| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -274893.6363 | 66301.1048 | -341194.7411 | 2575595.748 | 292390.5344 | 2283205.2136 |
| Total P&L (%) | -274.8936 | 66.3011 | -341.1947 | 2575.5957 | 292.3905 | 2283.2052 |
| Avg Daily Profit (%) | -0.1528 | 0.0368 | -0.1896 | 0.1828 | 0.076 | 0.1764 |
| Buy And Hold Return (%) | 914.6916 | 914.6916 | 914.6916 | 914.6916 | 914.6916 | 914.6916 |
| Max Trade Drawdown | -512534 | -97936 | -564555 | -818940 | -818940 | -308222 |
| Profit Factor | 0.6565 | 1.3168 | 0.4227 | 2.4522 | 1.207 | 7.3264 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 78 | 37 | 41 | 70 | 31 | 39 |
| Losing Trades | 16 | 10 | 6 | 24 | 16 | 8 |
| Profitability (%) | 82.9787 | 78.7234 | 87.234 | 74.4681 | 65.9574 | 82.9787 |
| Ratio Avg Win / Avg Loss | 0.1347 | 0.3559 | 0.0619 | 0.8408 | 0.623 | 1.5029 |
| Largest Winning Trade | 18794 | 18794 | 17305 | 1023093 | 260759 | 1023093 |
| Largest Losing Trade | -367519 | -62233 | -367519 | -818940 | -818940 | -274069 |
| Avg Bars in Trades | 101 | 106 | 96 | 101 | 106 | 96 |
| Avg Bars in Winners | 37 | 29 | 44 | 53 | 23 | 77 |
| Avg Bars in Losers | 413 | 391 | 450 | 240 | 266 | 187 |
| Bars Traded | 9519 | 4995 | 4524 | 9519 | 4995 | 4524 |
| Profit Streak | 140.8182 | 140.8182 | 281.4848 | 140.8182 | 140.8182 | 281.4848 |
| Trades During Streak | 17 | 8 | 12 | 17 | 8 | 12 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574358 | -305625 | -574570 | 429275 | -255744 | 668759 |
{
"trading_pair": "INJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10797,
"evaluation_days": 1799.5,
"actual_first_datapoint_time": 1603252800000,
"first_datapoint_time": 1606824000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758958688921,
"expiration_time": 1763379504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 249,
"offset": 0,
"a": 0.08649
}
}
} {
"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": [
[
-274893.6363326488,
66301.104756182,
-341194.7410888308,
2575595.7480030325,
292390.5343535628,
2283205.213649469
],
[
-274.893636,
66.301105,
-341.194741,
2575.595748,
292.390534,
2283.205214
],
[
-0.152761,
0.036844,
-0.189605,
0.182815,
0.075999,
0.176373
],
[
914.691637,
914.691637,
914.691637,
914.691637,
914.691637,
914.691637
],
[
-512534,
-97936,
-564555,
-818940,
-818940,
-308222
],
[
0.656504,
1.316792,
0.422674,
2.452238,
1.206983,
7.326393
],
[
94,
47,
47,
94,
47,
47
],
[
78,
37,
41,
70,
31,
39
],
[
16,
10,
6,
24,
16,
8
],
[
82.978723,
78.723404,
87.234043,
74.468085,
65.957447,
82.978723
],
[
0.134667,
0.35589,
0.061855,
0.840767,
0.622959,
1.50285
],
[
18794,
18794,
17305,
1023093,
260759,
1023093
],
[
-367519,
-62233,
-367519,
-818940,
-818940,
-274069
],
[
101,
106,
96,
101,
106,
96
],
[
37,
29,
44,
53,
23,
77
],
[
413,
391,
450,
240,
266,
187
],
[
9519,
4995,
4524,
9519,
4995,
4524
],
[
140.818159,
140.818159,
281.484825,
140.818159,
140.818159,
281.484825
],
[
17,
8,
12,
17,
8,
12
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574358,
-305625,
-574570,
429275,
-255744,
668759
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10797,
"evaluation_days": 1799.5,
"actual_first_datapoint_time": 1603252800000,
"first_datapoint_time": 1606824000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758958688921,
"expiration_time": 1763379504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 249,
"offset": 0,
"a": 0.08649
}
}
}
| # | 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) |
|---|