Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84219.7331 | 27096.4488 | 57123.2843 | 70688.6572 | 12182.1057 | 58506.5515 |
Total P&L (%) | 84.2197 | 27.0964 | 57.1233 | 70.6887 | 12.1821 | 58.5066 |
Avg Daily Profit (%) | 0.3234 | 0.104 | 0.2194 | 0.2055 | 0.0442 | 0.177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69954 | -34861 | -58749 | -71049 | -41897 | -58739 |
Profit Factor | 1.3849 | 1.2343 | 1.5539 | 1.3009 | 1.0973 | 1.5329 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 62.766 | 63.8298 | 61.7021 | 62.766 | 63.8298 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.8216 | 0.6994 | 0.9645 | 0.7717 | 0.6218 | 0.9514 |
Largest Winning Trade | 16200 | 11765 | 16200 | 16370 | 10244 | 16370 |
Largest Losing Trade | -33948 | -24203 | -33948 | -34989 | -26918 | -34989 |
Avg Bars in Trades | 252 | 258 | 246 | 252 | 258 | 246 |
Avg Bars in Winners | 158 | 162 | 154 | 158 | 162 | 154 |
Avg Bars in Losers | 410 | 428 | 393 | 410 | 428 | 393 |
Bars Traded | 23711 | 12148 | 11563 | 23711 | 12148 | 11563 |
Profit Streak | 7.0224 | 7.0224 | 21.1265 | 7.0224 | 7.0224 | 21.1265 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333899 | -58265 | 293506 | 279139 | -345786 | 279174 |
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{ "first_band": { "type": "vwma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 150, "offset": 236 } } }
{ "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": [ [ 84219.7331062916, 27096.4488432426, 57123.284263049, 70688.6571594135, 12182.1057054162, 58506.5514539973 ], [ 84.219733, 27.096449, 57.123284, 70.688657, 12.182106, 58.506551 ], [ 0.3234, 0.104049, 0.219351, 0.205522, 0.044151, 0.177035 ], [ 10, 10, 10, 10, 10, 10 ], [ -69954, -34861, -58749, -71049, -41897, -58739 ], [ 1.384916, 1.23425, 1.553911, 1.300871, 1.09734, 1.532861 ], [ 94, 47, 47, 94, 47, 47 ], [ 59, 30, 29, 59, 30, 29 ], [ 35, 17, 18, 35, 17, 18 ], [ 62.765957, 63.829787, 61.702128, 62.765957, 63.829787, 61.702128 ], [ 0.82156, 0.699408, 0.964496, 0.771703, 0.621826, 0.951431 ], [ 16200, 11765, 16200, 16370, 10244, 16370 ], [ -33948, -24203, -33948, -34989, -26918, -34989 ], [ 252, 258, 246, 252, 258, 246 ], [ 158, 162, 154, 158, 162, 154 ], [ 410, 428, 393, 410, 428, 393 ], [ 23711, 12148, 11563, 23711, 12148, 11563 ], [ 7.022377, 7.022377, 21.126543, 7.022377, 7.022377, 21.126543 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333899, -58265, 293506, 279139, -345786, 279174 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737206100000, "first_datapoint_time": 1737552600000, "last_datapoint_time": 1759705200000, "evaluation_time": 1759706233350, "expiration_time": 1766185200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 150, "offset": 236 } } }
# | 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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