Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301177.4246 | 371651.2353 | -70473.8107 | -164419.2146 | 1679814.962 | -1844234.1766 |
Total P&L (%) | 301.1774 | 371.6512 | -70.4738 | -164.4192 | 1679.815 | -1844.2342 |
Avg Daily Profit (%) | 0.1661 | 0.205 | -0.0389 | 0 | 0.1589 | 0 |
Buy And Hold Return (%) | 248.0864 | 248.0864 | 248.0864 | 248.0864 | 248.0864 | 248.0864 |
Max Trade Drawdown | -279678 | -37936 | -303263 | -2682235 | -460902 | -2803601 |
Profit Factor | 1.4806 | 3.0684 | 0.8423 | 0.9639 | 2.4117 | 0.4509 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 21 | 19 | 47 | 25 | 22 |
Losing Trades | 46 | 22 | 24 | 39 | 18 | 21 |
Profitability (%) | 46.5116 | 48.8372 | 44.186 | 54.6512 | 58.1395 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.7027 | 3.2145 | 1.064 | 0.7998 | 1.7364 | 0.4304 |
Largest Winning Trade | 103740 | 103740 | 72336 | 1000777 | 1000777 | 340709 |
Largest Losing Trade | -113480 | -28850 | -113480 | -1288236 | -430823 | -1288236 |
Avg Bars in Trades | 38 | 21 | 56 | 38 | 21 | 56 |
Avg Bars in Winners | 52 | 33 | 73 | 33 | 23 | 44 |
Avg Bars in Losers | 26 | 9 | 42 | 45 | 18 | 68 |
Bars Traded | 3350 | 928 | 2422 | 3350 | 928 | 2422 |
Profit Streak | 0 | 0 | 0 | 69.9615 | 71.4615 | 69.9615 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90695 | 92890 | -581321 | -578566 | 521277 | -580018 |
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3626, "evaluation_days": 1813, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1609588800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759878271133, "expiration_time": 1764537696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 12, "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": [ [ 301177.4245872141, 371651.2352528904, -70473.8106656762, -164419.2145654634, 1679814.9620446507, -1844234.176610114 ], [ 301.177425, 371.651235, -70.473811, -164.419215, 1679.814962, -1844.234177 ], [ 0.166121, 0.204992, -0.038871, 0, 0.158929, 0 ], [ 248.086356, 248.086356, 248.086356, 248.086356, 248.086356, 248.086356 ], [ -279678, -37936, -303263, -2682235, -460902, -2803601 ], [ 1.480604, 3.068431, 0.842336, 0.96385, 2.411707, 0.45085 ], [ 86, 43, 43, 86, 43, 43 ], [ 40, 21, 19, 47, 25, 22 ], [ 46, 22, 24, 39, 18, 21 ], [ 46.511628, 48.837209, 44.186047, 54.651163, 58.139535, 51.162791 ], [ 1.702695, 3.214547, 1.064003, 0.79979, 1.736429, 0.430357 ], [ 103740, 103740, 72336, 1000777, 1000777, 340709 ], [ -113480, -28850, -113480, -1288236, -430823, -1288236 ], [ 38, 21, 56, 38, 21, 56 ], [ 52, 33, 73, 33, 23, 44 ], [ 26, 9, 42, 45, 18, 68 ], [ 3350, 928, 2422, 3350, 928, 2422 ], [ 0, 0, 0, 69.961471, 71.461471, 69.961471 ], [ 0, 0, 0, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -90695, 92890, -581321, -578566, 521277, -580018 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3626, "evaluation_days": 1813, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1609588800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759878271133, "expiration_time": 1764537696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 12, "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) |
---|