Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -343419.5099 | 43042.8426 | -386462.3526 | 1814590.7434 | -536561.1914 | 2351151.9347 |
Total P&L (%) | -343.4195 | 43.0428 | -386.4624 | 1814.5907 | -536.5612 | 2351.1519 |
Avg Daily Profit (%) | -0.1908 | 0.0239 | -0.2147 | 0.1641 | 0 | 0.1779 |
Buy And Hold Return (%) | 19.6716 | 19.6716 | 19.6716 | 19.6716 | 19.6716 | 19.6716 |
Max Trade Drawdown | -563290 | -90581 | -568422 | -1147755 | -1147755 | -473339 |
Profit Factor | 0.5744 | 1.2223 | 0.37 | 1.756 | 0.7184 | 5.7522 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 61 | 29 | 32 | 47 | 22 | 25 |
Losing Trades | 12 | 8 | 4 | 26 | 15 | 11 |
Profitability (%) | 83.5616 | 78.3784 | 88.8889 | 64.3836 | 59.4595 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.113 | 0.3372 | 0.0462 | 0.9714 | 0.4898 | 2.531 |
Largest Winning Trade | 38607 | 38607 | 32609 | 1559521 | 314484 | 1559521 |
Largest Losing Trade | -343296 | -55894 | -343296 | -1147755 | -1147755 | -391710 |
Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Winners | 16 | 13 | 20 | 23 | 11 | 34 |
Avg Bars in Losers | 161 | 134 | 214 | 70 | 79 | 58 |
Bars Traded | 2967 | 1458 | 1509 | 2967 | 1458 | 1509 |
Profit Streak | 0 | 0 | 556.714 | 0 | 0 | 757.714 |
Trades During Streak | 0 | 0 | 14 | 0 | 0 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -652542 | -164930 | -574528 | -65852 | -579546 | 727344 |
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1616587200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863291050, "expiration_time": 1763380800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 187, "offset": 123 } } }
{ "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": [ [ -343419.5099479414, 43042.8426473976, -386462.3525953391, 1814590.7433621176, -536561.191352736, 2351151.934714854 ], [ -343.41951, 43.042843, -386.462353, 1814.590743, -536.561191, 2351.151935 ], [ -0.190789, 0.023913, -0.214701, 0.16414, 0, 0.177888 ], [ 19.671617, 19.671617, 19.671617, 19.671617, 19.671617, 19.671617 ], [ -563290, -90581, -568422, -1147755, -1147755, -473339 ], [ 0.57444, 1.222336, 0.369956, 1.755954, 0.718437, 5.752228 ], [ 73, 37, 36, 73, 37, 36 ], [ 61, 29, 32, 47, 22, 25 ], [ 12, 8, 4, 26, 15, 11 ], [ 83.561644, 78.378378, 88.888889, 64.383562, 59.459459, 69.444444 ], [ 0.113005, 0.337196, 0.046244, 0.971379, 0.489843, 2.53098 ], [ 38607, 38607, 32609, 1559521, 314484, 1559521 ], [ -343296, -55894, -343296, -1147755, -1147755, -391710 ], [ 40, 39, 41, 40, 39, 41 ], [ 16, 13, 20, 23, 11, 34 ], [ 161, 134, 214, 70, 79, 58 ], [ 2967, 1458, 1509, 2967, 1458, 1509 ], [ 0, 0, 556.714017, 0, 0, 757.714017 ], [ 0, 0, 14, 0, 0, 15 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -652542, -164930, -574528, -65852, -579546, 727344 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1616587200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863291050, "expiration_time": 1763380800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 187, "offset": 123 } } }
# | 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) |
---|