| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -376736.5124 | 34694.8512 | -411431.3637 | 1408523.0148 | 191314.0806 | 1217208.9342 |
| Total P&L (%) | -376.7365 | 34.6949 | -411.4314 | 1408.523 | 191.3141 | 1217.2089 |
| Avg Daily Profit (%) | -0.2079 | 0.0191 | -0.2271 | 0.1499 | 0.059 | 0.1424 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -612283 | -119548 | -605320 | -803083 | -790742 | -133793 |
| Profit Factor | 0.5622 | 1.1579 | 0.3579 | 2.0682 | 1.1728 | 6.756 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 74 | 36 | 38 | 66 | 30 | 36 |
| Losing Trades | 14 | 8 | 6 | 22 | 14 | 8 |
| Profitability (%) | 84.0909 | 81.8182 | 86.3636 | 75 | 68.1818 | 81.8182 |
| Ratio Avg Win / Avg Loss | 0.1064 | 0.2573 | 0.0565 | 0.6894 | 0.5473 | 1.5013 |
| Largest Winning Trade | 22652 | 22652 | 20613 | 428983 | 155567 | 428983 |
| Largest Losing Trade | -372498 | -65216 | -372498 | -790742 | -790742 | -122221 |
| Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
| Avg Bars in Winners | 12 | 7 | 18 | 18 | 4 | 30 |
| Avg Bars in Losers | 163 | 164 | 162 | 91 | 102 | 71 |
| Bars Traded | 3234 | 1565 | 1670 | 3234 | 1565 | 1670 |
| Profit Streak | 35.2825 | 150.7825 | 35.2825 | 35.2825 | 150.7825 | 35.2825 |
| Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574475 | -212942 | -575220 | 498820 | -142362 | 399449 |
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3624,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1612742400000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759776411301,
"expiration_time": 1764448704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 221,
"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": [
[
-376736.5124489986,
34694.851244418,
-411431.3636934166,
1408523.0148120762,
191314.0806234806,
1217208.9341885955
],
[
-376.736512,
34.694851,
-411.431364,
1408.523015,
191.314081,
1217.208934
],
[
-0.207912,
0.019147,
-0.227059,
0.149876,
0.059026,
0.142381
],
[
10,
10,
10,
10,
10,
10
],
[
-612283,
-119548,
-605320,
-803083,
-790742,
-133793
],
[
0.562225,
1.157868,
0.35794,
2.068177,
1.172798,
6.756046
],
[
88,
44,
44,
88,
44,
44
],
[
74,
36,
38,
66,
30,
36
],
[
14,
8,
6,
22,
14,
8
],
[
84.090909,
81.818182,
86.363636,
75,
68.181818,
81.818182
],
[
0.106367,
0.257304,
0.056517,
0.689392,
0.547306,
1.501344
],
[
22652,
22652,
20613,
428983,
155567,
428983
],
[
-372498,
-65216,
-372498,
-790742,
-790742,
-122221
],
[
36,
35,
37,
36,
35,
37
],
[
12,
7,
18,
18,
4,
30
],
[
163,
164,
162,
91,
102,
71
],
[
3234,
1565,
1670,
3234,
1565,
1670
],
[
35.282538,
150.782538,
35.282538,
35.282538,
150.782538,
35.282538
],
[
4,
6,
2,
4,
6,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574475,
-212942,
-575220,
498820,
-142362,
399449
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3624,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1612742400000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759776411301,
"expiration_time": 1764448704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 221,
"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) |
|---|