Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403990.3628 | 407890.7139 | -3900.3511 | -63734.0335 | -13139.4514 | -50594.5821 |
Total P&L (%) | 403.9904 | 407.8907 | -3.9004 | -63.734 | -13.1395 | -50.5946 |
Avg Daily Profit (%) | 0.223 | 0.2252 | -0.0022 | -0.056 | -0.0078 | -0.0389 |
Buy And Hold Return (%) | 72.1053 | 72.1053 | 72.1053 | 72.1053 | 72.1053 | 72.1053 |
Max Trade Drawdown | -92594 | -50400 | -152084 | -146738 | -43262 | -164940 |
Profit Factor | 1.9766 | 3.1351 | 0.9825 | 0.8223 | 0.9077 | 0.7662 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 53.9683 | 51.6129 | 56.25 | 53.9683 | 51.6129 | 56.25 |
Ratio Avg Win / Avg Loss | 1.6859 | 2.9391 | 0.7642 | 0.7014 | 0.8509 | 0.5959 |
Largest Winning Trade | 255797 | 255797 | 63373 | 46730 | 31293 | 46730 |
Largest Losing Trade | -92594 | -38176 | -92594 | -146738 | -30008 | -146738 |
Avg Bars in Trades | 49 | 48 | 51 | 49 | 48 | 51 |
Avg Bars in Winners | 62 | 61 | 64 | 62 | 61 | 64 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 3149 | 1504 | 1645 | 3149 | 1504 | 1645 |
Profit Streak | 0 | 39.648 | 0 | 0 | 39.648 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139844 | 491326 | -580000 | -731263 | -580061 | -580000 |
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3623, "evaluation_days": 1811.5, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1611187200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759721590367, "expiration_time": 1764404208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 184 } }, "second_band": { "type": "jma", "factors": { "length": 51, "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": [ [ 403990.3627922746, 407890.7139099966, -3900.3511177219, -63734.0335405707, -13139.4514350676, -50594.582105503 ], [ 403.990363, 407.890714, -3.900351, -63.734034, -13.139451, -50.594582 ], [ 0.223014, 0.225167, -0.002153, -0.055976, -0.007776, -0.038917 ], [ 72.105263, 72.105263, 72.105263, 72.105263, 72.105263, 72.105263 ], [ -92594, -50400, -152084, -146738, -43262, -164940 ], [ 1.976594, 3.135064, 0.98248, 0.82231, 0.907657, 0.76619 ], [ 63, 31, 32, 63, 31, 32 ], [ 34, 16, 18, 34, 16, 18 ], [ 29, 15, 14, 29, 15, 14 ], [ 53.968254, 51.612903, 56.25, 53.968254, 51.612903, 56.25 ], [ 1.685918, 2.939122, 0.764151, 0.701382, 0.850929, 0.595925 ], [ 255797, 255797, 63373, 46730, 31293, 46730 ], [ -92594, -38176, -92594, -146738, -30008, -146738 ], [ 49, 48, 51, 49, 48, 51 ], [ 62, 61, 64, 62, 61, 64 ], [ 34, 34, 34, 34, 34, 34 ], [ 3149, 1504, 1645, 3149, 1504, 1645 ], [ 0, 39.648037, 0, 0, 39.648037, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139844, 491326, -580000, -731263, -580061, -580000 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3623, "evaluation_days": 1811.5, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1611187200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759721590367, "expiration_time": 1764404208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 184 } }, "second_band": { "type": "jma", "factors": { "length": 51, "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) |
---|