 167079.2844 | 157679.782 |
| Total P&L (%) | 198.8404 | 97.7496 | 101.0909 | 324.7591 | 167.0793 | 157.6798 |
| Avg Daily Profit (%) | 0.3818 | 0.1877 | 0.1941 | 0.2781 | 0.1888 | 0.1819 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73260 | -60428 | -51849 | -73603 | -66279 | -50819 |
| Profit Factor | 1.5521 | 1.5328 | 1.5721 | 1.8037 | 1.8246 | 1.7828 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
| Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
| Profitability (%) | 64.3411 | 67.1875 | 61.5385 | 64.3411 | 67.1875 | 61.5385 |
| Ratio Avg Win / Avg Loss | 0.8602 | 0.7486 | 0.9825 | 0.9997 | 0.8911 | 1.1142 |
| Largest Winning Trade | 20581 | 19253 | 20581 | 44588 | 44588 | 31332 |
| Largest Losing Trade | -28078 | -28078 | -23243 | -28079 | -28079 | -23667 |
| Avg Bars in Trades | 187 | 187 | 188 | 187 | 187 | 188 |
| Avg Bars in Winners | 135 | 143 | 127 | 135 | 143 | 127 |
| Avg Bars in Losers | 281 | 276 | 286 | 281 | 276 | 286 |
| Bars Traded | 24227 | 11972 | 12255 | 24227 | 11972 | 12255 |
| Profit Streak | 12.7678 | 20.4345 | 12.7678 | 12.7678 | 20.4345 | 12.7678 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 426470 | -129611 | -122491 | 419263 | -128757 | -120405 |
{
"trading_pair": "INJ_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714057200000,
"first_datapoint_time": 1714469400000,
"last_datapoint_time": 1759055400000,
"evaluation_time": 1759056937066,
"expiration_time": 1765535400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 230,
"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": [
[
198840.4359529131,
97749.5859188827,
101090.8500340304,
324759.0664090698,
167079.2844040197,
157679.78200505
],
[
198.840436,
97.749586,
101.09085,
324.759066,
167.079284,
157.679782
],
[
0.381776,
0.18768,
0.194096,
0.278087,
0.188795,
0.181904
],
[
10,
10,
10,
10,
10,
10
],
[
-73260,
-60428,
-51849,
-73603,
-66279,
-50819
],
[
1.552079,
1.532833,
1.572059,
1.803745,
1.824597,
1.782771
],
[
129,
64,
65,
129,
64,
65
],
[
83,
43,
40,
83,
43,
40
],
[
46,
21,
25,
46,
21,
25
],
[
64.341085,
67.1875,
61.538462,
64.341085,
67.1875,
61.538462
],
[
0.860188,
0.748593,
0.982537,
0.999666,
0.891082,
1.114232
],
[
20581,
19253,
20581,
44588,
44588,
31332
],
[
-28078,
-28078,
-23243,
-28079,
-28079,
-23667
],
[
187,
187,
188,
187,
187,
188
],
[
135,
143,
127,
135,
143,
127
],
[
281,
276,
286,
281,
276,
286
],
[
24227,
11972,
12255,
24227,
11972,
12255
],
[
12.76779,
20.434457,
12.76779,
12.76779,
20.434457,
12.76779
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
426470,
-129611,
-122491,
419263,
-128757,
-120405
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714057200000,
"first_datapoint_time": 1714469400000,
"last_datapoint_time": 1759055400000,
"evaluation_time": 1759056937066,
"expiration_time": 1765535400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 230,
"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) |
|---|