Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144195.8887 | 67049.1762 | 77146.7125 | 191085.5705 | 117213.7841 | 73871.7865 |
Total P&L (%) | 144.1959 | 67.0492 | 77.1467 | 191.0856 | 117.2138 | 73.8718 |
Avg Daily Profit (%) | 0.5537 | 0.2575 | 0.2962 | 0.4111 | 0.2983 | 0.2126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55269 | -21694 | -54463 | -110786 | -67682 | -99426 |
Profit Factor | 1.4873 | 1.4704 | 1.503 | 1.295 | 1.3883 | 1.2136 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 55.6452 | 53.2258 | 58.0645 | 55.6452 | 53.2258 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.1855 | 1.2922 | 1.0855 | 1.0323 | 1.22 | 0.8765 |
Largest Winning Trade | 30776 | 19821 | 30776 | 43335 | 43335 | 38614 |
Largest Losing Trade | -23342 | -13295 | -23342 | -46360 | -35247 | -46360 |
Avg Bars in Trades | 197 | 190 | 204 | 197 | 190 | 204 |
Avg Bars in Winners | 194 | 197 | 190 | 194 | 197 | 190 |
Avg Bars in Losers | 201 | 181 | 222 | 201 | 181 | 222 |
Bars Traded | 24456 | 11797 | 12659 | 24456 | 11797 | 12659 |
Profit Streak | 0 | 11.5875 | 0 | 0 | 11.5875 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415364 | -145027 | -144762 | 329187 | -144983 | -148912 |
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737277200000, "first_datapoint_time": 1737469800000, "last_datapoint_time": 1759776300000, "evaluation_time": 1759776663870, "expiration_time": 1766256300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 124, "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": [ [ 144195.8887442912, 67049.1762115515, 77146.7125327397, 191085.5705497813, 117213.7840955792, 73871.7864542021 ], [ 144.195889, 67.049176, 77.146713, 191.085571, 117.213784, 73.871786 ], [ 0.553705, 0.257466, 0.29624, 0.411121, 0.298314, 0.212632 ], [ 10, 10, 10, 10, 10, 10 ], [ -55269, -21694, -54463, -110786, -67682, -99426 ], [ 1.487311, 1.470421, 1.503007, 1.295015, 1.388328, 1.213581 ], [ 124, 62, 62, 124, 62, 62 ], [ 69, 33, 36, 69, 33, 36 ], [ 55, 29, 26, 55, 29, 26 ], [ 55.645161, 53.225806, 58.064516, 55.645161, 53.225806, 58.064516 ], [ 1.185538, 1.292188, 1.085505, 1.032258, 1.220046, 0.876475 ], [ 30776, 19821, 30776, 43335, 43335, 38614 ], [ -23342, -13295, -23342, -46360, -35247, -46360 ], [ 197, 190, 204, 197, 190, 204 ], [ 194, 197, 190, 194, 197, 190 ], [ 201, 181, 222, 201, 181, 222 ], [ 24456, 11797, 12659, 24456, 11797, 12659 ], [ 0, 11.587545, 0, 0, 11.587545, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415364, -145027, -144762, 329187, -144983, -148912 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737277200000, "first_datapoint_time": 1737469800000, "last_datapoint_time": 1759776300000, "evaluation_time": 1759776663870, "expiration_time": 1766256300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 124, "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) |
---|