| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -360280.891 | 78608.9843 | -438889.8753 | 2411868.3956 | 372562.9285 | 2039305.4672 |
| Total P&L (%) | -360.2809 | 78.609 | -438.8899 | 2411.8684 | 372.5629 | 2039.3055 |
| Avg Daily Profit (%) | -0.2002 | 0.0437 | -0.2438 | 0.1793 | 0.0863 | 0.1703 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -634389 | -116851 | -643680 | -1379960 | -1379960 | -279282 |
| Profit Factor | 0.6127 | 1.3616 | 0.3843 | 1.961 | 1.1924 | 4.5564 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 64 | 30 | 34 | 58 | 26 | 32 |
| Losing Trades | 18 | 11 | 7 | 24 | 15 | 9 |
| Profitability (%) | 78.0488 | 73.1707 | 82.9268 | 70.7317 | 63.4146 | 78.0488 |
| Ratio Avg Win / Avg Loss | 0.1723 | 0.4993 | 0.0791 | 0.8115 | 0.6879 | 1.2815 |
| Largest Winning Trade | 26846 | 26846 | 26557 | 815959 | 491415 | 815959 |
| Largest Losing Trade | -351833 | -71666 | -351833 | -1379960 | -1379960 | -247086 |
| Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
| Avg Bars in Winners | 17 | 12 | 22 | 19 | 8 | 27 |
| Avg Bars in Losers | 117 | 109 | 130 | 89 | 89 | 87 |
| Bars Traded | 3259 | 1580 | 1679 | 3259 | 1580 | 1679 |
| Profit Streak | 12.7295 | 141.7295 | 12.7295 | 12.7295 | 141.7295 | 12.7295 |
| Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -584559 | -131266 | -575956 | 146783 | -85008 | 663361 |
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3600,
"evaluation_days": 1800,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1612785600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758907830399,
"expiration_time": 1763380800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 222,
"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": [
[
-360280.8910485163,
78608.9842560166,
-438889.8753045328,
2411868.3956436105,
372562.9284636946,
2039305.4671799159
],
[
-360.280891,
78.608984,
-438.889875,
2411.868396,
372.562928,
2039.305467
],
[
-0.200156,
0.043672,
-0.243828,
0.17925,
0.086315,
0.170315
],
[
10,
10,
10,
10,
10,
10
],
[
-634389,
-116851,
-643680,
-1379960,
-1379960,
-279282
],
[
0.61268,
1.36163,
0.384286,
1.96102,
1.192412,
4.556393
],
[
82,
41,
41,
82,
41,
41
],
[
64,
30,
34,
58,
26,
32
],
[
18,
11,
7,
24,
15,
9
],
[
78.04878,
73.170732,
82.926829,
70.731707,
63.414634,
78.04878
],
[
0.172316,
0.499264,
0.079118,
0.811456,
0.68793,
1.281486
],
[
26846,
26846,
26557,
815959,
491415,
815959
],
[
-351833,
-71666,
-351833,
-1379960,
-1379960,
-247086
],
[
39,
38,
40,
39,
38,
40
],
[
17,
12,
22,
19,
8,
27
],
[
117,
109,
130,
89,
89,
87
],
[
3259,
1580,
1679,
3259,
1580,
1679
],
[
12.729518,
141.729518,
12.729518,
12.729518,
141.729518,
12.729518
],
[
2,
7,
1,
2,
7,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-584559,
-131266,
-575956,
146783,
-85008,
663361
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3600,
"evaluation_days": 1800,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1612785600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758907830399,
"expiration_time": 1763380800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 222,
"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) |
|---|