Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853204.9728 | 717496.7232 | 135708.2495 | 10639490.7428 | 25554388.4351 | -14914897.6923 |
Total P&L (%) | 853.205 | 717.4967 | 135.7083 | 10639.4907 | 25554.3884 | -14914.8977 |
Avg Daily Profit (%) | 0.4713 | 0.3964 | 0.075 | 0.2587 | 0.3069 | 0 |
Buy And Hold Return (%) | 1320.9055 | 1320.9055 | 1320.9055 | 1320.9055 | 1320.9055 | 1320.9055 |
Max Trade Drawdown | -126589 | -45320 | -176899 | -22731637 | -6204460 | -26192149 |
Profit Factor | 1.8224 | 2.5198 | 1.24 | 1.1079 | 1.6097 | 0.7369 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 142 | 73 | 69 | 142 | 73 | 69 |
Losing Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Profitability (%) | 60.9442 | 62.3932 | 59.4828 | 60.9442 | 62.3932 | 59.4828 |
Ratio Avg Win / Avg Loss | 1.1679 | 1.5188 | 0.8447 | 0.71 | 0.9702 | 0.502 |
Largest Winning Trade | 63911 | 63911 | 61786 | 6083039 | 6083039 | 2621777 |
Largest Losing Trade | -71787 | -44189 | -71787 | -18545939 | -5250620 | -18545939 |
Avg Bars in Trades | 45 | 37 | 53 | 45 | 37 | 53 |
Avg Bars in Winners | 41 | 32 | 49 | 41 | 32 | 49 |
Avg Bars in Losers | 52 | 45 | 59 | 52 | 45 | 59 |
Bars Traded | 10639 | 4421 | 6218 | 10639 | 4421 | 6218 |
Profit Streak | 0 | 0 | 49.8661 | 0 | 0 | 49.8661 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150436 | -149895 | -259025 | -92332 | 381031 | -579230 |
{ "trading_pair": "INJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10861, "evaluation_days": 1810.17, "actual_first_datapoint_time": 1603252800000, "first_datapoint_time": 1604836800000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759639633727, "expiration_time": 1764328752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.68938 } } }
{ "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": [ [ 853204.9727746915, 717496.7232460378, 135708.2495286546, 10639490.742795115, 25554388.435132973, -14914897.69233786 ], [ 853.204973, 717.496723, 135.70825, 10639.490743, 25554.388435, -14914.897692 ], [ 0.47134, 0.39637, 0.07497, 0.258681, 0.306922, 0 ], [ 1320.905534, 1320.905534, 1320.905534, 1320.905534, 1320.905534, 1320.905534 ], [ -126589, -45320, -176899, -22731637, -6204460, -26192149 ], [ 1.822398, 2.519807, 1.240038, 1.107895, 1.60973, 0.736944 ], [ 233, 117, 116, 233, 117, 116 ], [ 142, 73, 69, 142, 73, 69 ], [ 91, 44, 47, 91, 44, 47 ], [ 60.944206, 62.393162, 59.482759, 60.944206, 62.393162, 59.482759 ], [ 1.167875, 1.518788, 0.844663, 0.709989, 0.970248, 0.501976 ], [ 63911, 63911, 61786, 6083039, 6083039, 2621777 ], [ -71787, -44189, -71787, -18545939, -5250620, -18545939 ], [ 45, 37, 53, 45, 37, 53 ], [ 41, 32, 49, 41, 32, 49 ], [ 52, 45, 59, 52, 45, 59 ], [ 10639, 4421, 6218, 10639, 4421, 6218 ], [ 0, 0, 49.866131, 0, 0, 49.866131 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150436, -149895, -259025, -92332, 381031, -579230 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10861, "evaluation_days": 1810.17, "actual_first_datapoint_time": 1603252800000, "first_datapoint_time": 1604836800000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759639633727, "expiration_time": 1764328752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.68938 } } }
# | 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) |
---|