Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -221052.5909 | 200950.6582 | -422003.2491 | 9296401.9069 | -2858890.1028 | 12155292.0097 |
Total P&L (%) | -221.0526 | 200.9507 | -422.0032 | 9296.4019 | -2858.8901 | 12155.292 |
Avg Daily Profit (%) | -0.1225 | 0.1114 | -0.2339 | 0.2521 | 0 | 0.2668 |
Buy And Hold Return (%) | 1052.8535 | 1052.8535 | 1052.8535 | 1052.8535 | 1052.8535 | 1052.8535 |
Max Trade Drawdown | -686677 | -57295 | -659600 | -9951109 | -5499123 | -6246550 |
Profit Factor | 0.7675 | 2.2557 | 0.4664 | 1.418 | 0.691 | 1.9357 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 48 | 25 | 23 | 44 | 23 | 21 |
Losing Trades | 28 | 13 | 15 | 32 | 15 | 17 |
Profitability (%) | 63.1579 | 65.7895 | 60.5263 | 57.8947 | 60.5263 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.4477 | 1.173 | 0.3042 | 1.0313 | 0.4506 | 1.567 |
Largest Winning Trade | 100810 | 100810 | 68402 | 13308232 | 1216056 | 13308232 |
Largest Losing Trade | -352116 | -31032 | -352116 | -4376554 | -2178104 | -4376554 |
Avg Bars in Trades | 90 | 61 | 118 | 90 | 61 | 118 |
Avg Bars in Winners | 74 | 55 | 95 | 84 | 56 | 114 |
Avg Bars in Losers | 117 | 74 | 154 | 98 | 69 | 124 |
Bars Traded | 6867 | 2350 | 4517 | 6867 | 2350 | 4517 |
Profit Streak | 73.6275 | 108.6275 | 73.6275 | 73.6275 | 108.6275 | 73.6275 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631049 | -203506 | -578026 | -41665 | -578046 | 516762 |
{ "trading_pair": "INJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7218, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1606456800000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759136618578, "expiration_time": 1763802864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 114, "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": [ [ -221052.590933341, 200950.6581913996, -422003.2491247404, 9296401.906860702, -2858890.1027953224, 12155292.009656025 ], [ -221.052591, 200.950658, -422.003249, 9296.401907, -2858.890103, 12155.29201 ], [ -0.122501, 0.111361, -0.233862, 0.252072, 0, 0.26683 ], [ 1052.853456, 1052.853456, 1052.853456, 1052.853456, 1052.853456, 1052.853456 ], [ -686677, -57295, -659600, -9951109, -5499123, -6246550 ], [ 0.767524, 2.255685, 0.46638, 1.417984, 0.690951, 1.935709 ], [ 76, 38, 38, 76, 38, 38 ], [ 48, 25, 23, 44, 23, 21 ], [ 28, 13, 15, 32, 15, 17 ], [ 63.157895, 65.789474, 60.526316, 57.894737, 60.526316, 55.263158 ], [ 0.447723, 1.172956, 0.304161, 1.031261, 0.45062, 1.567003 ], [ 100810, 100810, 68402, 13308232, 1216056, 13308232 ], [ -352116, -31032, -352116, -4376554, -2178104, -4376554 ], [ 90, 61, 118, 90, 61, 118 ], [ 74, 55, 95, 84, 56, 114 ], [ 117, 74, 154, 98, 69, 124 ], [ 6867, 2350, 4517, 6867, 2350, 4517 ], [ 73.62753, 108.62753, 73.62753, 73.62753, 108.62753, 73.62753 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -631049, -203506, -578026, -41665, -578046, 516762 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7218, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1606456800000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759136618578, "expiration_time": 1763802864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 114, "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) |
---|