Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -323011.7691 | 93729.0385 | -416740.8076 | 14693072.1271 | -1825885.9893 | 16518958.1164 |
Total P&L (%) | -323.0118 | 93.729 | -416.7408 | 14693.0721 | -1825.886 | 16518.9581 |
Avg Daily Profit (%) | -0.1795 | 0.0521 | -0.2315 | 0.278 | 0 | 0.2845 |
Buy And Hold Return (%) | 32.5913 | 32.5913 | 32.5913 | 32.5913 | 32.5913 | 32.5913 |
Max Trade Drawdown | -736758 | -35084 | -737362 | -4042572 | -6894555 | -1566306 |
Profit Factor | 0.6735 | 1.5484 | 0.4907 | 1.9352 | 0.8424 | 5.0038 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 55 | 24 | 31 | 53 | 23 | 30 |
Losing Trades | 34 | 21 | 13 | 36 | 22 | 14 |
Profitability (%) | 61.7978 | 53.3333 | 70.4545 | 59.5506 | 51.1111 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.4163 | 1.3548 | 0.2058 | 1.3145 | 0.8058 | 2.3351 |
Largest Winning Trade | 69799 | 51993 | 69799 | 3613960 | 3205110 | 3613960 |
Largest Losing Trade | -364663 | -21163 | -364663 | -3971150 | -3971150 | -1436874 |
Avg Bars in Trades | 31 | 12 | 51 | 31 | 12 | 51 |
Avg Bars in Winners | 17 | 10 | 23 | 22 | 10 | 32 |
Avg Bars in Losers | 54 | 13 | 120 | 44 | 13 | 93 |
Bars Traded | 2824 | 546 | 2278 | 2824 | 546 | 2278 |
Profit Streak | 0 | 0 | 199.5499 | 0 | 0 | 199.5499 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578733 | -124220 | -577475 | 458778 | -580290 | 704344 |
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1612008000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021909616, "expiration_time": 1763380800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 234, "offset": 0, "std": 4.61488 } }, "second_band": { "type": "dema", "factors": { "length": 204, "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": [ [ -323011.7690919048, 93729.0384885249, -416740.8075804295, 14693072.127061462, -1825885.9892995032, 16518958.116360968 ], [ -323.011769, 93.729038, -416.740808, 14693.072127, -1825.885989, 16518.958116 ], [ -0.179451, 0.052072, -0.231523, 0.277983, 0, 0.284467 ], [ 32.591328, 32.591328, 32.591328, 32.591328, 32.591328, 32.591328 ], [ -736758, -35084, -737362, -4042572, -6894555, -1566306 ], [ 0.673476, 1.548379, 0.490739, 1.935164, 0.842405, 5.003796 ], [ 89, 45, 44, 89, 45, 44 ], [ 55, 24, 31, 53, 23, 30 ], [ 34, 21, 13, 36, 22, 14 ], [ 61.797753, 53.333333, 70.454545, 59.550562, 51.111111, 68.181818 ], [ 0.416331, 1.354831, 0.205794, 1.314451, 0.805779, 2.335105 ], [ 69799, 51993, 69799, 3613960, 3205110, 3613960 ], [ -364663, -21163, -364663, -3971150, -3971150, -1436874 ], [ 31, 12, 51, 31, 12, 51 ], [ 17, 10, 23, 22, 10, 32 ], [ 54, 13, 120, 44, 13, 93 ], [ 2824, 546, 2278, 2824, 546, 2278 ], [ 0, 0, 199.54988, 0, 0, 199.54988 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578733, -124220, -577475, 458778, -580290, 704344 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1612008000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021909616, "expiration_time": 1763380800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 234, "offset": 0, "std": 4.61488 } }, "second_band": { "type": "dema", "factors": { "length": 204, "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) |
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