Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115521.2571 | 52587.2785 | 62933.9786 | 128786.5237 | 73154.2422 | 55632.2814 |
Total P&L (%) | 115.5213 | 52.5873 | 62.934 | 128.7865 | 73.1542 | 55.6323 |
Avg Daily Profit (%) | 0.4436 | 0.2019 | 0.2417 | 0.3183 | 0.211 | 0.17 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35216 | -39277 | -24897 | -86693 | -60479 | -77797 |
Profit Factor | 1.4409 | 1.415 | 1.4652 | 1.2326 | 1.2806 | 1.1899 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 45.9459 | 44.6429 | 47.2727 | 45.9459 | 44.6429 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.6952 | 1.7546 | 1.6343 | 1.4501 | 1.5879 | 1.3272 |
Largest Winning Trade | 42093 | 42093 | 27508 | 49380 | 49380 | 38006 |
Largest Losing Trade | -11273 | -8736 | -11273 | -27610 | -26375 | -27610 |
Avg Bars in Trades | 219 | 228 | 211 | 219 | 228 | 211 |
Avg Bars in Winners | 317 | 336 | 298 | 317 | 336 | 298 |
Avg Bars in Losers | 136 | 140 | 133 | 136 | 140 | 133 |
Bars Traded | 24401 | 12769 | 11632 | 24401 | 12769 | 11632 |
Profit Streak | 0 | 0 | 5.9424 | 0 | 0 | 5.9424 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326961 | -175159 | -172102 | 202579 | -174742 | -187030 |
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{ "first_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.95533 } }, "second_band": { "type": "dema", "factors": { "length": 139, "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": [ [ 115521.257096203, 52587.2785240189, 62933.9785721841, 128786.5236526363, 73154.2422189999, 55632.2814336364 ], [ 115.521257, 52.587279, 62.933979, 128.786524, 73.154242, 55.632281 ], [ 0.443596, 0.201933, 0.241663, 0.318307, 0.211041, 0.169995 ], [ 10, 10, 10, 10, 10, 10 ], [ -35216, -39277, -24897, -86693, -60479, -77797 ], [ 1.440942, 1.41501, 1.465233, 1.232613, 1.280592, 1.189912 ], [ 111, 56, 55, 111, 56, 55 ], [ 51, 25, 26, 51, 25, 26 ], [ 60, 31, 29, 60, 31, 29 ], [ 45.945946, 44.642857, 47.272727, 45.945946, 44.642857, 47.272727 ], [ 1.695226, 1.754613, 1.634298, 1.450133, 1.587934, 1.327209 ], [ 42093, 42093, 27508, 49380, 49380, 38006 ], [ -11273, -8736, -11273, -27610, -26375, -27610 ], [ 219, 228, 211, 219, 228, 211 ], [ 317, 336, 298, 317, 336, 298 ], [ 136, 140, 133, 136, 140, 133 ], [ 24401, 12769, 11632, 24401, 12769, 11632 ], [ 0, 0, 5.942392, 0, 0, 5.942393 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326961, -175159, -172102, 202579, -174742, -187030 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737772200000, "first_datapoint_time": 1737940500000, "last_datapoint_time": 1760271300000, "evaluation_time": 1760271722718, "expiration_time": 1766751300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.95533 } }, "second_band": { "type": "dema", "factors": { "length": 139, "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) |
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