| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 233932.9365 | 109469.0666 | 124463.8698 | 510444.7388 | 241165.398 | 269279.3408 |
| Total P&L (%) | 233.9329 | 109.4691 | 124.4639 | 510.4447 | 241.1654 | 269.2793 |
| Avg Daily Profit (%) | 0.4492 | 0.2102 | 0.239 | 0.3479 | 0.2359 | 0.2511 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -59795 | -45343 | -42420 | -86141 | -84608 | -115513 |
| Profit Factor | 1.691 | 1.671 | 1.7097 | 1.7699 | 1.7631 | 1.776 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Profitability (%) | 63.2353 | 63.2353 | 63.2353 | 63.2353 | 63.2353 | 63.2353 |
| Ratio Avg Win / Avg Loss | 0.9832 | 0.9715 | 0.994 | 1.029 | 1.0251 | 1.0326 |
| Largest Winning Trade | 27170 | 19428 | 27170 | 56656 | 56656 | 54005 |
| Largest Losing Trade | -27493 | -27493 | -20506 | -84608 | -84608 | -70232 |
| Avg Bars in Trades | 178 | 178 | 178 | 178 | 178 | 178 |
| Avg Bars in Winners | 114 | 121 | 107 | 114 | 121 | 107 |
| Avg Bars in Losers | 288 | 275 | 300 | 288 | 275 | 300 |
| Bars Traded | 24251 | 12116 | 12135 | 24251 | 12116 | 12135 |
| Profit Streak | 0 | 0 | 20.0659 | 0 | 0 | 20.0659 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 420620 | -99937 | -99061 | 469955 | -97873 | -97163 |
{
"trading_pair": "INJ_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714685400000,
"first_datapoint_time": 1715173200000,
"last_datapoint_time": 1759683600000,
"evaluation_time": 1759683893440,
"expiration_time": 1766163600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 67,
"offset": 205
}
}
} {
"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": [
[
233932.9364851239,
109469.0666360197,
124463.8698491041,
510444.7388039242,
241165.3979937244,
269279.3408101996
],
[
233.932936,
109.469067,
124.46387,
510.444739,
241.165398,
269.279341
],
[
0.449154,
0.210182,
0.238972,
0.347938,
0.235901,
0.251142
],
[
10,
10,
10,
10,
10,
10
],
[
-59795,
-45343,
-42420,
-86141,
-84608,
-115513
],
[
1.691036,
1.670967,
1.709707,
1.769889,
1.763141,
1.776034
],
[
136,
68,
68,
136,
68,
68
],
[
86,
43,
43,
86,
43,
43
],
[
50,
25,
25,
50,
25,
25
],
[
63.235294,
63.235294,
63.235294,
63.235294,
63.235294,
63.235294
],
[
0.983161,
0.971492,
0.994015,
1.029005,
1.025082,
1.032578
],
[
27170,
19428,
27170,
56656,
56656,
54005
],
[
-27493,
-27493,
-20506,
-84608,
-84608,
-70232
],
[
178,
178,
178,
178,
178,
178
],
[
114,
121,
107,
114,
121,
107
],
[
288,
275,
300,
288,
275,
300
],
[
24251,
12116,
12135,
24251,
12116,
12135
],
[
0,
0,
20.065896,
0,
0,
20.065896
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
420620,
-99937,
-99061,
469955,
-97873,
-97163
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714685400000,
"first_datapoint_time": 1715173200000,
"last_datapoint_time": 1759683600000,
"evaluation_time": 1759683893440,
"expiration_time": 1766163600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 67,
"offset": 205
}
}
}
| # | 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) |
|---|