Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120061.976 | 44402.9519 | 75659.0241 | 121535.8466 | 41639.3939 | 79896.4527 |
Total P&L (%) | 120.062 | 44.403 | 75.659 | 121.5358 | 41.6394 | 79.8965 |
Avg Daily Profit (%) | 0.461 | 0.1705 | 0.2905 | 0.3059 | 0.1338 | 0.2257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79318 | -56018 | -34757 | -78901 | -50004 | -38436 |
Profit Factor | 1.3849 | 1.3136 | 1.4441 | 1.3191 | 1.2372 | 1.389 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 43.8462 | 44.6154 | 43.0769 | 43.8462 | 44.6154 | 43.0769 |
Ratio Avg Win / Avg Loss | 1.7736 | 1.6307 | 1.9083 | 1.6893 | 1.5358 | 1.8355 |
Largest Winning Trade | 39591 | 39591 | 31955 | 53648 | 31564 | 53648 |
Largest Losing Trade | -14837 | -14837 | -11888 | -22831 | -18971 | -22831 |
Avg Bars in Trades | 188 | 195 | 181 | 188 | 195 | 181 |
Avg Bars in Winners | 276 | 274 | 277 | 276 | 274 | 277 |
Avg Bars in Losers | 120 | 132 | 109 | 120 | 132 | 109 |
Bars Traded | 24542 | 12737 | 11805 | 24542 | 12737 | 11805 |
Profit Streak | 5.8129 | 0 | 7.2087 | 5.8129 | 0 | 7.2087 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317601 | -128631 | -124893 | 255390 | -151167 | -125783 |
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737850500000, "first_datapoint_time": 1738004400000, "last_datapoint_time": 1760349600000, "evaluation_time": 1760350532095, "expiration_time": 1766829600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.75318 } }, "second_band": { "type": "linreg", "factors": { "length": 172, "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": [ [ 120061.9760201966, 44402.9518837856, 75659.024136411, 121535.8465607175, 41639.3938708797, 79896.4526898378 ], [ 120.061976, 44.402952, 75.659024, 121.535847, 41.639394, 79.896453 ], [ 0.461032, 0.170505, 0.290527, 0.305902, 0.133764, 0.225741 ], [ 10, 10, 10, 10, 10, 10 ], [ -79318, -56018, -34757, -78901, -50004, -38436 ], [ 1.384864, 1.313599, 1.444091, 1.319052, 1.237185, 1.389034 ], [ 130, 65, 65, 130, 65, 65 ], [ 57, 29, 28, 57, 29, 28 ], [ 73, 36, 37, 73, 36, 37 ], [ 43.846154, 44.615385, 43.076923, 43.846154, 44.615385, 43.076923 ], [ 1.773598, 1.630675, 1.908264, 1.689312, 1.535816, 1.835509 ], [ 39591, 39591, 31955, 53648, 31564, 53648 ], [ -14837, -14837, -11888, -22831, -18971, -22831 ], [ 188, 195, 181, 188, 195, 181 ], [ 276, 274, 277, 276, 274, 277 ], [ 120, 132, 109, 120, 132, 109 ], [ 24542, 12737, 11805, 24542, 12737, 11805 ], [ 5.812871, 0, 7.208705, 5.812871, 0, 7.208705 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317601, -128631, -124893, 255390, -151167, -125783 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737850500000, "first_datapoint_time": 1738004400000, "last_datapoint_time": 1760349600000, "evaluation_time": 1760350532095, "expiration_time": 1766829600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.75318 } }, "second_band": { "type": "linreg", "factors": { "length": 172, "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) |
---|