Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115276.8392 | 50031.645 | 65245.1941 | 145161.4433 | 96180.494 | 48980.9494 |
Total P&L (%) | 115.2768 | 50.0316 | 65.2452 | 145.1614 | 96.1805 | 48.9809 |
Avg Daily Profit (%) | 0.4427 | 0.1921 | 0.2505 | 0.3449 | 0.2591 | 0.1532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30305 | -5118 | -33295 | -85658 | -11367 | -93265 |
Profit Factor | 2.0203 | 2.8256 | 1.7624 | 1.5893 | 3.0793 | 1.2448 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 63.1579 | 65.5172 | 60.7143 | 63.1579 | 65.5172 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.1785 | 1.4872 | 1.1404 | 0.9271 | 1.6207 | 0.8055 |
Largest Winning Trade | 29366 | 29366 | 28988 | 48956 | 48956 | 42937 |
Largest Losing Trade | -30010 | -6640 | -30010 | -84823 | -11367 | -84823 |
Avg Bars in Trades | 402 | 137 | 677 | 402 | 137 | 677 |
Avg Bars in Winners | 330 | 92 | 596 | 330 | 92 | 596 |
Avg Bars in Losers | 526 | 222 | 803 | 526 | 222 | 803 |
Bars Traded | 22964 | 3989 | 18975 | 22964 | 3989 | 18975 |
Profit Streak | 17.7142 | 17.7142 | 22.7767 | 17.7142 | 17.7142 | 22.7767 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165699 | 418758 | -10548 | -169077 | 544919 | -16637 |
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{ "first_band": { "type": "dcu", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 250, "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": [ [ 115276.8391532456, 50031.6450268316, 65245.194126414, 145161.4433444952, 96180.4939598603, 48980.949384635 ], [ 115.276839, 50.031645, 65.245194, 145.161443, 96.180494, 48.980949 ], [ 0.442657, 0.192119, 0.250538, 0.34494, 0.259096, 0.153196 ], [ 10, 10, 10, 10, 10, 10 ], [ -30305, -5118, -33295, -85658, -11367, -93265 ], [ 2.020307, 2.825593, 1.762417, 1.58928, 3.079342, 1.244805 ], [ 57, 29, 28, 57, 29, 28 ], [ 36, 19, 17, 36, 19, 17 ], [ 21, 10, 11, 21, 10, 11 ], [ 63.157895, 65.517241, 60.714286, 63.157895, 65.517241, 60.714286 ], [ 1.178513, 1.487154, 1.140388, 0.92708, 1.620707, 0.805462 ], [ 29366, 29366, 28988, 48956, 48956, 42937 ], [ -30010, -6640, -30010, -84823, -11367, -84823 ], [ 402, 137, 677, 402, 137, 677 ], [ 330, 92, 596, 330, 92, 596 ], [ 526, 222, 803, 526, 222, 803 ], [ 22964, 3989, 18975, 22964, 3989, 18975 ], [ 17.714231, 17.714231, 22.776731, 17.714231, 17.714231, 22.776731 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165699, 418758, -10548, -169077, 544919, -16637 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737509400000, "first_datapoint_time": 1737733500000, "last_datapoint_time": 1760008500000, "evaluation_time": 1760009009559, "expiration_time": 1766488500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 250, "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) |
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