Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436015.5072 | 522207.6057 | -86192.0986 | 1182.6783 | 2083821.266 | -2082638.5877 |
Total P&L (%) | 436.0155 | 522.2076 | -86.1921 | 1.1827 | 2083.8213 | -2082.6386 |
Avg Daily Profit (%) | 0.2411 | 0.2888 | -0.0477 | 0.0007 | 0.1707 | 0 |
Buy And Hold Return (%) | 701.8249 | 701.8249 | 701.8249 | 701.8249 | 701.8249 | 701.8249 |
Max Trade Drawdown | -158541 | -85366 | -249030 | -2186372 | -592440 | -2752710 |
Profit Factor | 1.5572 | 2.7389 | 0.8213 | 1.0002 | 2.0427 | 0.495 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 56.25 | 60.4167 | 52.0833 | 56.25 | 60.4167 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.2112 | 1.7945 | 0.7556 | 0.7779 | 1.3383 | 0.4554 |
Largest Winning Trade | 119974 | 119974 | 75309 | 575347 | 575347 | 500740 |
Largest Losing Trade | -74803 | -32886 | -74803 | -1686436 | -592440 | -1686436 |
Avg Bars in Trades | 71 | 56 | 87 | 71 | 56 | 87 |
Avg Bars in Winners | 74 | 42 | 111 | 74 | 42 | 111 |
Avg Bars in Losers | 68 | 76 | 61 | 68 | 76 | 61 |
Bars Traded | 6899 | 2694 | 4205 | 6899 | 2694 | 4205 |
Profit Streak | 0 | 0 | 77.5563 | 0 | 0 | 77.5563 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155083 | -150315 | -579861 | -578632 | 318928 | -579861 |
{ "trading_pair": "INJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7233, "evaluation_days": 1808.25, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1607256000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759476060413, "expiration_time": 1764136584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 59, "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": [ [ 436015.5071867078, 522207.6057499619, -86192.0985632542, 1182.6782916281, 2083821.2660262096, -2082638.5877345814 ], [ 436.015507, 522.207606, -86.192099, 1.182678, 2083.821266, -2082.638588 ], [ 0.241126, 0.288792, -0.047666, 0.00065, 0.170678, 0 ], [ 701.824886, 701.824886, 701.824886, 701.824886, 701.824886, 701.824886 ], [ -158541, -85366, -249030, -2186372, -592440, -2752710 ], [ 1.557192, 2.738932, 0.821259, 1.000193, 2.042696, 0.494956 ], [ 96, 48, 48, 96, 48, 48 ], [ 54, 29, 25, 54, 29, 25 ], [ 42, 19, 23, 42, 19, 23 ], [ 56.25, 60.416667, 52.083333, 56.25, 60.416667, 52.083333 ], [ 1.21115, 1.794473, 0.755559, 0.777928, 1.338318, 0.45536 ], [ 119974, 119974, 75309, 575347, 575347, 500740 ], [ -74803, -32886, -74803, -1686436, -592440, -1686436 ], [ 71, 56, 87, 71, 56, 87 ], [ 74, 42, 111, 74, 42, 111 ], [ 68, 76, 61, 68, 76, 61 ], [ 6899, 2694, 4205, 6899, 2694, 4205 ], [ 0, 0, 77.556255, 0, 0, 77.556255 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -155083, -150315, -579861, -578632, 318928, -579861 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7233, "evaluation_days": 1808.25, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1607256000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759476060413, "expiration_time": 1764136584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 59, "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) |
---|