Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134611.6215 | 67209.4252 | 67402.1963 | 164836.8047 | 78614.2693 | 86222.5354 |
Total P&L (%) | 134.6116 | 67.2094 | 67.4022 | 164.8368 | 78.6143 | 86.2225 |
Avg Daily Profit (%) | 0.5169 | 0.2581 | 0.2588 | 0.3747 | 0.223 | 0.239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82825 | -47104 | -58219 | -90826 | -63942 | -57435 |
Profit Factor | 1.3127 | 1.3276 | 1.2992 | 1.2495 | 1.2469 | 1.252 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 139 | 67 | 72 | 139 | 67 | 72 |
Losing Trades | 154 | 79 | 75 | 154 | 79 | 75 |
Profitability (%) | 47.4403 | 45.8904 | 48.9796 | 47.4403 | 45.8904 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.4544 | 1.5653 | 1.3534 | 1.3844 | 1.4702 | 1.3041 |
Largest Winning Trade | 17885 | 14948 | 17885 | 33085 | 21870 | 33085 |
Largest Losing Trade | -19795 | -19795 | -15780 | -30962 | -30962 | -27813 |
Avg Bars in Trades | 83 | 75 | 91 | 83 | 75 | 91 |
Avg Bars in Winners | 96 | 81 | 110 | 96 | 81 | 110 |
Avg Bars in Losers | 71 | 69 | 72 | 71 | 69 | 72 |
Bars Traded | 24397 | 10975 | 13422 | 24397 | 10975 | 13422 |
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 | 346781 | 220813 | 218608 | 289120 | 158967 | 208364 |
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737745200000, "first_datapoint_time": 1737876600000, "last_datapoint_time": 1760244300000, "evaluation_time": 1760244905122, "expiration_time": 1766724300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 74, "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": [ [ 134611.621507432, 67209.4252144803, 67402.1962929517, 164836.8046871815, 78614.2692785176, 86222.5354086639 ], [ 134.611622, 67.209425, 67.402196, 164.836805, 78.614269, 86.222535 ], [ 0.516902, 0.258081, 0.258821, 0.37469, 0.222988, 0.239043 ], [ 10, 10, 10, 10, 10, 10 ], [ -82825, -47104, -58219, -90826, -63942, -57435 ], [ 1.312734, 1.327567, 1.299223, 1.249535, 1.24691, 1.251977 ], [ 293, 146, 147, 293, 146, 147 ], [ 139, 67, 72, 139, 67, 72 ], [ 154, 79, 75, 154, 79, 75 ], [ 47.440273, 45.890411, 48.979592, 47.440273, 45.890411, 48.979592 ], [ 1.454396, 1.565341, 1.353357, 1.384377, 1.470238, 1.304143 ], [ 17885, 14948, 17885, 33085, 21870, 33085 ], [ -19795, -19795, -15780, -30962, -30962, -27813 ], [ 83, 75, 91, 83, 75, 91 ], [ 96, 81, 110, 96, 81, 110 ], [ 71, 69, 72, 71, 69, 72 ], [ 24397, 10975, 13422, 24397, 10975, 13422 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346781, 220813, 218608, 289120, 158967, 208364 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737745200000, "first_datapoint_time": 1737876600000, "last_datapoint_time": 1760244300000, "evaluation_time": 1760244905122, "expiration_time": 1766724300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 74, "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) |
---|