| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -109459.6188 | 133403.9062 | -242863.525 | 1722578.1608 | -518440.1054 | 2241018.2662 |
| Total P&L (%) | -109.4596 | 133.4039 | -242.8635 | 1722.5782 | -518.4401 | 2241.0183 |
| Avg Daily Profit (%) | -0.0605 | 0.0737 | -0.1343 | 0.1606 | 0 | 0.1745 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -384955 | -103689 | -463370 | -1060534 | -1060534 | -471110 |
| Profit Factor | 0.8534 | 1.5804 | 0.5301 | 1.6418 | 0.7605 | 5.3129 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 51 | 24 | 27 | 49 | 22 | 27 |
| Losing Trades | 11 | 7 | 4 | 13 | 9 | 4 |
| Profitability (%) | 82.2581 | 77.4194 | 87.0968 | 79.0323 | 70.9677 | 87.0968 |
| Ratio Avg Win / Avg Loss | 0.1841 | 0.461 | 0.0785 | 0.4356 | 0.3111 | 0.7871 |
| Largest Winning Trade | 53525 | 53525 | 30785 | 1320574 | 477470 | 1320574 |
| Largest Losing Trade | -300523 | -64647 | -300523 | -1060534 | -1060534 | -406613 |
| Avg Bars in Trades | 104 | 104 | 103 | 104 | 104 | 103 |
| Avg Bars in Winners | 46 | 34 | 56 | 48 | 24 | 67 |
| Avg Bars in Losers | 374 | 345 | 424 | 316 | 302 | 348 |
| Bars Traded | 6476 | 3254 | 3222 | 6476 | 3254 | 3222 |
| Profit Streak | 146.2928 | 146.2928 | 589.0428 | 146.2928 | 146.2928 | 762.7928 |
| Trades During Streak | 3 | 1 | 12 | 3 | 1 | 13 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -733817 | -90261 | -574766 | -145352 | -577527 | 686682 |
{
"trading_pair": "INJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7236,
"evaluation_days": 1809,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1613455200000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759539696095,
"expiration_time": 1764203328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 229,
"offset": 245
}
}
} {
"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": [
[
-109459.6187782662,
133403.9062262758,
-242863.5250045421,
1722578.1607578227,
-518440.10542094,
2241018.2661787625
],
[
-109.459619,
133.403906,
-242.863525,
1722.578161,
-518.440105,
2241.018266
],
[
-0.060508,
0.073745,
-0.134253,
0.160595,
0,
0.174457
],
[
10,
10,
10,
10,
10,
10
],
[
-384955,
-103689,
-463370,
-1060534,
-1060534,
-471110
],
[
0.853413,
1.580437,
0.530141,
1.641831,
0.760451,
5.31287
],
[
62,
31,
31,
62,
31,
31
],
[
51,
24,
27,
49,
22,
27
],
[
11,
7,
4,
13,
9,
4
],
[
82.258065,
77.419355,
87.096774,
79.032258,
70.967742,
87.096774
],
[
0.184069,
0.460961,
0.078539,
0.435588,
0.311094,
0.787092
],
[
53525,
53525,
30785,
1320574,
477470,
1320574
],
[
-300523,
-64647,
-300523,
-1060534,
-1060534,
-406613
],
[
104,
104,
103,
104,
104,
103
],
[
46,
34,
56,
48,
24,
67
],
[
374,
345,
424,
316,
302,
348
],
[
6476,
3254,
3222,
6476,
3254,
3222
],
[
146.292779,
146.292779,
589.042779,
146.292779,
146.292779,
762.792779
],
[
3,
1,
12,
3,
1,
13
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-733817,
-90261,
-574766,
-145352,
-577527,
686682
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7236,
"evaluation_days": 1809,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1613455200000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759539696095,
"expiration_time": 1764203328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 229,
"offset": 245
}
}
}
| # | 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) |
|---|