Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526686.4311 | 599487.4094 | -72800.9782 | 251226.1889 | 4267175.7301 | -4015949.5412 |
Total P&L (%) | 526.6864 | 599.4874 | -72.801 | 251.2262 | 4267.1757 | -4015.9495 |
Avg Daily Profit (%) | 0.2903 | 0.3304 | -0.0401 | 0.0693 | 0.2084 | 0 |
Buy And Hold Return (%) | 1558.4497 | 1558.4497 | 1558.4497 | 1558.4497 | 1558.4497 | 1558.4497 |
Max Trade Drawdown | -251008 | -139806 | -275276 | -4428651 | -1429335 | -5385288 |
Profit Factor | 1.1837 | 1.4652 | 0.9539 | 1.0075 | 1.2909 | 0.7884 |
Total Trades | 842 | 421 | 421 | 842 | 421 | 421 |
Winning Trades | 444 | 231 | 213 | 444 | 231 | 213 |
Losing Trades | 398 | 190 | 208 | 398 | 190 | 208 |
Profitability (%) | 52.7316 | 54.8694 | 50.5938 | 52.7316 | 54.8694 | 50.5938 |
Ratio Avg Win / Avg Loss | 1.0611 | 1.2052 | 0.9315 | 0.9031 | 1.0618 | 0.7699 |
Largest Winning Trade | 40333 | 40333 | 21456 | 956374 | 956374 | 478386 |
Largest Losing Trade | -33285 | -32486 | -33285 | -822808 | -822808 | -661584 |
Avg Bars in Trades | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Winners | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Losers | 24 | 29 | 19 | 24 | 29 | 19 |
Bars Traded | 21532 | 11777 | 9755 | 21532 | 11777 | 9755 |
Profit Streak | 5.3939 | 17.8106 | 5.3939 | 5.3939 | 17.8106 | 5.3939 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168766 | -151911 | -578069 | -473586 | 302920 | -578069 |
{ "trading_pair": "INJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21772, "evaluation_days": 1814.33, "actual_first_datapoint_time": 1603252800000, "first_datapoint_time": 1604332800000, "last_datapoint_time": 1760047200000, "evaluation_time": 1760052435690, "expiration_time": 1765690502400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 183, "offset": 0, "multiplier": 3.39035 } } }
{ "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": [ [ 526686.4311414387, 599487.4093719508, -72800.9782305111, 251226.1888806456, 4267175.7300925655, -4015949.54121192 ], [ 526.686431, 599.487409, -72.800978, 251.226189, 4267.17573, -4015.949541 ], [ 0.290293, 0.330418, -0.040126, 0.069265, 0.208376, 0 ], [ 1558.44974, 1558.44974, 1558.44974, 1558.44974, 1558.44974, 1558.44974 ], [ -251008, -139806, -275276, -4428651, -1429335, -5385288 ], [ 1.183731, 1.465208, 0.953864, 1.007467, 1.29094, 0.788397 ], [ 842, 421, 421, 842, 421, 421 ], [ 444, 231, 213, 444, 231, 213 ], [ 398, 190, 208, 398, 190, 208 ], [ 52.731591, 54.869359, 50.593824, 52.731591, 54.869359, 50.593824 ], [ 1.061092, 1.20515, 0.931473, 0.90309, 1.061812, 0.76989 ], [ 40333, 40333, 21456, 956374, 956374, 478386 ], [ -33285, -32486, -33285, -822808, -822808, -661584 ], [ 25, 27, 23, 25, 27, 23 ], [ 26, 27, 26, 26, 27, 26 ], [ 24, 29, 19, 24, 29, 19 ], [ 21532, 11777, 9755, 21532, 11777, 9755 ], [ 5.393931, 17.810598, 5.393931, 5.393932, 17.810598, 5.393932 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168766, -151911, -578069, -473586, 302920, -578069 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21772, "evaluation_days": 1814.33, "actual_first_datapoint_time": 1603252800000, "first_datapoint_time": 1604332800000, "last_datapoint_time": 1760047200000, "evaluation_time": 1760052435690, "expiration_time": 1765690502400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 183, "offset": 0, "multiplier": 3.39035 } } }
# | 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) |
---|