Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113827.1221 | 1151892.7273 | -38065.6051 | 1025359.7522 | 6109874.7691 | -5084515.0169 |
Total P&L (%) | 1113.8271 | 1151.8927 | -38.0656 | 1025.3598 | 6109.8748 | -5084.515 |
Avg Daily Profit (%) | 0.6167 | 0.6378 | -0.0211 | 0.1341 | 0.2289 | 0 |
Buy And Hold Return (%) | 1340.7186 | 1340.7186 | 1340.7186 | 1340.7186 | 1340.7186 | 1340.7186 |
Max Trade Drawdown | -208831 | -112742 | -167354 | -10224022 | -6735266 | -6042381 |
Profit Factor | 2.7071 | 5.073 | 0.897 | 1.0485 | 1.5926 | 0.5309 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 40.5063 | 47.5 | 33.3333 | 40.5063 | 47.5 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.976 | 5.607 | 1.7941 | 1.54 | 1.7603 | 1.0618 |
Largest Winning Trade | 642219 | 642219 | 75104 | 7352518 | 7352518 | 2338008 |
Largest Losing Trade | -41684 | -29395 | -41684 | -2367174 | -2367174 | -1550797 |
Avg Bars in Trades | 67 | 67 | 67 | 67 | 67 | 67 |
Avg Bars in Winners | 117 | 106 | 132 | 117 | 106 | 132 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 5332 | 2704 | 2628 | 5332 | 2704 | 2628 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -183982 | -147093 | -584461 | -380386 | 309480 | -585572 |
{ "trading_pair": "INJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5418, "evaluation_days": 1806, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1604851200000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759271047999, "expiration_time": 1763929152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 57, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 26, "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": [ [ 1113827.1221402239, 1151892.7272711578, -38065.6051309335, 1025359.7522024645, 6109874.769091321, -5084515.016888853 ], [ 1113.827122, 1151.892727, -38.065605, 1025.359752, 6109.874769, -5084.515017 ], [ 0.616737, 0.637814, -0.021077, 0.134126, 0.228873, 0 ], [ 1340.718563, 1340.718563, 1340.718563, 1340.718563, 1340.718563, 1340.718563 ], [ -208831, -112742, -167354, -10224022, -6735266, -6042381 ], [ 2.707085, 5.073018, 0.897026, 1.048484, 1.592617, 0.530886 ], [ 79, 40, 39, 79, 40, 39 ], [ 32, 19, 13, 32, 19, 13 ], [ 47, 21, 26, 47, 21, 26 ], [ 40.506329, 47.5, 33.333333, 40.506329, 47.5, 33.333333 ], [ 3.976032, 5.60702, 1.794052, 1.53996, 1.760261, 1.061772 ], [ 642219, 642219, 75104, 7352518, 7352518, 2338008 ], [ -41684, -29395, -41684, -2367174, -2367174, -1550797 ], [ 67, 67, 67, 67, 67, 67 ], [ 117, 106, 132, 117, 106, 132 ], [ 33, 32, 34, 33, 32, 34 ], [ 5332, 2704, 2628, 5332, 2704, 2628 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -183982, -147093, -584461, -380386, 309480, -585572 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5418, "evaluation_days": 1806, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1604851200000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759271047999, "expiration_time": 1763929152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 57, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 26, "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) |
---|