| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -388746.0384 | 73054.6741 | -461800.7124 | 15750285.2009 | 3209611.194 | 12540674.0069 |
| Total P&L (%) | -388.746 | 73.0547 | -461.8007 | 15750.2852 | 3209.6112 | 12540.674 |
| Avg Daily Profit (%) | -0.214 | 0.0402 | -0.2542 | 0.2793 | 0.1928 | 0.2668 |
| Buy And Hold Return (%) | 198.5986 | 198.5986 | 198.5986 | 198.5986 | 198.5986 | 198.5986 |
| Max Trade Drawdown | -744196 | -25477 | -760625 | -2203247 | -925119 | -1791391 |
| Profit Factor | 0.6021 | 1.6405 | 0.4649 | 4.8367 | 2.8288 | 6.3361 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 47 | 20 | 27 | 49 | 21 | 28 |
| Losing Trades | 40 | 24 | 16 | 38 | 23 | 15 |
| Profitability (%) | 54.023 | 45.4545 | 62.7907 | 56.3218 | 47.7273 | 65.1163 |
| Ratio Avg Win / Avg Loss | 0.5125 | 1.9686 | 0.2755 | 3.7509 | 3.0982 | 3.3943 |
| Largest Winning Trade | 49337 | 27689 | 49337 | 4723500 | 1182971 | 4723500 |
| Largest Losing Trade | -412207 | -11483 | -412207 | -1516002 | -703444 | -1516002 |
| Avg Bars in Trades | 76 | 10 | 144 | 76 | 10 | 144 |
| Avg Bars in Winners | 90 | 13 | 148 | 98 | 12 | 162 |
| Avg Bars in Losers | 59 | 7 | 138 | 48 | 7 | 111 |
| Bars Traded | 6670 | 440 | 6230 | 6670 | 440 | 6230 |
| Profit Streak | 289.4781 | 289.4781 | 524.2281 | 289.4781 | 289.4781 | 524.2281 |
| Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578611 | -301938 | -577699 | 678780 | 510361 | 738608 |
{
"trading_pair": "INJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7266,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1608444000000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760182110917,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 22,
"offset": 0,
"std": 4.82579
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 242,
"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": [
[
-388746.0383933297,
73054.6740533735,
-461800.7124467032,
15750285.200883279,
3209611.193959894,
12540674.006923383
],
[
-388.746038,
73.054674,
-461.800712,
15750.285201,
3209.611194,
12540.674007
],
[
-0.214008,
0.040217,
-0.254226,
0.279265,
0.192832,
0.266774
],
[
198.598611,
198.598611,
198.598611,
198.598611,
198.598611,
198.598611
],
[
-744196,
-25477,
-760625,
-2203247,
-925119,
-1791391
],
[
0.602129,
1.640481,
0.464892,
4.836651,
2.828788,
6.336075
],
[
87,
44,
43,
87,
44,
43
],
[
47,
20,
27,
49,
21,
28
],
[
40,
24,
16,
38,
23,
15
],
[
54.022989,
45.454545,
62.790698,
56.321839,
47.727273,
65.116279
],
[
0.51245,
1.968578,
0.275491,
3.750873,
3.098196,
3.394326
],
[
49337,
27689,
49337,
4723500,
1182971,
4723500
],
[
-412207,
-11483,
-412207,
-1516002,
-703444,
-1516002
],
[
76,
10,
144,
76,
10,
144
],
[
90,
13,
148,
98,
12,
162
],
[
59,
7,
138,
48,
7,
111
],
[
6670,
440,
6230,
6670,
440,
6230
],
[
289.478135,
289.478136,
524.228136,
289.478136,
289.478136,
524.228136
],
[
6,
3,
5,
6,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578611,
-301938,
-577699,
678780,
510361,
738608
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7266,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1608444000000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760182110917,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 22,
"offset": 0,
"std": 4.82579
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 242,
"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) |
|---|