Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72542.7112 | 9831.7897 | 62710.9216 | 52002.4285 | 3777.921 | 48224.5075 |
Total P&L (%) | 72.5427 | 9.8318 | 62.7109 | 52.0024 | 3.7779 | 48.2245 |
Avg Daily Profit (%) | 0.2786 | 0.0378 | 0.2408 | 0.1609 | 0.0142 | 0.1512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74105 | -18104 | -72042 | -117062 | -23690 | -114035 |
Profit Factor | 1.4421 | 1.1992 | 1.5467 | 1.2408 | 1.0641 | 1.3073 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 51.3889 | 47.2222 | 55.5556 | 51.3889 | 47.2222 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3642 | 1.3402 | 1.2373 | 1.1738 | 1.1893 | 1.0458 |
Largest Winning Trade | 28508 | 10545 | 28508 | 33720 | 14404 | 33720 |
Largest Losing Trade | -33530 | -8001 | -33530 | -50296 | -10594 | -50296 |
Avg Bars in Trades | 342 | 61 | 623 | 342 | 61 | 623 |
Avg Bars in Winners | 313 | 58 | 530 | 313 | 58 | 530 |
Avg Bars in Losers | 372 | 63 | 739 | 372 | 63 | 739 |
Bars Traded | 24657 | 2209 | 22448 | 24657 | 2209 | 22448 |
Profit Streak | 15.7568 | 0 | 22.0068 | 15.7568 | 0 | 22.0068 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75168 | -312181 | 356677 | -78603 | -492126 | 240264 |
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737788400000, "first_datapoint_time": 1738010700000, "last_datapoint_time": 1760287500000, "evaluation_time": 1760288083702, "expiration_time": 1766767500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 120, "offset": 0, "std": 2.2224 } }, "second_band": { "type": "midpoint", "factors": { "length": 248, "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": [ [ 72542.7112354679, 9831.7896629203, 62710.9215725475, 52002.4284685123, 3777.9209940571, 48224.5074744553 ], [ 72.542711, 9.83179, 62.710922, 52.002428, 3.777921, 48.224507 ], [ 0.27856, 0.037754, 0.240807, 0.160918, 0.014241, 0.151239 ], [ 10, 10, 10, 10, 10, 10 ], [ -74105, -18104, -72042, -117062, -23690, -114035 ], [ 1.442101, 1.199154, 1.546651, 1.240846, 1.064068, 1.307263 ], [ 72, 36, 36, 72, 36, 36 ], [ 37, 17, 20, 37, 17, 20 ], [ 35, 19, 16, 35, 19, 16 ], [ 51.388889, 47.222222, 55.555556, 51.388889, 47.222222, 55.555556 ], [ 1.36415, 1.340231, 1.237321, 1.173773, 1.189253, 1.04581 ], [ 28508, 10545, 28508, 33720, 14404, 33720 ], [ -33530, -8001, -33530, -50296, -10594, -50296 ], [ 342, 61, 623, 342, 61, 623 ], [ 313, 58, 530, 313, 58, 530 ], [ 372, 63, 739, 372, 63, 739 ], [ 24657, 2209, 22448, 24657, 2209, 22448 ], [ 15.756756, 0, 22.006756, 15.756756, 0, 22.006756 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -75168, -312181, 356677, -78603, -492126, 240264 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737788400000, "first_datapoint_time": 1738010700000, "last_datapoint_time": 1760287500000, "evaluation_time": 1760288083702, "expiration_time": 1766767500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 120, "offset": 0, "std": 2.2224 } }, "second_band": { "type": "midpoint", "factors": { "length": 248, "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) |
---|