Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426027.4786 | 461046.277 | -35018.7984 | 3468.9833 | 1303291.6273 | -1299822.644 |
Total P&L (%) | 426.0275 | 461.0463 | -35.0188 | 3.469 | 1303.2916 | -1299.8226 |
Avg Daily Profit (%) | 0.2346 | 0.2539 | -0.0193 | 0.0019 | 0.1456 | 0 |
Buy And Hold Return (%) | 164.9718 | 164.9718 | 164.9718 | 164.9718 | 164.9718 | 164.9718 |
Max Trade Drawdown | -261125 | -145659 | -182414 | -2464542 | -1213417 | -1561557 |
Profit Factor | 1.4575 | 2.1606 | 0.9344 | 1.0006 | 1.5178 | 0.6302 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 47.8495 | 49.4624 | 46.2366 | 47.8495 | 49.4624 | 46.2366 |
Ratio Avg Win / Avg Loss | 1.5886 | 2.2075 | 1.0865 | 1.0905 | 1.5508 | 0.7328 |
Largest Winning Trade | 317730 | 317730 | 77553 | 1921921 | 1921921 | 318194 |
Largest Losing Trade | -35295 | -22659 | -35295 | -429165 | -278539 | -429165 |
Avg Bars in Trades | 27 | 25 | 28 | 27 | 25 | 28 |
Avg Bars in Winners | 37 | 32 | 41 | 37 | 32 | 41 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 5041 | 2382 | 2659 | 5041 | 2382 | 2659 |
Profit Streak | 17.3266 | 17.3266 | 21.6599 | 17.3266 | 17.3266 | 21.6599 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290713 | 332282 | -580052 | -574492 | 164870 | -581719 |
{ "trading_pair": "INJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5447, "evaluation_days": 1815.67, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1610121600000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760111416833, "expiration_time": 1764789408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 240, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.08345, "nb": 0.46096, "nc": 0.1 } } }
{ "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": [ [ 426027.4786458078, 461046.2769999746, -35018.7983541663, 3468.983291121, 1303291.627319521, -1299822.644028401 ], [ 426.027479, 461.046277, -35.018798, 3.468983, 1303.291627, -1299.822644 ], [ 0.234639, 0.253926, -0.019287, 0.001878, 0.145584, 0 ], [ 164.971764, 164.971764, 164.971764, 164.971764, 164.971764, 164.971764 ], [ -261125, -145659, -182414, -2464542, -1213417, -1561557 ], [ 1.457549, 2.16058, 0.934404, 1.000575, 1.517768, 0.630167 ], [ 186, 93, 93, 186, 93, 93 ], [ 89, 46, 43, 89, 46, 43 ], [ 97, 47, 50, 97, 47, 50 ], [ 47.849462, 49.462366, 46.236559, 47.849462, 49.462366, 46.236559 ], [ 1.588565, 2.207549, 1.086516, 1.090514, 1.550763, 0.732752 ], [ 317730, 317730, 77553, 1921921, 1921921, 318194 ], [ -35295, -22659, -35295, -429165, -278539, -429165 ], [ 27, 25, 28, 27, 25, 28 ], [ 37, 32, 41, 37, 32, 41 ], [ 17, 18, 17, 17, 18, 17 ], [ 5041, 2382, 2659, 5041, 2382, 2659 ], [ 17.326584, 17.326584, 21.659917, 17.326584, 17.326584, 21.659917 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 290713, 332282, -580052, -574492, 164870, -581719 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5447, "evaluation_days": 1815.67, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1610121600000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760111416833, "expiration_time": 1764789408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 240, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.08345, "nb": 0.46096, "nc": 0.1 } } }
# | 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) |
---|