| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 274780.4614 | 205167.091 | 69613.3705 | 116709.9901 | 57899.5419 | 58810.4482 |
| Total P&L (%) | 274.7805 | 205.1671 | 69.6134 | 116.71 | 57.8995 | 58.8104 |
| Avg Daily Profit (%) | 0.2023 | 0.151 | 0.0512 | 0.0569 | 0.0336 | 0.0341 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -201765 | -90023 | -132344 | -269521 | -141275 | -165753 |
| Profit Factor | 1.418 | 1.7041 | 1.1902 | 1.1736 | 1.1916 | 1.1588 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Profitability (%) | 58.871 | 58.0645 | 59.6774 | 58.871 | 58.0645 | 59.6774 |
| Ratio Avg Win / Avg Loss | 0.9906 | 1.2307 | 0.8042 | 0.8199 | 0.8606 | 0.783 |
| Largest Winning Trade | 79310 | 79310 | 49474 | 93495 | 37206 | 93495 |
| Largest Losing Trade | -48215 | -32643 | -48215 | -67641 | -67641 | -49547 |
| Avg Bars in Trades | 124 | 99 | 149 | 124 | 99 | 149 |
| Avg Bars in Winners | 108 | 90 | 126 | 108 | 90 | 126 |
| Avg Bars in Losers | 147 | 113 | 181 | 147 | 113 | 181 |
| Bars Traded | 15434 | 6193 | 9241 | 15434 | 6193 | 9241 |
| Profit Streak | 14.2192 | 58.8859 | 14.2192 | 14.2192 | 58.8859 | 14.2192 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 353253 | -142418 | -289339 | -145113 | -311939 | -347460 |
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16302,
"evaluation_days": 1358.5,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643500800000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759180539979,
"expiration_time": 1763401478400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 81,
"offset": 0,
"a": 0.79026
}
}
} {
"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": [
[
274780.4614452976,
205167.0909735812,
69613.3704717164,
116709.9900780296,
57899.5419073502,
58810.4481706794
],
[
274.780461,
205.167091,
69.61337,
116.70999,
57.899542,
58.810448
],
[
0.202268,
0.151025,
0.051243,
0.056946,
0.03363,
0.034054
],
[
10,
10,
10,
10,
10,
10
],
[
-201765,
-90023,
-132344,
-269521,
-141275,
-165753
],
[
1.417971,
1.70407,
1.190194,
1.173568,
1.191606,
1.158846
],
[
124,
62,
62,
124,
62,
62
],
[
73,
36,
37,
73,
36,
37
],
[
51,
26,
25,
51,
26,
25
],
[
58.870968,
58.064516,
59.677419,
58.870968,
58.064516,
59.677419
],
[
0.990637,
1.230717,
0.804185,
0.81989,
0.860604,
0.783004
],
[
79310,
79310,
49474,
93495,
37206,
93495
],
[
-48215,
-32643,
-48215,
-67641,
-67641,
-49547
],
[
124,
99,
149,
124,
99,
149
],
[
108,
90,
126,
108,
90,
126
],
[
147,
113,
181,
147,
113,
181
],
[
15434,
6193,
9241,
15434,
6193,
9241
],
[
14.219213,
58.885879,
14.219213,
14.219213,
58.885879,
14.219213
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
353253,
-142418,
-289339,
-145113,
-311939,
-347460
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16302,
"evaluation_days": 1358.5,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643500800000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759180539979,
"expiration_time": 1763401478400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 81,
"offset": 0,
"a": 0.79026
}
}
}
| # | 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) |
|---|