| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 211184.0855 | 102320.9966 | 108863.0889 | 296359.808 | 141734.1989 | 154625.6091 |
| Total P&L (%) | 211.1841 | 102.321 | 108.8631 | 296.3598 | 141.7342 | 154.6256 |
| Avg Daily Profit (%) | 0.4055 | 0.1965 | 0.209 | 0.2648 | 0.1696 | 0.1796 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -136355 | -77899 | -89022 | -93885 | -54489 | -59088 |
| Profit Factor | 1.3803 | 1.3748 | 1.3856 | 1.715 | 1.6709 | 1.7608 |
| Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
| Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
| Losing Trades | 101 | 52 | 49 | 101 | 52 | 49 |
| Profitability (%) | 52.8037 | 51.4019 | 54.2056 | 52.8037 | 51.4019 | 54.2056 |
| Ratio Avg Win / Avg Loss | 1.2337 | 1.2998 | 1.1706 | 1.5329 | 1.5797 | 1.4876 |
| Largest Winning Trade | 27008 | 27008 | 25045 | 39349 | 39349 | 29949 |
| Largest Losing Trade | -24162 | -22511 | -24162 | -53403 | -53403 | -27422 |
| Avg Bars in Trades | 116 | 118 | 113 | 116 | 118 | 113 |
| Avg Bars in Winners | 113 | 107 | 117 | 113 | 107 | 117 |
| Avg Bars in Losers | 119 | 129 | 109 | 119 | 129 | 109 |
| Bars Traded | 24849 | 12662 | 12187 | 24849 | 12662 | 12187 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 391194 | 269110 | 288437 | 444224 | 355322 | 337730 |
{
"trading_pair": "INJ_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713839400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759033939110,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 63,
"offset": 0,
"a": 0.83202
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 145,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
211184.0855142181,
102320.9966472001,
108863.088867018,
296359.8079722809,
141734.1988709149,
154625.6091013658
],
[
211.184086,
102.320997,
108.863089,
296.359808,
141.734199,
154.625609
],
[
0.405476,
0.196458,
0.209018,
0.264765,
0.169617,
0.17961
],
[
10,
10,
10,
10,
10,
10
],
[
-136355,
-77899,
-89022,
-93885,
-54489,
-59088
],
[
1.380283,
1.374788,
1.385598,
1.714982,
1.670882,
1.760824
],
[
214,
107,
107,
214,
107,
107
],
[
113,
55,
58,
113,
55,
58
],
[
101,
52,
49,
101,
52,
49
],
[
52.803738,
51.401869,
54.205607,
52.803738,
51.401869,
54.205607
],
[
1.233705,
1.299799,
1.170591,
1.53286,
1.579743,
1.487592
],
[
27008,
27008,
25045,
39349,
39349,
29949
],
[
-24162,
-22511,
-24162,
-53403,
-53403,
-27422
],
[
116,
118,
113,
116,
118,
113
],
[
113,
107,
117,
113,
107,
117
],
[
119,
129,
109,
119,
129,
109
],
[
24849,
12662,
12187,
24849,
12662,
12187
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
391194,
269110,
288437,
444224,
355322,
337730
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713839400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759033939110,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 63,
"offset": 0,
"a": 0.83202
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 145,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|