Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420499.8107 | 244672.5971 | 175827.2136 | 825652.5942 | 640287.9767 | 185364.6174 |
Total P&L (%) | 420.4998 | 244.6726 | 175.8272 | 825.6526 | 640.288 | 185.3646 |
Avg Daily Profit (%) | 0.3091 | 0.1798 | 0.1292 | 0.1637 | 0.1472 | 0.0771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113970 | -75712 | -62486 | -531084 | -568416 | -383056 |
Profit Factor | 1.5734 | 1.5968 | 1.5437 | 1.2162 | 1.3136 | 1.1044 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 141 | 73 | 68 | 141 | 73 | 68 |
Profitability (%) | 39.485 | 37.6068 | 41.3793 | 39.485 | 37.6068 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.4114 | 2.6492 | 2.1869 | 1.864 | 2.1793 | 1.5645 |
Largest Winning Trade | 142246 | 142246 | 43090 | 310148 | 310148 | 183160 |
Largest Losing Trade | -21834 | -15670 | -21834 | -146758 | -112521 | -146758 |
Avg Bars in Trades | 68 | 63 | 74 | 68 | 63 | 74 |
Avg Bars in Winners | 119 | 104 | 132 | 119 | 104 | 132 |
Avg Bars in Losers | 36 | 38 | 33 | 36 | 38 | 33 |
Bars Traded | 16031 | 7442 | 8589 | 16031 | 7442 | 8589 |
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 | 307761 | 194199 | -21413 | 199462 | 5329 | -198229 |
{ "trading_pair": "IMX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16327, "evaluation_days": 1360.58, "actual_first_datapoint_time": 1641808800000, "first_datapoint_time": 1643328000000, "last_datapoint_time": 1759356000000, "evaluation_time": 1759362176579, "expiration_time": 1763587958400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 162, "multiplier": 2.20867 } } }
{ "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": [ [ 420499.8107317885, 244672.597120179, 175827.2136116093, 825652.5941611389, 640287.9767304843, 185364.6174306549 ], [ 420.499811, 244.672597, 175.827214, 825.652594, 640.287977, 185.364617 ], [ 0.309059, 0.17983, 0.12923, 0.163691, 0.147242, 0.0771 ], [ 10, 10, 10, 10, 10, 10 ], [ -113970, -75712, -62486, -531084, -568416, -383056 ], [ 1.573376, 1.59677, 1.543716, 1.216235, 1.313552, 1.104356 ], [ 233, 117, 116, 233, 117, 116 ], [ 92, 44, 48, 92, 44, 48 ], [ 141, 73, 68, 141, 73, 68 ], [ 39.484979, 37.606838, 41.37931, 39.484979, 37.606838, 41.37931 ], [ 2.41137, 2.649187, 2.186931, 1.864012, 2.179302, 1.564505 ], [ 142246, 142246, 43090, 310148, 310148, 183160 ], [ -21834, -15670, -21834, -146758, -112521, -146758 ], [ 68, 63, 74, 68, 63, 74 ], [ 119, 104, 132, 119, 104, 132 ], [ 36, 38, 33, 36, 38, 33 ], [ 16031, 7442, 8589, 16031, 7442, 8589 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307761, 194199, -21413, 199462, 5329, -198229 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16327, "evaluation_days": 1360.58, "actual_first_datapoint_time": 1641808800000, "first_datapoint_time": 1643328000000, "last_datapoint_time": 1759356000000, "evaluation_time": 1759362176579, "expiration_time": 1763587958400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 162, "multiplier": 2.20867 } } }
# | 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) |
---|