| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1060417.9031 | 1068254.9159 | -7837.0128 | 2338836.4109 | 4364798.7719 | -2025962.3611 |
| Total P&L (%) | 1060.4179 | 1068.2549 | -7.837 | 2338.8364 | 4364.7988 | -2025.9624 |
| Avg Daily Profit (%) | 0.5892 | 0.5936 | -0.0044 | 0.1776 | 0.2113 | 0 |
| Buy And Hold Return (%) | 1252.4855 | 1252.4855 | 1252.4855 | 1252.4855 | 1252.4855 | 1252.4855 |
| Max Trade Drawdown | -163287 | -96166 | -116708 | -6185580 | -4078376 | -3256402 |
| Profit Factor | 2.8627 | 5.2997 | 0.9756 | 1.195 | 1.7601 | 0.676 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Profitability (%) | 49.3506 | 55.2632 | 43.5897 | 49.3506 | 55.2632 | 43.5897 |
| Ratio Avg Win / Avg Loss | 2.9381 | 4.2902 | 1.2625 | 1.2264 | 1.4248 | 0.8748 |
| Largest Winning Trade | 647501 | 647501 | 74733 | 3733619 | 3733619 | 1188392 |
| Largest Losing Trade | -30721 | -30721 | -29444 | -1411374 | -1378531 | -1411374 |
| Avg Bars in Trades | 91 | 95 | 88 | 91 | 95 | 88 |
| Avg Bars in Winners | 123 | 129 | 115 | 123 | 129 | 115 |
| Avg Bars in Losers | 61 | 53 | 67 | 61 | 53 | 67 |
| Bars Traded | 7070 | 3628 | 3443 | 7070 | 3628 | 3443 |
| 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 | -195478 | -145666 | -581583 | -52512 | 301521 | -583250 |
{
"trading_pair": "INJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7199,
"evaluation_days": 1799.75,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1605074400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758916174860,
"expiration_time": 1763380152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 37,
"offset": 0,
"a": 0.85083
}
}
}
{
"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": [
[
1060417.9030858637,
1068254.9159208317,
-7837.0128349678,
2338836.4108740413,
4364798.7719327,
-2025962.3610586603
],
[
1060.417903,
1068.254916,
-7.837013,
2338.836411,
4364.798772,
-2025.962361
],
[
0.589203,
0.593557,
-0.004355,
0.177633,
0.211297,
0
],
[
1252.485474,
1252.485474,
1252.485474,
1252.485474,
1252.485474,
1252.485474
],
[
-163287,
-96166,
-116708,
-6185580,
-4078376,
-3256402
],
[
2.862727,
5.299696,
0.975573,
1.194974,
1.760076,
0.676003
],
[
77,
38,
39,
77,
38,
39
],
[
38,
21,
17,
38,
21,
17
],
[
39,
17,
22,
39,
17,
22
],
[
49.350649,
55.263158,
43.589744,
49.350649,
55.263158,
43.589744
],
[
2.938062,
4.29023,
1.262506,
1.226421,
1.424823,
0.874828
],
[
647501,
647501,
74733,
3733619,
3733619,
1188392
],
[
-30721,
-30721,
-29444,
-1411374,
-1378531,
-1411374
],
[
91,
95,
88,
91,
95,
88
],
[
123,
129,
115,
123,
129,
115
],
[
61,
53,
67,
61,
53,
67
],
[
7070,
3628,
3443,
7070,
3628,
3443
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-195478,
-145666,
-581583,
-52512,
301521,
-583250
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7199,
"evaluation_days": 1799.75,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1605074400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758916174860,
"expiration_time": 1763380152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 37,
"offset": 0,
"a": 0.85083
}
}
}
| # | 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) |
|---|