Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -133103.8129 | 177114.0746 | -310217.8875 | 5043799.2245 | 948975.1733 | 4094824.0512 |
Total P&L (%) | -133.1038 | 177.1141 | -310.2179 | 5043.7992 | 948.9752 | 4094.8241 |
Avg Daily Profit (%) | -0.0732 | 0.0974 | -0.1706 | 0.217 | 0.1294 | 0.2057 |
Buy And Hold Return (%) | 136.1761 | 136.1761 | 136.1761 | 136.1761 | 136.1761 | 136.1761 |
Max Trade Drawdown | -554961 | -143143 | -554376 | -1558187 | -1558187 | -577397 |
Profit Factor | 0.853 | 1.6834 | 0.5199 | 2.2405 | 1.3061 | 5.2388 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 48 | 22 | 26 | 50 | 23 | 27 |
Losing Trades | 26 | 15 | 11 | 24 | 14 | 10 |
Profitability (%) | 64.8649 | 59.4595 | 70.2703 | 67.5676 | 62.1622 | 72.973 |
Ratio Avg Win / Avg Loss | 0.462 | 1.1478 | 0.2199 | 1.0754 | 0.795 | 1.9403 |
Largest Winning Trade | 66778 | 66778 | 61918 | 1503800 | 1272193 | 1503800 |
Largest Losing Trade | -347932 | -65626 | -347932 | -1558187 | -1558187 | -406784 |
Avg Bars in Trades | 44 | 47 | 41 | 44 | 47 | 41 |
Avg Bars in Winners | 29 | 31 | 28 | 32 | 32 | 33 |
Avg Bars in Losers | 71 | 70 | 71 | 68 | 71 | 62 |
Bars Traded | 3278 | 1754 | 1523 | 3278 | 1754 | 1523 |
Profit Streak | 24.8135 | 0 | 25.3135 | 24.8135 | 0 | 25.3135 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646807 | -131850 | -577602 | -54343 | -19883 | 704991 |
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3636, "evaluation_days": 1818, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1609502400000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760297483994, "expiration_time": 1764982656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 1.60111 } }, "second_band": { "type": "dcm", "factors": { "length": 69, "offset": 77 } } }
{ "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": [ [ -133103.8128808473, 177114.0745932017, -310217.887474049, 5043799.224522026, 948975.1733009326, 4094824.051221094 ], [ -133.103813, 177.114075, -310.217887, 5043.799225, 948.975173, 4094.824051 ], [ -0.073214, 0.097422, -0.170637, 0.216977, 0.129368, 0.205736 ], [ 136.176103, 136.176103, 136.176103, 136.176103, 136.176103, 136.176103 ], [ -554961, -143143, -554376, -1558187, -1558187, -577397 ], [ 0.852969, 1.683376, 0.519861, 2.240476, 1.306122, 5.238829 ], [ 74, 37, 37, 74, 37, 37 ], [ 48, 22, 26, 50, 23, 27 ], [ 26, 15, 11, 24, 14, 10 ], [ 64.864865, 59.459459, 70.27027, 67.567568, 62.162162, 72.972973 ], [ 0.462025, 1.147756, 0.219941, 1.075428, 0.795031, 1.940307 ], [ 66778, 66778, 61918, 1503800, 1272193, 1503800 ], [ -347932, -65626, -347932, -1558187, -1558187, -406784 ], [ 44, 47, 41, 44, 47, 41 ], [ 29, 31, 28, 32, 32, 33 ], [ 71, 70, 71, 68, 71, 62 ], [ 3278, 1754, 1523, 3278, 1754, 1523 ], [ 24.813472, 0, 25.313472, 24.813472, 0, 25.313472 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -646807, -131850, -577602, -54343, -19883, 704991 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3636, "evaluation_days": 1818, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1609502400000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760297483994, "expiration_time": 1764982656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 1.60111 } }, "second_band": { "type": "dcm", "factors": { "length": 69, "offset": 77 } } }
# | 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) |
---|