Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114622.1734 | 41288.0826 | 73334.0907 | 122930.9728 | 36960.0192 | 85970.9536 |
Total P&L (%) | 114.6222 | 41.2881 | 73.3341 | 122.931 | 36.96 | 85.971 |
Avg Daily Profit (%) | 0.4401 | 0.1585 | 0.2816 | 0.3083 | 0.1208 | 0.2385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50454 | -34550 | -52992 | -92718 | -59179 | -85222 |
Profit Factor | 1.2505 | 1.1873 | 1.3093 | 1.1544 | 1.0988 | 1.2037 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 184 | 90 | 94 | 184 | 90 | 94 |
Losing Trades | 149 | 77 | 72 | 149 | 77 | 72 |
Profitability (%) | 55.2553 | 53.8922 | 56.6265 | 55.2553 | 53.8922 | 56.6265 |
Ratio Avg Win / Avg Loss | 1.0126 | 1.0158 | 1.0029 | 0.9348 | 0.9401 | 0.922 |
Largest Winning Trade | 17200 | 16551 | 17200 | 38666 | 24835 | 38666 |
Largest Losing Trade | -20733 | -12881 | -20733 | -29034 | -26451 | -29034 |
Avg Bars in Trades | 73 | 70 | 77 | 73 | 70 | 77 |
Avg Bars in Winners | 63 | 55 | 71 | 63 | 55 | 71 |
Avg Bars in Losers | 86 | 88 | 84 | 86 | 88 | 84 |
Bars Traded | 24627 | 11776 | 12851 | 24627 | 11776 | 12851 |
Profit Streak | 0 | 0 | 4.2777 | 0 | 0 | 4.2777 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377349 | -9922 | 297915 | -42807 | -148297 | 201430 |
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736793000000, "first_datapoint_time": 1736989200000, "last_datapoint_time": 1759292100000, "evaluation_time": 1759292693962, "expiration_time": 1765772100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 219, "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": [ [ 114622.1733620528, 41288.0826354935, 73334.0907265594, 122930.9728279204, 36960.019204929, 85970.9536229913 ], [ 114.622173, 41.288083, 73.334091, 122.930973, 36.960019, 85.970954 ], [ 0.440144, 0.158544, 0.281599, 0.30832, 0.120847, 0.238522 ], [ 10, 10, 10, 10, 10, 10 ], [ -50454, -34550, -52992, -92718, -59179, -85222 ], [ 1.250504, 1.187289, 1.309277, 1.154375, 1.098761, 1.203684 ], [ 333, 167, 166, 333, 167, 166 ], [ 184, 90, 94, 184, 90, 94 ], [ 149, 77, 72, 149, 77, 72 ], [ 55.255255, 53.892216, 56.626506, 55.255255, 53.892216, 56.626506 ], [ 1.012636, 1.015791, 1.00285, 0.934793, 0.940051, 0.921971 ], [ 17200, 16551, 17200, 38666, 24835, 38666 ], [ -20733, -12881, -20733, -29034, -26451, -29034 ], [ 73, 70, 77, 73, 70, 77 ], [ 63, 55, 71, 63, 55, 71 ], [ 86, 88, 84, 86, 88, 84 ], [ 24627, 11776, 12851, 24627, 11776, 12851 ], [ 0, 0, 4.277708, 0, 0, 4.277708 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377349, -9922, 297915, -42807, -148297, 201430 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736793000000, "first_datapoint_time": 1736989200000, "last_datapoint_time": 1759292100000, "evaluation_time": 1759292693962, "expiration_time": 1765772100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 219, "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) |
---|