Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609465.3672 | 596259.0647 | 13206.3025 | -122490.6616 | 6650.1693 | -129140.8309 |
Total P&L (%) | 609.4654 | 596.2591 | 13.2063 | -122.4907 | 6.6502 | -129.1408 |
Avg Daily Profit (%) | 0.3359 | 0.3286 | 0.0073 | 0 | 0.0035 | 0 |
Buy And Hold Return (%) | 180.2244 | 180.2244 | 180.2244 | 180.2244 | 180.2244 | 180.2244 |
Max Trade Drawdown | -188493 | -90441 | -112401 | -318680 | -86808 | -257872 |
Profit Factor | 2.1052 | 3.3202 | 1.0448 | 0.7345 | 1.0496 | 0.6052 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 14 | 15 | 37 | 17 | 20 |
Losing Trades | 34 | 17 | 17 | 26 | 14 | 12 |
Profitability (%) | 46.0317 | 45.1613 | 46.875 | 58.7302 | 54.8387 | 62.5 |
Ratio Avg Win / Avg Loss | 2.4682 | 4.0317 | 1.1842 | 0.5161 | 0.8643 | 0.3631 |
Largest Winning Trade | 389577 | 389577 | 67546 | 87793 | 87793 | 66910 |
Largest Losing Trade | -102820 | -42516 | -102820 | -255747 | -40330 | -255747 |
Avg Bars in Trades | 79 | 110 | 49 | 79 | 110 | 49 |
Avg Bars in Winners | 102 | 147 | 61 | 55 | 69 | 44 |
Avg Bars in Losers | 59 | 79 | 39 | 112 | 159 | 58 |
Bars Traded | 4992 | 3411 | 1581 | 4992 | 3411 | 1581 |
Profit Streak | 0 | 210.2685 | 0 | 7.9352 | 0 | 213.6019 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142112 | 421277 | -521320 | -729970 | -520951 | -577831 |
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{ "first_band": { "type": "pwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 30, "offset": 0, "std": 2.612 } } }
{ "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": [ [ 609465.3672187703, 596259.0647289586, 13206.3024898117, -122490.6615636139, 6650.1693470972, -129140.830910711 ], [ 609.465367, 596.259065, 13.206302, -122.490662, 6.650169, -129.140831 ], [ 0.335918, 0.328639, 0.007279, 0, 0.003549, 0 ], [ 180.22436, 180.22436, 180.22436, 180.22436, 180.22436, 180.22436 ], [ -188493, -90441, -112401, -318680, -86808, -257872 ], [ 2.105208, 3.320232, 1.044848, 0.734473, 1.049552, 0.6052 ], [ 63, 31, 32, 63, 31, 32 ], [ 29, 14, 15, 37, 17, 20 ], [ 34, 17, 17, 26, 14, 12 ], [ 46.031746, 45.16129, 46.875, 58.730159, 54.83871, 62.5 ], [ 2.468175, 4.03171, 1.184161, 0.516116, 0.864337, 0.36312 ], [ 389577, 389577, 67546, 87793, 87793, 66910 ], [ -102820, -42516, -102820, -255747, -40330, -255747 ], [ 79, 110, 49, 79, 110, 49 ], [ 102, 147, 61, 55, 69, 44 ], [ 59, 79, 39, 112, 159, 58 ], [ 4992, 3411, 1581, 4992, 3411, 1581 ], [ 0, 210.268534, 0, 7.935201, 0, 213.601867 ], [ 0, 2, 0, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -142112, 421277, -521320, -729970, -520951, -577831 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5443, "evaluation_days": 1814.33, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1608854400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759991201327, "expiration_time": 1764670752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 30, "offset": 0, "std": 2.612 } } }
# | 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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