Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142804.2292 | 61702.4382 | 81101.791 | 177689.5071 | 84968.2882 | 92721.2188 |
Total P&L (%) | 142.8042 | 61.7024 | 81.1018 | 177.6895 | 84.9683 | 92.7212 |
Avg Daily Profit (%) | 0.5484 | 0.2369 | 0.3114 | 0.393 | 0.2364 | 0.2522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53868 | -47888 | -37814 | -59714 | -47138 | -43886 |
Profit Factor | 1.3066 | 1.2576 | 1.3584 | 1.311 | 1.2935 | 1.329 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Losing Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Profitability (%) | 44.7273 | 44.5255 | 44.9275 | 44.7273 | 44.5255 | 44.9275 |
Ratio Avg Win / Avg Loss | 1.6146 | 1.5668 | 1.6651 | 1.6201 | 1.6115 | 1.6291 |
Largest Winning Trade | 30474 | 23013 | 30474 | 28434 | 24887 | 28434 |
Largest Losing Trade | -17648 | -13529 | -17648 | -16730 | -14833 | -16730 |
Avg Bars in Trades | 89 | 85 | 94 | 89 | 85 | 94 |
Avg Bars in Winners | 128 | 121 | 136 | 128 | 121 | 136 |
Avg Bars in Losers | 58 | 56 | 59 | 58 | 56 | 59 |
Bars Traded | 24736 | 11738 | 12998 | 24736 | 11738 | 12998 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353738 | 165737 | 236476 | 306901 | 193397 | 211805 |
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736847000000, "first_datapoint_time": 1736992800000, "last_datapoint_time": 1759346100000, "evaluation_time": 1759346671481, "expiration_time": 1765826100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 133, "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": [ [ 142804.2292155652, 61702.4382366455, 81101.7909789197, 177689.5070768719, 84968.2882464747, 92721.2188303974 ], [ 142.804229, 61.702438, 81.101791, 177.689507, 84.968288, 92.721219 ], [ 0.548361, 0.236934, 0.311427, 0.392957, 0.236442, 0.252247 ], [ 10, 10, 10, 10, 10, 10 ], [ -53868, -47888, -37814, -59714, -47138, -43886 ], [ 1.306554, 1.257576, 1.358404, 1.311011, 1.293472, 1.32903 ], [ 275, 137, 138, 275, 137, 138 ], [ 123, 61, 62, 123, 61, 62 ], [ 152, 76, 76, 152, 76, 76 ], [ 44.727273, 44.525547, 44.927536, 44.727273, 44.525547, 44.927536 ], [ 1.614604, 1.566816, 1.665141, 1.620111, 1.611538, 1.629134 ], [ 30474, 23013, 30474, 28434, 24887, 28434 ], [ -17648, -13529, -17648, -16730, -14833, -16730 ], [ 89, 85, 94, 89, 85, 94 ], [ 128, 121, 136, 128, 121, 136 ], [ 58, 56, 59, 58, 56, 59 ], [ 24736, 11738, 12998, 24736, 11738, 12998 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353738, 165737, 236476, 306901, 193397, 211805 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736847000000, "first_datapoint_time": 1736992800000, "last_datapoint_time": 1759346100000, "evaluation_time": 1759346671481, "expiration_time": 1765826100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 133, "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) |
---|