Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122139.474 | 46558.8068 | 75580.6672 | 160318.6098 | 70169.3186 | 90149.2912 |
Total P&L (%) | 122.1395 | 46.5588 | 75.5807 | 160.3186 | 70.1693 | 90.1493 |
Avg Daily Profit (%) | 0.469 | 0.1788 | 0.2902 | 0.3681 | 0.2043 | 0.2471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43409 | -11890 | -50875 | -106733 | -30382 | -128791 |
Profit Factor | 1.5548 | 1.6778 | 1.499 | 1.3082 | 1.4265 | 1.2535 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 51.4085 | 53.5211 | 49.2958 | 51.4085 | 53.5211 | 49.2958 |
Ratio Avg Win / Avg Loss | 1.4696 | 1.457 | 1.5418 | 1.2365 | 1.2388 | 1.2893 |
Largest Winning Trade | 29058 | 21813 | 29058 | 61727 | 40190 | 61727 |
Largest Losing Trade | -12296 | -6214 | -12296 | -31088 | -15431 | -31088 |
Avg Bars in Trades | 173 | 40 | 306 | 173 | 40 | 306 |
Avg Bars in Winners | 234 | 44 | 439 | 234 | 44 | 439 |
Avg Bars in Losers | 110 | 36 | 178 | 110 | 36 | 178 |
Bars Traded | 24702 | 2909 | 21793 | 24702 | 2909 | 21793 |
Profit Streak | 0 | 0 | 17.0525 | 0 | 0 | 17.0525 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386070 | -79751 | -76756 | 300760 | -79103 | -79736 |
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736715600000, "first_datapoint_time": 1736861400000, "last_datapoint_time": 1759214700000, "evaluation_time": 1759215635286, "expiration_time": 1765694700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 178, "offset": 0, "std": 1.87013 } } }
{ "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": [ [ 122139.4739521321, 46558.8067533605, 75580.6671987716, 160318.6097993115, 70169.318591354, 90149.2912079575 ], [ 122.139474, 46.558807, 75.580667, 160.31861, 70.169319, 90.149291 ], [ 0.46901, 0.178784, 0.290226, 0.368058, 0.204349, 0.247075 ], [ 10, 10, 10, 10, 10, 10 ], [ -43409, -11890, -50875, -106733, -30382, -128791 ], [ 1.554793, 1.677776, 1.499015, 1.308207, 1.426547, 1.25347 ], [ 142, 71, 71, 142, 71, 71 ], [ 73, 38, 35, 73, 38, 35 ], [ 69, 33, 36, 69, 33, 36 ], [ 51.408451, 53.521127, 49.295775, 51.408451, 53.521127, 49.295775 ], [ 1.469599, 1.457016, 1.541844, 1.236524, 1.238844, 1.289283 ], [ 29058, 21813, 29058, 61727, 40190, 61727 ], [ -12296, -6214, -12296, -31088, -15431, -31088 ], [ 173, 40, 306, 173, 40, 306 ], [ 234, 44, 439, 234, 44, 439 ], [ 110, 36, 178, 110, 36, 178 ], [ 24702, 2909, 21793, 24702, 2909, 21793 ], [ 0, 0, 17.052492, 0, 0, 17.052492 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386070, -79751, -76756, 300760, -79103, -79736 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736715600000, "first_datapoint_time": 1736861400000, "last_datapoint_time": 1759214700000, "evaluation_time": 1759215635286, "expiration_time": 1765694700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 178, "offset": 0, "std": 1.87013 } } }
# | 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) |
---|