Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158827.8875 | 69036.5561 | 89791.3314 | 255982.6346 | 118488.5968 | 137494.0377 |
Total P&L (%) | 158.8279 | 69.0366 | 89.7913 | 255.9826 | 118.4886 | 137.494 |
Avg Daily Profit (%) | 0.6099 | 0.2651 | 0.3448 | 0.4888 | 0.3006 | 0.3327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51971 | -69830 | -16108 | -54326 | -67093 | -37193 |
Profit Factor | 1.6086 | 1.4702 | 1.7864 | 1.657 | 1.551 | 1.7874 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 43.0769 | 43.0769 | 43.0769 | 43.0769 | 43.0769 | 43.0769 |
Ratio Avg Win / Avg Loss | 2.1256 | 1.9428 | 2.3606 | 2.1896 | 2.0496 | 2.362 |
Largest Winning Trade | 38587 | 38587 | 19293 | 39000 | 38503 | 39000 |
Largest Losing Trade | -10255 | -10255 | -8890 | -25583 | -25583 | -14866 |
Avg Bars in Trades | 188 | 198 | 178 | 188 | 198 | 178 |
Avg Bars in Winners | 289 | 292 | 285 | 289 | 292 | 285 |
Avg Bars in Losers | 112 | 127 | 97 | 112 | 127 | 97 |
Bars Traded | 24544 | 12928 | 11616 | 24544 | 12928 | 11616 |
Profit Streak | 13.1525 | 24.5171 | 13.1525 | 13.1525 | 24.5171 | 13.1525 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431712 | -124192 | -122719 | 397801 | -123331 | -122820 |
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736398800000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758860673272, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 153, "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": [ [ 158827.8874955649, 69036.5560817338, 89791.3314138312, 255982.6345801409, 118488.5968494299, 137494.0377307109 ], [ 158.827887, 69.036556, 89.791331, 255.982635, 118.488597, 137.494038 ], [ 0.609891, 0.265097, 0.344794, 0.488754, 0.300567, 0.332697 ], [ 10, 10, 10, 10, 10, 10 ], [ -51971, -69830, -16108, -54326, -67093, -37193 ], [ 1.608567, 1.470249, 1.786415, 1.656962, 1.551015, 1.787439 ], [ 130, 65, 65, 130, 65, 65 ], [ 56, 28, 28, 56, 28, 28 ], [ 74, 37, 37, 74, 37, 37 ], [ 43.076923, 43.076923, 43.076923, 43.076923, 43.076923, 43.076923 ], [ 2.125607, 1.942829, 2.36062, 2.189556, 2.049555, 2.361972 ], [ 38587, 38587, 19293, 39000, 38503, 39000 ], [ -10255, -10255, -8890, -25583, -25583, -14866 ], [ 188, 198, 178, 188, 198, 178 ], [ 289, 292, 285, 289, 292, 285 ], [ 112, 127, 97, 112, 127, 97 ], [ 24544, 12928, 11616, 24544, 12928, 11616 ], [ 13.152468, 24.517052, 13.152468, 13.152468, 24.517052, 13.152468 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 431712, -124192, -122719, 397801, -123331, -122820 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736398800000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758860673272, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 153, "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) |
---|