| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -292656.0583 | 75801.4445 | -368457.5028 | 2806429.127 | 257151.8593 | 2549277.2677 |
| Total P&L (%) | -292.6561 | 75.8014 | -368.4575 | 2806.4291 | 257.1519 | 2549.2773 |
| Avg Daily Profit (%) | -0.1624 | 0.0421 | -0.2045 | 0.1872 | 0.0707 | 0.182 |
| Buy And Hold Return (%) | 566.5178 | 566.5178 | 566.5178 | 566.5178 | 566.5178 | 566.5178 |
| Max Trade Drawdown | -672835 | -102996 | -617515 | -1606162 | -1152864 | -1090025 |
| Profit Factor | 0.6708 | 1.4593 | 0.491 | 1.7712 | 1.1313 | 2.5172 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 79 | 38 | 41 | 73 | 33 | 40 |
| Losing Trades | 21 | 12 | 9 | 27 | 17 | 10 |
| Profitability (%) | 79 | 76 | 82 | 73 | 66 | 80 |
| Ratio Avg Win / Avg Loss | 0.1783 | 0.4608 | 0.1078 | 0.6551 | 0.5828 | 0.6293 |
| Largest Winning Trade | 25408 | 24937 | 25408 | 635859 | 336023 | 635859 |
| Largest Losing Trade | -303995 | -63203 | -303995 | -808168 | -635926 | -808168 |
| Avg Bars in Trades | 47 | 17 | 77 | 47 | 17 | 77 |
| Avg Bars in Winners | 15 | 6 | 22 | 26 | 7 | 42 |
| Avg Bars in Losers | 170 | 52 | 327 | 104 | 37 | 218 |
| Bars Traded | 4762 | 880 | 3882 | 4762 | 880 | 3882 |
| Profit Streak | 0 | 160.4794 | 0 | 0 | 160.4794 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576474 | -478935 | -756750 | 383761 | -519276 | -168039 |
{
"trading_pair": "INJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5406,
"evaluation_days": 1802,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1607126400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758915021281,
"expiration_time": 1763573184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 136,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
-292656.0583144555,
75801.4444945591,
-368457.5028090148,
2806429.1269874224,
257151.8592791997,
2549277.267708222
],
[
-292.656058,
75.801444,
-368.457503,
2806.429127,
257.151859,
2549.277268
],
[
-0.162406,
0.042065,
-0.204471,
0.187162,
0.070668,
0.182012
],
[
566.517807,
566.517807,
566.517807,
566.517807,
566.517807,
566.517807
],
[
-672835,
-102996,
-617515,
-1606162,
-1152864,
-1090025
],
[
0.670776,
1.459345,
0.491016,
1.771196,
1.131276,
2.517249
],
[
100,
50,
50,
100,
50,
50
],
[
79,
38,
41,
73,
33,
40
],
[
21,
12,
9,
27,
17,
10
],
[
79,
76,
82,
73,
66,
80
],
[
0.178308,
0.460846,
0.107784,
0.6551,
0.582779,
0.629312
],
[
25408,
24937,
25408,
635859,
336023,
635859
],
[
-303995,
-63203,
-303995,
-808168,
-635926,
-808168
],
[
47,
17,
77,
47,
17,
77
],
[
15,
6,
22,
26,
7,
42
],
[
170,
52,
327,
104,
37,
218
],
[
4762,
880,
3882,
4762,
880,
3882
],
[
0,
160.479413,
0,
0,
160.479413,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576474,
-478935,
-756750,
383761,
-519276,
-168039
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5406,
"evaluation_days": 1802,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1607126400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758915021281,
"expiration_time": 1763573184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 136,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|