Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -588518.2961 | 265483.3138 | -854001.6099 | 8674381.6624 | 1364602.9843 | 7309778.6781 |
Total P&L (%) | -588.5183 | 265.4833 | -854.0016 | 8674.3817 | 1364.603 | 7309.7787 |
Avg Daily Profit (%) | -0.3255 | 0.1468 | -0.4723 | 0.2478 | 0.1486 | 0.2384 |
Buy And Hold Return (%) | 829.7803 | 829.7803 | 829.7803 | 829.7803 | 829.7803 | 829.7803 |
Max Trade Drawdown | -789828 | -103437 | -387268 | -5987587 | -6242522 | -1906571 |
Profit Factor | 0.583 | 2.0321 | 0.26 | 1.5917 | 1.1273 | 2.8529 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 58 | 30 | 28 | 40 | 21 | 19 |
Losing Trades | 20 | 9 | 11 | 38 | 18 | 20 |
Profitability (%) | 74.359 | 76.9231 | 71.7949 | 51.2821 | 53.8462 | 48.7179 |
Ratio Avg Win / Avg Loss | 0.201 | 0.6096 | 0.1021 | 1.5121 | 0.9663 | 3.0031 |
Largest Winning Trade | 64789 | 64789 | 28746 | 3416325 | 1628608 | 3416325 |
Largest Losing Trade | -697955 | -71845 | -697955 | -5719079 | -5719079 | -843753 |
Avg Bars in Trades | 90 | 88 | 91 | 90 | 88 | 91 |
Avg Bars in Winners | 49 | 42 | 57 | 107 | 107 | 106 |
Avg Bars in Losers | 208 | 243 | 179 | 72 | 65 | 78 |
Bars Traded | 7034 | 3448 | 3585 | 7034 | 3448 | 3585 |
Profit Streak | 59.6161 | 158.8661 | 59.6161 | 59.6161 | 158.8661 | 59.6161 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614667 | -156822 | -576954 | -25735 | -83771 | 515214 |
{ "trading_pair": "INJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7232, "evaluation_days": 1808, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759438031753, "expiration_time": 1764114336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 16, "offset": 0, "a": 0.77581 } }, "second_band": { "type": "rma", "factors": { "length": 107, "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": [ [ -588518.2961140242, 265483.3138228087, -854001.6099368329, 8674381.662367906, 1364602.9842979077, 7309778.67807 ], [ -588.518296, 265.483314, -854.00161, 8674.381662, 1364.602984, 7309.778678 ], [ -0.325508, 0.146838, -0.472346, 0.247786, 0.148571, 0.238413 ], [ 829.780338, 829.780338, 829.780338, 829.780338, 829.780338, 829.780338 ], [ -789828, -103437, -387268, -5987587, -6242522, -1906571 ], [ 0.582976, 2.032058, 0.259963, 1.591656, 1.127341, 2.852898 ], [ 78, 39, 39, 78, 39, 39 ], [ 58, 30, 28, 40, 21, 19 ], [ 20, 9, 11, 38, 18, 20 ], [ 74.358974, 76.923077, 71.794872, 51.282051, 53.846154, 48.717949 ], [ 0.201026, 0.609618, 0.102128, 1.512073, 0.966292, 3.003051 ], [ 64789, 64789, 28746, 3416325, 1628608, 3416325 ], [ -697955, -71845, -697955, -5719079, -5719079, -843753 ], [ 90, 88, 91, 90, 88, 91 ], [ 49, 42, 57, 107, 107, 106 ], [ 208, 243, 179, 72, 65, 78 ], [ 7034, 3448, 3585, 7034, 3448, 3585 ], [ 59.616108, 158.866108, 59.616108, 59.616108, 158.866108, 59.616108 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -614667, -156822, -576954, -25735, -83771, 515214 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7232, "evaluation_days": 1808, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759438031753, "expiration_time": 1764114336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 16, "offset": 0, "a": 0.77581 } }, "second_band": { "type": "rma", "factors": { "length": 107, "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) |
---|