Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79155.2665 | 31752.2466 | 47403.0199 | 42804.0754 | 20715.5053 | 22088.5702 |
Total P&L (%) | 79.1553 | 31.7522 | 47.403 | 42.8041 | 20.7155 | 22.0886 |
Avg Daily Profit (%) | 0.152 | 0.061 | 0.091 | 0.0684 | 0.0362 | 0.0383 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71346 | -69767 | -42431 | -68353 | -58924 | -35125 |
Profit Factor | 1.2654 | 1.1974 | 1.3451 | 1.1863 | 1.1739 | 1.1997 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 68.5393 | 68.1818 | 68.8889 | 68.5393 | 68.1818 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.5809 | 0.5588 | 0.6075 | 0.5445 | 0.5478 | 0.5418 |
Largest Winning Trade | 16039 | 16039 | 13337 | 10700 | 9954 | 10700 |
Largest Losing Trade | -25956 | -25956 | -23293 | -23716 | -22741 | -23716 |
Avg Bars in Trades | 271 | 283 | 260 | 271 | 283 | 260 |
Avg Bars in Winners | 171 | 182 | 161 | 171 | 182 | 161 |
Avg Bars in Losers | 489 | 499 | 480 | 489 | 499 | 480 |
Bars Traded | 24206 | 12465 | 11741 | 24206 | 12465 | 11741 |
Profit Streak | 14.2376 | 25.7793 | 14.2376 | 14.2376 | 25.7793 | 14.2376 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318296 | -116674 | -71785 | -117333 | -179031 | -147174 |
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{ "first_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 145, "offset": 109 } } }
{ "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": [ [ 79155.2665303205, 31752.2465899726, 47403.0199403478, 42804.0754438817, 20715.5052755432, 22088.5701683385 ], [ 79.155267, 31.752247, 47.40302, 42.804075, 20.715505, 22.08857 ], [ 0.151979, 0.060965, 0.091014, 0.068434, 0.036154, 0.038326 ], [ 10, 10, 10, 10, 10, 10 ], [ -71346, -69767, -42431, -68353, -58924, -35125 ], [ 1.265441, 1.197389, 1.345147, 1.186336, 1.173917, 1.19971 ], [ 89, 44, 45, 89, 44, 45 ], [ 61, 30, 31, 61, 30, 31 ], [ 28, 14, 14, 28, 14, 14 ], [ 68.539326, 68.181818, 68.888889, 68.539326, 68.181818, 68.888889 ], [ 0.580858, 0.558781, 0.607486, 0.544547, 0.547828, 0.541805 ], [ 16039, 16039, 13337, 10700, 9954, 10700 ], [ -25956, -25956, -23293, -23716, -22741, -23716 ], [ 271, 283, 260, 271, 283, 260 ], [ 171, 182, 161, 171, 182, 161 ], [ 489, 499, 480, 489, 499, 480 ], [ 24206, 12465, 11741, 24206, 12465, 11741 ], [ 14.23761, 25.779277, 14.23761, 14.23761, 25.779277, 14.23761 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318296, -116674, -71785, -117333, -179031, -147174 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714195800000, "first_datapoint_time": 1714651200000, "last_datapoint_time": 1759194000000, "evaluation_time": 1759194729538, "expiration_time": 1765674000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 145, "offset": 109 } } }
# | 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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