Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474532.7573 | 553268.4972 | -78735.7399 | 96446.8752 | 14227402.2289 | -14130955.3537 |
Total P&L (%) | 474.5328 | 553.2685 | -78.7357 | 96.4469 | 14227.4022 | -14130.9554 |
Avg Daily Profit (%) | 0.2618 | 0.3053 | -0.0434 | 0.0373 | 0.2743 | 0 |
Buy And Hold Return (%) | 1353.7195 | 1353.7195 | 1353.7195 | 1353.7195 | 1353.7195 | 1353.7195 |
Max Trade Drawdown | -320117 | -120428 | -325987 | -21425204 | -6719222 | -24660504 |
Profit Factor | 1.3469 | 1.9483 | 0.8996 | 1.0013 | 1.4461 | 0.6551 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 54.251 | 54.0323 | 54.4715 | 54.251 | 54.0323 | 54.4715 |
Ratio Avg Win / Avg Loss | 1.1358 | 1.6575 | 0.7519 | 0.8444 | 1.2303 | 0.5476 |
Largest Winning Trade | 66689 | 66689 | 50534 | 6700818 | 6700818 | 3844625 |
Largest Losing Trade | -73419 | -33922 | -73419 | -7558400 | -4265455 | -7558400 |
Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
Avg Bars in Winners | 38 | 36 | 41 | 38 | 36 | 41 |
Avg Bars in Losers | 48 | 40 | 56 | 48 | 40 | 56 |
Bars Traded | 10695 | 4767 | 5928 | 10695 | 4767 | 5928 |
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 | -155414 | -152842 | -580425 | -527792 | 358113 | -580425 |
{ "trading_pair": "INJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10874, "evaluation_days": 1812.33, "actual_first_datapoint_time": 1603252800000, "first_datapoint_time": 1604736000000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759831543202, "expiration_time": 1764521568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 3 } } }
{ "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": [ [ 474532.757326958, 553268.4972181667, -78735.7398912086, 96446.8752344856, 14227402.228913892, -14130955.353679407 ], [ 474.532757, 553.268497, -78.73574, 96.446875, 14227.402229, -14130.955354 ], [ 0.261836, 0.30528, -0.043444, 0.037264, 0.274319, 0 ], [ 1353.719478, 1353.719478, 1353.719478, 1353.719478, 1353.719478, 1353.719478 ], [ -320117, -120428, -325987, -21425204, -6719222, -24660504 ], [ 1.34689, 1.948318, 0.899641, 1.001324, 1.446137, 0.655118 ], [ 247, 124, 123, 247, 124, 123 ], [ 134, 67, 67, 134, 67, 67 ], [ 113, 57, 56, 113, 57, 56 ], [ 54.251012, 54.032258, 54.471545, 54.251012, 54.032258, 54.471545 ], [ 1.13581, 1.657524, 0.751939, 0.8444, 1.230295, 0.547561 ], [ 66689, 66689, 50534, 6700818, 6700818, 3844625 ], [ -73419, -33922, -73419, -7558400, -4265455, -7558400 ], [ 43, 38, 48, 43, 38, 48 ], [ 38, 36, 41, 38, 36, 41 ], [ 48, 40, 56, 48, 40, 56 ], [ 10695, 4767, 5928, 10695, 4767, 5928 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -155414, -152842, -580425, -527792, 358113, -580425 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10874, "evaluation_days": 1812.33, "actual_first_datapoint_time": 1603252800000, "first_datapoint_time": 1604736000000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759831543202, "expiration_time": 1764521568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 3 } } }
# | 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) |
---|