Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166320.7672 | 74388.9571 | 91931.8101 | 258139.2706 | 118292.4865 | 139846.7841 |
Total P&L (%) | 166.3208 | 74.389 | 91.9318 | 258.1393 | 118.2925 | 139.8468 |
Avg Daily Profit (%) | 0.6387 | 0.2857 | 0.353 | 0.4911 | 0.3002 | 0.3365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47860 | -55173 | -45755 | -63923 | -55670 | -44613 |
Profit Factor | 1.4117 | 1.3605 | 1.4651 | 1.4575 | 1.4112 | 1.5057 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 48.7903 | 46.7742 | 50.8065 | 48.7903 | 46.7742 | 50.8065 |
Ratio Avg Win / Avg Loss | 1.4817 | 1.5482 | 1.4186 | 1.5298 | 1.6059 | 1.4579 |
Largest Winning Trade | 25793 | 25793 | 22469 | 45443 | 45443 | 27501 |
Largest Losing Trade | -13857 | -13857 | -11946 | -23973 | -18375 | -23973 |
Avg Bars in Trades | 98 | 99 | 98 | 98 | 99 | 98 |
Avg Bars in Winners | 126 | 122 | 130 | 126 | 122 | 130 |
Avg Bars in Losers | 72 | 78 | 65 | 72 | 78 | 65 |
Bars Traded | 24494 | 12281 | 12213 | 24494 | 12281 | 12213 |
Profit Streak | 2.9958 | 0 | 12.0166 | 2.9958 | 0 | 12.0166 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374986 | 253547 | 360728 | 379665 | 269185 | 364584 |
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736568000000, "first_datapoint_time": 1736779500000, "last_datapoint_time": 1759067100000, "evaluation_time": 1759067638314, "expiration_time": 1765547100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 139, "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": [ [ 166320.7671797249, 74388.9571096366, 91931.8100700882, 258139.2706368222, 118292.486534946, 139846.7841018762 ], [ 166.320767, 74.388957, 91.93181, 258.139271, 118.292487, 139.846784 ], [ 0.638664, 0.28565, 0.353014, 0.491084, 0.300222, 0.336495 ], [ 10, 10, 10, 10, 10, 10 ], [ -47860, -55173, -45755, -63923, -55670, -44613 ], [ 1.411686, 1.36052, 1.465098, 1.457542, 1.411218, 1.505732 ], [ 248, 124, 124, 248, 124, 124 ], [ 121, 58, 63, 121, 58, 63 ], [ 127, 66, 61, 127, 66, 61 ], [ 48.790323, 46.774194, 50.806452, 48.790323, 46.774194, 50.806452 ], [ 1.481687, 1.548178, 1.418587, 1.529817, 1.605869, 1.457931 ], [ 25793, 25793, 22469, 45443, 45443, 27501 ], [ -13857, -13857, -11946, -23973, -18375, -23973 ], [ 98, 99, 98, 98, 99, 98 ], [ 126, 122, 130, 126, 122, 130 ], [ 72, 78, 65, 72, 78, 65 ], [ 24494, 12281, 12213, 24494, 12281, 12213 ], [ 2.995814, 0, 12.016647, 2.995814, 0, 12.016647 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 374986, 253547, 360728, 379665, 269185, 364584 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736568000000, "first_datapoint_time": 1736779500000, "last_datapoint_time": 1759067100000, "evaluation_time": 1759067638314, "expiration_time": 1765547100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 139, "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) |
---|