Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362539.2665 | 386421.2008 | -23881.9343 | 19239.6477 | 314719.7819 | -295480.1342 |
Total P&L (%) | 362.5393 | 386.4212 | -23.8819 | 19.2396 | 314.7198 | -295.4801 |
Avg Daily Profit (%) | 0.2014 | 0.2147 | -0.0133 | 0.0098 | 0.0791 | 0 |
Buy And Hold Return (%) | 178.5774 | 178.5774 | 178.5774 | 178.5774 | 178.5774 | 178.5774 |
Max Trade Drawdown | -133178 | -88021 | -132490 | -435110 | -238036 | -350948 |
Profit Factor | 1.6995 | 2.5858 | 0.913 | 1.0192 | 1.7167 | 0.4758 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Profitability (%) | 47.541 | 56.6667 | 38.7097 | 47.541 | 56.6667 | 38.7097 |
Ratio Avg Win / Avg Loss | 1.8753 | 1.9774 | 1.4456 | 1.1246 | 1.3128 | 0.7534 |
Largest Winning Trade | 338027 | 338027 | 73774 | 423892 | 423892 | 61896 |
Largest Losing Trade | -30935 | -30935 | -25984 | -97005 | -80110 | -97005 |
Avg Bars in Trades | 53 | 71 | 36 | 53 | 71 | 36 |
Avg Bars in Winners | 79 | 91 | 62 | 79 | 91 | 62 |
Avg Bars in Losers | 30 | 44 | 20 | 30 | 44 | 20 |
Bars Traded | 3283 | 2139 | 1144 | 3283 | 2139 | 1144 |
Profit Streak | 0 | 201.5849 | 0 | 0 | 201.5849 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162790 | 312273 | -583541 | -711928 | -91936 | -585208 |
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1608638400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759024936098, "expiration_time": 1763380800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "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": [ [ 362539.2664758823, 386421.2007769584, -23881.9343010759, 19239.6476566624, 314719.7818825757, -295480.1342259133 ], [ 362.539266, 386.421201, -23.881934, 19.239648, 314.719782, -295.480134 ], [ 0.201411, 0.214678, -0.013268, 0.009776, 0.079055, 0 ], [ 178.577439, 178.577439, 178.577439, 178.577439, 178.577439, 178.577439 ], [ -133178, -88021, -132490, -435110, -238036, -350948 ], [ 1.699509, 2.585798, 0.91303, 1.019186, 1.716728, 0.475829 ], [ 61, 30, 31, 61, 30, 31 ], [ 29, 17, 12, 29, 17, 12 ], [ 32, 13, 19, 32, 13, 19 ], [ 47.540984, 56.666667, 38.709677, 47.540984, 56.666667, 38.709677 ], [ 1.875321, 1.977375, 1.445631, 1.124619, 1.312792, 0.753395 ], [ 338027, 338027, 73774, 423892, 423892, 61896 ], [ -30935, -30935, -25984, -97005, -80110, -97005 ], [ 53, 71, 36, 53, 71, 36 ], [ 79, 91, 62, 79, 91, 62 ], [ 30, 44, 20, 30, 44, 20 ], [ 3283, 2139, 1144, 3283, 2139, 1144 ], [ 0, 201.584908, 0, 0, 201.584909, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162790, 312273, -583541, -711928, -91936, -585208 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1608638400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759024936098, "expiration_time": 1763380800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "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) |
---|