Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1124364.4514 | 140078.5906 | -1264443.042 | -94111.0839 | 3398595.3427 | -3492706.4266 |
Total P&L (%) | -1124.3645 | 140.0786 | -1264.443 | -94.1111 | 3398.5953 | -3492.7064 |
Avg Daily Profit (%) | -0.6214 | 0.0774 | -0.6988 | -0.1564 | 0.1967 | 0 |
Buy And Hold Return (%) | 850.2033 | 850.2033 | 850.2033 | 850.2033 | 850.2033 | 850.2033 |
Max Trade Drawdown | -1225621 | -92823 | -432350 | -9696014 | -3489849 | -6066457 |
Profit Factor | 0.453 | 1.4244 | 0.2672 | 0.9954 | 1.4208 | 0.7151 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 140 | 69 | 71 | 92 | 48 | 44 |
Losing Trades | 45 | 24 | 21 | 93 | 45 | 48 |
Profitability (%) | 75.6757 | 74.1935 | 77.1739 | 49.7297 | 51.6129 | 47.8261 |
Ratio Avg Win / Avg Loss | 0.1456 | 0.4955 | 0.079 | 1.0062 | 1.332 | 0.7801 |
Largest Winning Trade | 31982 | 22622 | 31982 | 5776827 | 5776827 | 4615007 |
Largest Losing Trade | -1090075 | -60193 | -1090075 | -1378690 | -1186713 | -1378690 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 8 | 8 | 8 | 16 | 17 | 15 |
Avg Bars in Losers | 53 | 51 | 56 | 21 | 21 | 22 |
Bars Traded | 3544 | 1780 | 1764 | 3544 | 1780 | 1764 |
Profit Streak | 63.9043 | 93.4043 | 63.9043 | 63.9043 | 93.4043 | 63.9043 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574494 | -251235 | -575455 | -576261 | 300780 | -580101 |
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3619, "evaluation_days": 1809.5, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1605916800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759570933001, "expiration_time": 1764226224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 63, "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": [ [ -1124364.451359591, 140078.5906366085, -1264443.0419961999, -94111.0839092878, 3398595.3427374787, -3492706.4266467676 ], [ -1124.364451, 140.078591, -1264.443042, -94.111084, 3398.595343, -3492.706427 ], [ -0.621367, 0.077413, -0.69878, -0.15639, 0.196653, 0 ], [ 850.203252, 850.203252, 850.203252, 850.203252, 850.203252, 850.203252 ], [ -1225621, -92823, -432350, -9696014, -3489849, -6066457 ], [ 0.453022, 1.424445, 0.267229, 0.995373, 1.420762, 0.715116 ], [ 185, 93, 92, 185, 93, 92 ], [ 140, 69, 71, 92, 48, 44 ], [ 45, 24, 21, 93, 45, 48 ], [ 75.675676, 74.193548, 77.173913, 49.72973, 51.612903, 47.826087 ], [ 0.145614, 0.495459, 0.07904, 1.006192, 1.331964, 0.780127 ], [ 31982, 22622, 31982, 5776827, 5776827, 4615007 ], [ -1090075, -60193, -1090075, -1378690, -1186713, -1378690 ], [ 19, 19, 19, 19, 19, 19 ], [ 8, 8, 8, 16, 17, 15 ], [ 53, 51, 56, 21, 21, 22 ], [ 3544, 1780, 1764, 3544, 1780, 1764 ], [ 63.904317, 93.404317, 63.904317, 63.904317, 93.404317, 63.904317 ], [ 13, 8, 6, 13, 8, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574494, -251235, -575455, -576261, 300780, -580101 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3619, "evaluation_days": 1809.5, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1605916800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759570933001, "expiration_time": 1764226224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 63, "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) |
---|