Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -572590.9291 | 26474.9561 | -599065.8852 | 3221660.4243 | 103849.0589 | 3117811.3654 |
Total P&L (%) | -572.5909 | 26.475 | -599.0659 | 3221.6604 | 103.8491 | 3117.8114 |
Avg Daily Profit (%) | -0.3175 | 0.0147 | -0.3321 | 0.1944 | 0.0395 | 0.1926 |
Buy And Hold Return (%) | 125.1696 | 125.1696 | 125.1696 | 125.1696 | 125.1696 | 125.1696 |
Max Trade Drawdown | -922073 | -126343 | -839003 | -2173884 | -1878119 | -556482 |
Profit Factor | 0.4886 | 1.1311 | 0.3473 | 1.8386 | 1.0398 | 3.5321 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 48 | 23 | 25 | 46 | 22 | 24 |
Losing Trades | 30 | 16 | 14 | 32 | 17 | 15 |
Profitability (%) | 61.5385 | 58.9744 | 64.1026 | 58.9744 | 56.4103 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.3054 | 0.7869 | 0.1945 | 1.279 | 0.8035 | 2.2076 |
Largest Winning Trade | 36319 | 30280 | 36319 | 1234824 | 392222 | 1234824 |
Largest Losing Trade | -426815 | -60842 | -426815 | -1878119 | -1878119 | -321529 |
Avg Bars in Trades | 60 | 29 | 92 | 60 | 29 | 92 |
Avg Bars in Winners | 26 | 15 | 35 | 39 | 14 | 61 |
Avg Bars in Losers | 116 | 50 | 193 | 92 | 48 | 141 |
Bars Traded | 4757 | 1156 | 3601 | 4757 | 1156 | 3601 |
Profit Streak | 0 | 160.6738 | 0 | 0 | 160.6738 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617782 | -414953 | -578929 | -26968 | -482650 | 583550 |
{ "trading_pair": "INJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5411, "evaluation_days": 1803.67, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1608710400000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759075819493, "expiration_time": 1763721504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 15, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 191, "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": [ [ -572590.9290669988, 26474.9560830997, -599065.8851500985, 3221660.424342386, 103849.058893881, 3117811.3654485056 ], [ -572.590929, 26.474956, -599.065885, 3221.660424, 103.849059, 3117.811365 ], [ -0.317459, 0.014678, -0.332137, 0.194407, 0.039494, 0.192642 ], [ 125.169648, 125.169648, 125.169648, 125.169648, 125.169648, 125.169648 ], [ -922073, -126343, -839003, -2173884, -1878119, -556482 ], [ 0.488628, 1.131104, 0.347264, 1.838604, 1.039783, 3.532146 ], [ 78, 39, 39, 78, 39, 39 ], [ 48, 23, 25, 46, 22, 24 ], [ 30, 16, 14, 32, 17, 15 ], [ 61.538462, 58.974359, 64.102564, 58.974359, 56.410256, 61.538462 ], [ 0.305392, 0.786855, 0.194468, 1.279029, 0.803469, 2.207591 ], [ 36319, 30280, 36319, 1234824, 392222, 1234824 ], [ -426815, -60842, -426815, -1878119, -1878119, -321529 ], [ 60, 29, 92, 60, 29, 92 ], [ 26, 15, 35, 39, 14, 61 ], [ 116, 50, 193, 92, 48, 141 ], [ 4757, 1156, 3601, 4757, 1156, 3601 ], [ 0, 160.673837, 0, 0, 160.673837, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -617782, -414953, -578929, -26968, -482650, 583550 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5411, "evaluation_days": 1803.67, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1608710400000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759075819493, "expiration_time": 1763721504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 15, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 191, "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) |
---|