Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -423703.2586 | 41229.4903 | -464932.7489 | 2316653.3964 | 583672.3765 | 1732981.0199 |
Total P&L (%) | -423.7033 | 41.2295 | -464.9327 | 2316.6534 | 583.6724 | 1732.981 |
Avg Daily Profit (%) | -0.2342 | 0.0228 | -0.257 | 0.1762 | 0.1063 | 0.1609 |
Buy And Hold Return (%) | 605.1147 | 605.1147 | 605.1147 | 605.1147 | 605.1147 | 605.1147 |
Max Trade Drawdown | -707652 | -33619 | -713678 | -1341645 | -110892 | -1272398 |
Profit Factor | 0.5485 | 1.4849 | 0.4552 | 1.9765 | 2.8071 | 1.8456 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 45 | 21 | 24 | 45 | 19 | 26 |
Losing Trades | 26 | 15 | 11 | 26 | 17 | 9 |
Profitability (%) | 63.3803 | 58.3333 | 68.5714 | 63.3803 | 52.7778 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.3169 | 1.0607 | 0.2086 | 1.142 | 2.5116 | 0.6389 |
Largest Winning Trade | 44960 | 21978 | 44960 | 994366 | 316329 | 994366 |
Largest Losing Trade | -344866 | -21014 | -344866 | -1272398 | -110892 | -1272398 |
Avg Bars in Trades | 83 | 10 | 159 | 83 | 10 | 159 |
Avg Bars in Winners | 47 | 9 | 80 | 67 | 9 | 110 |
Avg Bars in Losers | 147 | 11 | 332 | 111 | 11 | 301 |
Bars Traded | 5955 | 362 | 5593 | 5955 | 362 | 5593 |
Profit Streak | 108.0428 | 183.5428 | 0 | 108.0428 | 183.5428 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669481 | -325039 | -578380 | -80599 | -209827 | 300044 |
{ "trading_pair": "INJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7236, "evaluation_days": 1809, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1607709600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759539696222, "expiration_time": 1764203328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.13701, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcl", "factors": { "length": 208, "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": [ [ -423703.2585952799, 41229.4903246445, -464932.7489199244, 2316653.3964129924, 583672.3764697892, 1732981.019943203 ], [ -423.703259, 41.22949, -464.932749, 2316.653396, 583.672376, 1732.98102 ], [ -0.23422, 0.022791, -0.257011, 0.176217, 0.10632, 0.16091 ], [ 605.114713, 605.114713, 605.114713, 605.114713, 605.114713, 605.114713 ], [ -707652, -33619, -713678, -1341645, -110892, -1272398 ], [ 0.548477, 1.484932, 0.455178, 1.976544, 2.807067, 1.845644 ], [ 71, 36, 35, 71, 36, 35 ], [ 45, 21, 24, 45, 19, 26 ], [ 26, 15, 11, 26, 17, 9 ], [ 63.380282, 58.333333, 68.571429, 63.380282, 52.777778, 74.285714 ], [ 0.316898, 1.060666, 0.208623, 1.142003, 2.511587, 0.638877 ], [ 44960, 21978, 44960, 994366, 316329, 994366 ], [ -344866, -21014, -344866, -1272398, -110892, -1272398 ], [ 83, 10, 159, 83, 10, 159 ], [ 47, 9, 80, 67, 9, 110 ], [ 147, 11, 332, 111, 11, 301 ], [ 5955, 362, 5593, 5955, 362, 5593 ], [ 108.04278, 183.54278, 0, 108.04278, 183.54278, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -669481, -325039, -578380, -80599, -209827, 300044 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7236, "evaluation_days": 1809, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1607709600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759539696222, "expiration_time": 1764203328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.13701, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcl", "factors": { "length": 208, "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) |
---|