Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -291230.0329 | 70894.3356 | -362124.3684 | 3036715.6632 | 180961.3114 | 2855754.3518 |
Total P&L (%) | -291.23 | 70.8943 | -362.1244 | 3036.7157 | 180.9613 | 2855.7544 |
Avg Daily Profit (%) | -0.1618 | 0.0394 | -0.2012 | 0.1916 | 0.0574 | 0.1883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -556164 | -91350 | -592464 | -1262409 | -1262409 | -498728 |
Profit Factor | 0.6627 | 1.3477 | 0.4508 | 1.9844 | 1.0891 | 3.7096 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 79 | 39 | 40 | 67 | 31 | 36 |
Losing Trades | 13 | 7 | 6 | 25 | 15 | 10 |
Profitability (%) | 85.8696 | 84.7826 | 86.9565 | 72.8261 | 67.3913 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.109 | 0.2419 | 0.0676 | 0.7404 | 0.527 | 1.0304 |
Largest Winning Trade | 24608 | 21561 | 24608 | 1444344 | 290399 | 1444344 |
Largest Losing Trade | -375978 | -57429 | -375978 | -1262409 | -1262409 | -498728 |
Avg Bars in Trades | 34 | 35 | 33 | 34 | 35 | 33 |
Avg Bars in Winners | 10 | 7 | 12 | 16 | 6 | 25 |
Avg Bars in Losers | 180 | 191 | 168 | 82 | 96 | 61 |
Bars Traded | 3173 | 1644 | 1529 | 3173 | 1644 | 1529 |
Profit Streak | 27.0849 | 141.0849 | 27.0849 | 27.0849 | 141.0849 | 27.0849 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574293 | -135678 | -575125 | 501933 | -236639 | 663350 |
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1612569600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759024935252, "expiration_time": 1763380800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 217, "offset": 0 } } }
{ "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": [ [ -291230.032864893, 70894.335576383, -362124.368441276, 3036715.6631881404, 180961.3113523739, 2855754.351835766 ], [ -291.230033, 70.894336, -362.124368, 3036.715663, 180.961311, 2855.754352 ], [ -0.161794, 0.039386, -0.20118, 0.191615, 0.057408, 0.188307 ], [ 10, 10, 10, 10, 10, 10 ], [ -556164, -91350, -592464, -1262409, -1262409, -498728 ], [ 0.662661, 1.347668, 0.450828, 1.984375, 1.089101, 3.709583 ], [ 92, 46, 46, 92, 46, 46 ], [ 79, 39, 40, 67, 31, 36 ], [ 13, 7, 6, 25, 15, 10 ], [ 85.869565, 84.782609, 86.956522, 72.826087, 67.391304, 78.26087 ], [ 0.109045, 0.241889, 0.067624, 0.740438, 0.526984, 1.03044 ], [ 24608, 21561, 24608, 1444344, 290399, 1444344 ], [ -375978, -57429, -375978, -1262409, -1262409, -498728 ], [ 34, 35, 33, 34, 35, 33 ], [ 10, 7, 12, 16, 6, 25 ], [ 180, 191, 168, 82, 96, 61 ], [ 3173, 1644, 1529, 3173, 1644, 1529 ], [ 27.084899, 141.084899, 27.084899, 27.084899, 141.084899, 27.084899 ], [ 4, 7, 2, 4, 7, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574293, -135678, -575125, 501933, -236639, 663350 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1612569600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759024935252, "expiration_time": 1763380800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 217, "offset": 0 } } }
# | 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) |
---|