Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243653.7467 | 122530.5086 | 121123.2381 | 532441.2601 | 293669.2054 | 238772.0547 |
Total P&L (%) | 243.6537 | 122.5305 | 121.1232 | 532.4413 | 293.6692 | 238.7721 |
Avg Daily Profit (%) | 0.4678 | 0.2353 | 0.2326 | 0.3548 | 0.2635 | 0.2345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74405 | -51807 | -39662 | -185784 | -102557 | -148391 |
Profit Factor | 1.6266 | 1.626 | 1.6273 | 1.568 | 1.717 | 1.4523 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 56.9767 | 58.1395 | 55.814 | 56.9767 | 58.1395 | 55.814 |
Ratio Avg Win / Avg Loss | 1.2283 | 1.1707 | 1.2883 | 1.184 | 1.2362 | 1.1498 |
Largest Winning Trade | 32986 | 24761 | 32986 | 91628 | 91628 | 72378 |
Largest Losing Trade | -22953 | -22953 | -20383 | -108730 | -63260 | -108730 |
Avg Bars in Trades | 142 | 141 | 143 | 142 | 141 | 143 |
Avg Bars in Winners | 124 | 120 | 129 | 124 | 120 | 129 |
Avg Bars in Losers | 165 | 170 | 160 | 165 | 170 | 160 |
Bars Traded | 24459 | 12159 | 12300 | 24459 | 12159 | 12300 |
Profit Streak | 23.9135 | 23.9135 | 41.7052 | 23.9135 | 23.9135 | 41.7052 |
Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532583 | 416082 | 408793 | 503895 | 431080 | 375020 |
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{ "first_band": { "type": "swma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 31, "offset": 233, "poles": 3 } } }
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{ "trading_pair": "INJ_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714057200000, "first_datapoint_time": 1714476600000, "last_datapoint_time": 1759055400000, "evaluation_time": 1759056929706, "expiration_time": 1765535400000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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) |
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