| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 152621.9055 | 68479.5627 | 84142.3428 | 175536.3047 | 86819.5413 | 88716.7634 |
| Total P&L (%) | 152.6219 | 68.4796 | 84.1423 | 175.5363 | 86.8195 | 88.7168 |
| Avg Daily Profit (%) | 0.293 | 0.1315 | 0.1616 | 0.1948 | 0.1201 | 0.122 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91192 | -51871 | -62044 | -73779 | -48752 | -60785 |
| Profit Factor | 1.6016 | 1.7602 | 1.5143 | 1.5829 | 1.7877 | 1.4646 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
| Profitability (%) | 72.2892 | 73.1707 | 71.4286 | 72.2892 | 73.1707 | 71.4286 |
| Ratio Avg Win / Avg Loss | 0.614 | 0.6454 | 0.6057 | 0.6068 | 0.6555 | 0.5859 |
| Largest Winning Trade | 26798 | 12800 | 26798 | 32278 | 23899 | 32278 |
| Largest Losing Trade | -34723 | -25064 | -34723 | -60785 | -24681 | -60785 |
| Avg Bars in Trades | 292 | 194 | 387 | 292 | 194 | 387 |
| Avg Bars in Winners | 191 | 147 | 234 | 191 | 147 | 234 |
| Avg Bars in Losers | 556 | 322 | 770 | 556 | 322 | 770 |
| Bars Traded | 24269 | 7983 | 16286 | 24269 | 7983 | 16286 |
| Profit Streak | 11.0393 | 53.4143 | 11.0393 | 11.0393 | 53.4143 | 11.0393 |
| Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 399031 | -13096 | 356847 | 364920 | -28160 | -27810 |
{
"trading_pair": "INJ_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714114800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758979596370,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 216,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
152621.9054781468,
68479.562675704,
84142.3428024428,
175536.3047034116,
86819.5413387733,
88716.7633646383
],
[
152.621905,
68.479563,
84.142343,
175.536305,
86.819541,
88.716763
],
[
0.293036,
0.131482,
0.161554,
0.194792,
0.120068,
0.12201
],
[
10,
10,
10,
10,
10,
10
],
[
-91192,
-51871,
-62044,
-73779,
-48752,
-60785
],
[
1.601637,
1.760161,
1.514343,
1.582872,
1.787693,
1.464637
],
[
83,
41,
42,
83,
41,
42
],
[
60,
30,
30,
60,
30,
30
],
[
23,
11,
12,
23,
11,
12
],
[
72.289157,
73.170732,
71.428571,
72.289157,
73.170732,
71.428571
],
[
0.613961,
0.645392,
0.605737,
0.606767,
0.655487,
0.585855
],
[
26798,
12800,
26798,
32278,
23899,
32278
],
[
-34723,
-25064,
-34723,
-60785,
-24681,
-60785
],
[
292,
194,
387,
292,
194,
387
],
[
191,
147,
234,
191,
147,
234
],
[
556,
322,
770,
556,
322,
770
],
[
24269,
7983,
16286,
24269,
7983,
16286
],
[
11.03931,
53.41431,
11.03931,
11.03931,
53.41431,
11.03931
],
[
2,
4,
1,
2,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
399031,
-13096,
356847,
364920,
-28160,
-27810
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714114800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758979596370,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 216,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|