Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117862.6545 | 50645.3944 | 67217.2601 | 128582.6923 | 86311.7597 | 42270.9326 |
Total P&L (%) | 117.8627 | 50.6454 | 67.2173 | 128.5827 | 86.3118 | 42.2709 |
Avg Daily Profit (%) | 0.4526 | 0.1945 | 0.2581 | 0.318 | 0.2392 | 0.1355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54432 | -49472 | -42087 | -155177 | -66372 | -124132 |
Profit Factor | 1.4189 | 1.3873 | 1.4463 | 1.2398 | 1.3687 | 1.1399 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 47.6563 | 45.3125 | 50 | 47.6563 | 45.3125 | 50 |
Ratio Avg Win / Avg Loss | 1.5584 | 1.6743 | 1.4463 | 1.3617 | 1.6518 | 1.1399 |
Largest Winning Trade | 37919 | 37919 | 27394 | 48323 | 48323 | 41303 |
Largest Losing Trade | -12315 | -11215 | -12315 | -32565 | -20321 | -32565 |
Avg Bars in Trades | 191 | 197 | 184 | 191 | 197 | 184 |
Avg Bars in Winners | 267 | 287 | 248 | 267 | 287 | 248 |
Avg Bars in Losers | 121 | 123 | 120 | 121 | 123 | 120 |
Bars Traded | 24456 | 12653 | 11803 | 24456 | 12653 | 11803 |
Profit Streak | 12.0895 | 12.0895 | 13.0062 | 12.0895 | 12.0895 | 13.0062 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404908 | -134042 | -130585 | 284078 | -132483 | -220344 |
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736438400000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758878633622, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 204, "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": [ [ 117862.6545056441, 50645.3943587067, 67217.2601469374, 128582.6923069611, 86311.7597426815, 42270.9325642795 ], [ 117.862655, 50.645394, 67.21726, 128.582692, 86.31176, 42.270933 ], [ 0.452587, 0.194476, 0.258111, 0.317964, 0.239227, 0.135474 ], [ 10, 10, 10, 10, 10, 10 ], [ -54432, -49472, -42087, -155177, -66372, -124132 ], [ 1.418876, 1.387313, 1.446277, 1.239756, 1.368663, 1.139884 ], [ 128, 64, 64, 128, 64, 64 ], [ 61, 29, 32, 61, 29, 32 ], [ 67, 35, 32, 67, 35, 32 ], [ 47.65625, 45.3125, 50, 47.65625, 45.3125, 50 ], [ 1.558437, 1.674343, 1.446277, 1.361699, 1.651834, 1.139884 ], [ 37919, 37919, 27394, 48323, 48323, 41303 ], [ -12315, -11215, -12315, -32565, -20321, -32565 ], [ 191, 197, 184, 191, 197, 184 ], [ 267, 287, 248, 267, 287, 248 ], [ 121, 123, 120, 121, 123, 120 ], [ 24456, 12653, 11803, 24456, 12653, 11803 ], [ 12.089509, 12.089509, 13.006176, 12.089509, 12.08951, 13.006176 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404908, -134042, -130585, 284078, -132483, -220344 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736438400000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758878633622, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 204, "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) |
---|