Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449741.3282 | 391306.8297 | 58434.4985 | 85832.613 | -407051.2308 | 492883.8438 |
Total P&L (%) | 449.7413 | 391.3068 | 58.4345 | 85.8326 | -407.0512 | 492.8838 |
Avg Daily Profit (%) | 0.2499 | 0.2174 | 0.0325 | 0.0344 | 0 | 0.0989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -322939 | -67201 | -370165 | -13609426 | -5824149 | -11347049 |
Profit Factor | 1.2074 | 1.4039 | 1.0487 | 1.0019 | 0.9819 | 1.0214 |
Total Trades | 812 | 406 | 406 | 812 | 406 | 406 |
Winning Trades | 501 | 250 | 251 | 501 | 250 | 251 |
Losing Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Profitability (%) | 61.6995 | 61.5764 | 61.8227 | 61.6995 | 61.5764 | 61.8227 |
Ratio Avg Win / Avg Loss | 0.7495 | 0.8761 | 0.6476 | 0.6219 | 0.6127 | 0.6307 |
Largest Winning Trade | 50282 | 50282 | 27067 | 1528080 | 1528080 | 1251751 |
Largest Losing Trade | -57868 | -34285 | -57868 | -2847717 | -2695127 | -2847717 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3373 | 1676 | 1697 | 3373 | 1676 | 1697 |
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 | 444619 | 366015 | -315548 | -360561 | -577432 | -256172 |
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1612310400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758875055262, "expiration_time": 1763380800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 211, "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": [ [ 449741.3281731516, 391306.8297227537, 58434.498450399, 85832.6130048986, -407051.2307676718, 492883.8437725708 ], [ 449.741328, 391.30683, 58.434498, 85.832613, -407.051231, 492.883844 ], [ 0.249856, 0.217393, 0.032464, 0.034432, 0, 0.098928 ], [ 10, 10, 10, 10, 10, 10 ], [ -322939, -67201, -370165, -13609426, -5824149, -11347049 ], [ 1.207363, 1.403927, 1.048691, 1.001888, 0.981865, 1.021406 ], [ 812, 406, 406, 812, 406, 406 ], [ 501, 250, 251, 501, 250, 251 ], [ 311, 156, 155, 311, 156, 155 ], [ 61.699507, 61.576355, 61.82266, 61.699507, 61.576355, 61.82266 ], [ 0.749481, 0.87605, 0.647598, 0.62193, 0.612683, 0.630749 ], [ 50282, 50282, 27067, 1528080, 1528080, 1251751 ], [ -57868, -34285, -57868, -2847717, -2695127, -2847717 ], [ 4, 4, 4, 4, 4, 4 ], [ 2, 2, 2, 2, 2, 2 ], [ 6, 6, 6, 6, 6, 6 ], [ 3373, 1676, 1697, 3373, 1676, 1697 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 444619, 366015, -315548, -360561, -577432, -256172 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1612310400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758875055262, "expiration_time": 1763380800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 211, "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) |
---|