| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -338088.3114 | 67536.553 | -405624.8645 | 2494591.2327 | 473537.7894 | 2021053.4432 |
| Total P&L (%) | -338.0883 | 67.5366 | -405.6249 | 2494.5912 | 473.5378 | 2021.0534 |
| Avg Daily Profit (%) | -0.1874 | 0.0374 | -0.2248 | 0.1806 | 0.0968 | 0.1694 |
| Buy And Hold Return (%) | 171.7809 | 171.7809 | 171.7809 | 171.7809 | 171.7809 | 171.7809 |
| Max Trade Drawdown | -634143 | -82626 | -619493 | -562404 | -562404 | -371934 |
| Profit Factor | 0.5759 | 1.447 | 0.3722 | 2.4203 | 1.4445 | 3.9244 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 67 | 33 | 34 | 59 | 28 | 31 |
| Losing Trades | 9 | 5 | 4 | 17 | 10 | 7 |
| Profitability (%) | 88.1579 | 86.8421 | 89.4737 | 77.6316 | 73.6842 | 81.5789 |
| Ratio Avg Win / Avg Loss | 0.0774 | 0.2192 | 0.0438 | 0.6974 | 0.5159 | 0.8862 |
| Largest Winning Trade | 20738 | 20738 | 20686 | 859824 | 196680 | 859824 |
| Largest Losing Trade | -320754 | -81055 | -320754 | -562404 | -562404 | -371934 |
| Avg Bars in Trades | 41 | 44 | 39 | 41 | 44 | 39 |
| Avg Bars in Winners | 14 | 15 | 13 | 20 | 15 | 25 |
| Avg Bars in Losers | 243 | 229 | 260 | 116 | 125 | 103 |
| Bars Traded | 3179 | 1676 | 1503 | 3179 | 1676 | 1503 |
| Profit Streak | 4.8543 | 0 | 5.3543 | 4.8543 | 0 | 5.3543 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -629015 | -304798 | -575245 | -39632 | -64629 | 603707 |
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3609,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1610366400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759134610187,
"expiration_time": 1763781264000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 166,
"offset": 0,
"a": 0.44424
}
}
} {
"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": [
[
-338088.3114282924,
67536.5530409889,
-405624.8644692812,
2494591.2326746876,
473537.789431656,
2021053.4432430314
],
[
-338.088311,
67.536553,
-405.624864,
2494.591233,
473.537789,
2021.053443
],
[
-0.187358,
0.037427,
-0.224785,
0.180601,
0.096841,
0.169414
],
[
171.780946,
171.780946,
171.780946,
171.780946,
171.780946,
171.780946
],
[
-634143,
-82626,
-619493,
-562404,
-562404,
-371934
],
[
0.575893,
1.447006,
0.372185,
2.420267,
1.444497,
3.924438
],
[
76,
38,
38,
76,
38,
38
],
[
67,
33,
34,
59,
28,
31
],
[
9,
5,
4,
17,
10,
7
],
[
88.157895,
86.842105,
89.473684,
77.631579,
73.684211,
81.578947
],
[
0.077359,
0.219243,
0.043787,
0.697365,
0.515892,
0.886163
],
[
20738,
20738,
20686,
859824,
196680,
859824
],
[
-320754,
-81055,
-320754,
-562404,
-562404,
-371934
],
[
41,
44,
39,
41,
44,
39
],
[
14,
15,
13,
20,
15,
25
],
[
243,
229,
260,
116,
125,
103
],
[
3179,
1676,
1503,
3179,
1676,
1503
],
[
4.854284,
0,
5.354284,
4.854285,
0,
5.354285
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-629015,
-304798,
-575245,
-39632,
-64629,
603707
]
]
}
{
"trading_pair": "INJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3609,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1603238400000,
"first_datapoint_time": 1610366400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759134610187,
"expiration_time": 1763781264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 166,
"offset": 0,
"a": 0.44424
}
}
}
| # | 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) |
|---|