Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -559242.3129 | -38515.576 | -520726.7369 | 1041038.3194 | -381513.7113 | 1422552.0307 |
Total P&L (%) | -559.2423 | -38.5156 | -520.7267 | 1041.0383 | -381.5137 | 1422.552 |
Avg Daily Profit (%) | -0.3107 | -0.0214 | -0.2893 | 0.1353 | 0 | 0.1514 |
Buy And Hold Return (%) | 200.2673 | 200.2673 | 200.2673 | 200.2673 | 200.2673 | 200.2673 |
Max Trade Drawdown | -663940 | -87697 | -683076 | -891503 | -710259 | -305596 |
Profit Factor | 0.4443 | 0.8366 | 0.3243 | 1.4561 | 0.7609 | 3.0718 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 53.9326 | 51.1111 | 56.8182 | 53.9326 | 51.1111 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.3795 | 0.8003 | 0.2464 | 1.2438 | 0.7278 | 2.3346 |
Largest Winning Trade | 30860 | 25050 | 30860 | 1016179 | 232748 | 1016179 |
Largest Losing Trade | -379759 | -36628 | -379759 | -553212 | -553212 | -268513 |
Avg Bars in Trades | 35 | 28 | 42 | 35 | 28 | 42 |
Avg Bars in Winners | 27 | 19 | 34 | 29 | 16 | 41 |
Avg Bars in Losers | 44 | 37 | 53 | 42 | 40 | 43 |
Bars Traded | 3141 | 1277 | 1864 | 3141 | 1277 | 1864 |
Profit Streak | 138.714 | 138.714 | 244.714 | 138.714 | 138.714 | 244.714 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579069 | -579719 | -579245 | -10387 | -579719 | 540835 |
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{ "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": [ [ -559242.3129490749, -38515.5760391389, -520726.7369099359, 1041038.3194270656, -381513.7112859174, 1422552.0307129829 ], [ -559.242313, -38.515576, -520.726737, 1041.038319, -381.513711, 1422.552031 ], [ -0.31069, -0.021398, -0.289293, 0.135343, 0, 0.151391 ], [ 200.267329, 200.267329, 200.267329, 200.267329, 200.267329, 200.267329 ], [ -663940, -87697, -683076, -891503, -710259, -305596 ], [ 0.444307, 0.836643, 0.324268, 1.456105, 0.76093, 3.0718 ], [ 89, 45, 44, 89, 45, 44 ], [ 48, 23, 25, 48, 23, 25 ], [ 41, 22, 19, 41, 22, 19 ], [ 53.932584, 51.111111, 56.818182, 53.932584, 51.111111, 56.818182 ], [ 0.379512, 0.800267, 0.246444, 1.243757, 0.727846, 2.334568 ], [ 30860, 25050, 30860, 1016179, 232748, 1016179 ], [ -379759, -36628, -379759, -553212, -553212, -268513 ], [ 35, 28, 42, 35, 28, 42 ], [ 27, 19, 34, 29, 16, 41 ], [ 44, 37, 53, 42, 40, 43 ], [ 3141, 1277, 1864, 3141, 1277, 1864 ], [ 138.714033, 138.714033, 244.714033, 138.714033, 138.714033, 244.714033 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579069, -579719, -579245, -10387, -579719, 540835 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1609286400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863292461, "expiration_time": 1763380800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 140 } } }
# | 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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