| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 307851.9733 | 212103.6352 | 95748.3381 | 179071.5126 | 136454.7255 | 42616.787 |
| Total P&L (%) | 307.852 | 212.1036 | 95.7483 | 179.0715 | 136.4547 | 42.6168 |
| Avg Daily Profit (%) | 0.2259 | 0.1556 | 0.0703 | 0.0753 | 0.0632 | 0.0261 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119786 | -69923 | -92841 | -206753 | -103681 | -170803 |
| Profit Factor | 1.4285 | 1.6272 | 1.2518 | 1.1251 | 1.1967 | 1.0578 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Profitability (%) | 50.9804 | 50.6494 | 51.3158 | 50.9804 | 50.6494 | 51.3158 |
| Ratio Avg Win / Avg Loss | 1.3736 | 1.5855 | 1.1876 | 1.0818 | 1.1661 | 1.0035 |
| Largest Winning Trade | 97181 | 97181 | 45578 | 112505 | 112505 | 78757 |
| Largest Losing Trade | -57619 | -26959 | -57619 | -134970 | -72558 | -134970 |
| Avg Bars in Trades | 101 | 74 | 128 | 101 | 74 | 128 |
| Avg Bars in Winners | 111 | 76 | 147 | 111 | 76 | 147 |
| Avg Bars in Losers | 90 | 72 | 109 | 90 | 72 | 109 |
| Bars Traded | 15521 | 5744 | 9777 | 15521 | 5744 | 9777 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347060 | -31551 | -148623 | -174318 | -154557 | -366319 |
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16353,
"evaluation_days": 1362.75,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643587200000,
"last_datapoint_time": 1759543200000,
"evaluation_time": 1759551554398,
"expiration_time": 1763781897600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 82,
"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": [
[
307851.9732997888,
212103.6351785671,
95748.3381212216,
179071.5125919491,
136454.7255437813,
42616.787048168
],
[
307.851973,
212.103635,
95.748338,
179.071513,
136.454726,
42.616787
],
[
0.225905,
0.155644,
0.070261,
0.075339,
0.063171,
0.026053
],
[
10,
10,
10,
10,
10,
10
],
[
-119786,
-69923,
-92841,
-206753,
-103681,
-170803
],
[
1.428516,
1.627247,
1.251794,
1.125122,
1.196747,
1.057776
],
[
153,
77,
76,
153,
77,
76
],
[
78,
39,
39,
78,
39,
39
],
[
75,
38,
37,
75,
38,
37
],
[
50.980392,
50.649351,
51.315789,
50.980392,
50.649351,
51.315789
],
[
1.373573,
1.585523,
1.1876,
1.081848,
1.166061,
1.003531
],
[
97181,
97181,
45578,
112505,
112505,
78757
],
[
-57619,
-26959,
-57619,
-134970,
-72558,
-134970
],
[
101,
74,
128,
101,
74,
128
],
[
111,
76,
147,
111,
76,
147
],
[
90,
72,
109,
90,
72,
109
],
[
15521,
5744,
9777,
15521,
5744,
9777
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347060,
-31551,
-148623,
-174318,
-154557,
-366319
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16353,
"evaluation_days": 1362.75,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643587200000,
"last_datapoint_time": 1759543200000,
"evaluation_time": 1759551554398,
"expiration_time": 1763781897600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 82,
"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) |
|---|