Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129049.6618 | 60734.3591 | 68315.3027 | 101576.3972 | 37462.8752 | 64113.5219 |
Total P&L (%) | 129.0497 | 60.7344 | 68.3153 | 101.5764 | 37.4629 | 64.1135 |
Avg Daily Profit (%) | 0.2478 | 0.1166 | 0.1312 | 0.1347 | 0.0611 | 0.0952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99971 | -64631 | -58103 | -112249 | -83854 | -60824 |
Profit Factor | 1.3417 | 1.3349 | 1.348 | 1.2534 | 1.1871 | 1.3195 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 65.7895 | 68.4211 | 63.1579 | 65.7895 | 68.4211 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.6977 | 0.6161 | 0.7863 | 0.6518 | 0.5479 | 0.7697 |
Largest Winning Trade | 23253 | 23253 | 20941 | 26101 | 26101 | 25033 |
Largest Losing Trade | -30573 | -30573 | -25157 | -39406 | -34706 | -39406 |
Avg Bars in Trades | 216 | 221 | 210 | 216 | 221 | 210 |
Avg Bars in Winners | 136 | 153 | 118 | 136 | 153 | 118 |
Avg Bars in Losers | 369 | 368 | 369 | 369 | 368 | 369 |
Bars Traded | 24639 | 12618 | 12021 | 24639 | 12618 | 12021 |
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 | 305357 | -217548 | -198238 | -13315 | -308343 | -246700 |
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{ "first_band": { "type": "bbm", "factors": { "length": 105, "offset": 0, "std": 1.13778 } }, "second_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.33316 } } }
{ "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": [ [ 129049.6617682214, 60734.3590677684, 68315.3027004531, 101576.3971864415, 37462.8752374739, 64113.5219489676 ], [ 129.049662, 60.734359, 68.315303, 101.576397, 37.462875, 64.113522 ], [ 0.247777, 0.116611, 0.131166, 0.134683, 0.06111, 0.09516 ], [ 10, 10, 10, 10, 10, 10 ], [ -99971, -64631, -58103, -112249, -83854, -60824 ], [ 1.341686, 1.3349, 1.347955, 1.253415, 1.187146, 1.319527 ], [ 114, 57, 57, 114, 57, 57 ], [ 75, 39, 36, 75, 39, 36 ], [ 39, 18, 21, 39, 18, 21 ], [ 65.789474, 68.421053, 63.157895, 65.789474, 68.421053, 63.157895 ], [ 0.697677, 0.616108, 0.786307, 0.651776, 0.547914, 0.769724 ], [ 23253, 23253, 20941, 26101, 26101, 25033 ], [ -30573, -30573, -25157, -39406, -34706, -39406 ], [ 216, 221, 210, 216, 221, 210 ], [ 136, 153, 118, 136, 153, 118 ], [ 369, 368, 369, 369, 368, 369 ], [ 24639, 12618, 12021, 24639, 12618, 12021 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305357, -217548, -198238, -13315, -308343, -246700 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715194800000, "first_datapoint_time": 1715443200000, "last_datapoint_time": 1760193000000, "evaluation_time": 1760194219743, "expiration_time": 1766673000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 105, "offset": 0, "std": 1.13778 } }, "second_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.33316 } } }
# | 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) |
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