| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 607252.7101 | 549928.4644 | 57324.2457 | 1593742.8869 | 2700374.6678 | -1106631.7809 |
| Total P&L (%) | 607.2527 | 549.9285 | 57.3242 | 1593.7429 | 2700.3747 | -1106.6318 |
| Avg Daily Profit (%) | 0.337 | 0.3052 | 0.0318 | 0.1571 | 0.1851 | 0 |
| Buy And Hold Return (%) | 148.6293 | 148.6293 | 148.6293 | 148.6293 | 148.6293 | 148.6293 |
| Max Trade Drawdown | -77142 | -63302 | -97875 | -1503156 | -1763098 | -2221748 |
| Profit Factor | 1.9801 | 3.0761 | 1.1616 | 1.1753 | 1.6941 | 0.7871 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
| Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
| Profitability (%) | 41.5584 | 40.2597 | 42.8571 | 41.5584 | 40.2597 | 42.8571 |
| Ratio Avg Win / Avg Loss | 2.7846 | 4.5645 | 1.5488 | 1.6528 | 2.5138 | 1.0495 |
| Largest Winning Trade | 171993 | 171993 | 62278 | 1723521 | 1723521 | 738559 |
| Largest Losing Trade | -26405 | -26405 | -19703 | -588717 | -580058 | -588717 |
| Avg Bars in Trades | 33 | 34 | 32 | 33 | 34 | 32 |
| Avg Bars in Winners | 54 | 55 | 52 | 54 | 55 | 52 |
| Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
| Bars Traded | 5136 | 2630 | 2507 | 5136 | 2630 | 2507 |
| 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 | 300549 | -33421 | -402528 | -21336 | -34625 | -623847 |
{
"trading_pair": "INJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5406,
"evaluation_days": 1802,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1610208000000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758921363678,
"expiration_time": 1763573184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 3,
"offset": 0
}
}
}
{
"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": [
[
607252.7100701708,
549928.4644168947,
57324.2456532764,
1593742.8868785591,
2700374.6677929536,
-1106631.780914395
],
[
607.25271,
549.928464,
57.324246,
1593.742887,
2700.374668,
-1106.631781
],
[
0.336988,
0.305177,
0.031811,
0.157145,
0.185096,
0
],
[
148.62927,
148.62927,
148.62927,
148.62927,
148.62927,
148.62927
],
[
-77142,
-63302,
-97875,
-1503156,
-1763098,
-2221748
],
[
1.980147,
3.076072,
1.16163,
1.175349,
1.694083,
0.787121
],
[
154,
77,
77,
154,
77,
77
],
[
64,
31,
33,
64,
31,
33
],
[
90,
46,
44,
90,
46,
44
],
[
41.558442,
40.25974,
42.857143,
41.558442,
40.25974,
42.857143
],
[
2.784582,
4.564494,
1.54884,
1.652835,
2.5138,
1.049494
],
[
171993,
171993,
62278,
1723521,
1723521,
738559
],
[
-26405,
-26405,
-19703,
-588717,
-580058,
-588717
],
[
33,
34,
32,
33,
34,
32
],
[
54,
55,
52,
54,
55,
52
],
[
18,
19,
17,
18,
19,
17
],
[
5136,
2630,
2507,
5136,
2630,
2507
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300549,
-33421,
-402528,
-21336,
-34625,
-623847
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5406,
"evaluation_days": 1802,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1610208000000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758921363678,
"expiration_time": 1763573184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 3,
"offset": 0
}
}
}
| # | 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) |
|---|