| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 335280.2554 | 234547.2526 | 100733.0028 | 96314.6037 | 55124.902 | 41189.7017 |
| Total P&L (%) | 335.2803 | 234.5473 | 100.733 | 96.3146 | 55.1249 | 41.1897 |
| Avg Daily Profit (%) | 0.245 | 0.1714 | 0.0736 | 0.0493 | 0.0321 | 0.0252 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -155781 | -97787 | -114030 | -146661 | -67224 | -114899 |
| Profit Factor | 1.555 | 1.6785 | 1.3898 | 1.2247 | 1.2304 | 1.2175 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
| Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
| Profitability (%) | 40 | 31.1111 | 48.8889 | 40 | 31.1111 | 48.8889 |
| Ratio Avg Win / Avg Loss | 2.3325 | 3.7168 | 1.4529 | 1.837 | 2.7244 | 1.2728 |
| Largest Winning Trade | 154842 | 154842 | 52813 | 56884 | 56884 | 49483 |
| Largest Losing Trade | -45528 | -28238 | -45528 | -42900 | -28238 | -42900 |
| Avg Bars in Trades | 178 | 161 | 195 | 178 | 161 | 195 |
| Avg Bars in Winners | 292 | 294 | 291 | 292 | 294 | 291 |
| Avg Bars in Losers | 102 | 102 | 103 | 102 | 102 | 103 |
| Bars Traded | 16076 | 7281 | 8795 | 16076 | 7281 | 8795 |
| Profit Streak | 49.7039 | 49.7039 | 61.1206 | 49.7039 | 49.7039 | 61.1206 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 306968 | 138270 | -93425 | -128570 | -156961 | -161124 |
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16423,
"evaluation_days": 1368.58,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643457600000,
"last_datapoint_time": 1760047200000,
"evaluation_time": 1760050416943,
"expiration_time": 1764304041600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"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": [
[
335280.2554384663,
234547.2526477944,
100733.0027906718,
96314.6036869668,
55124.9019669436,
41189.7017200232
],
[
335.280255,
234.547253,
100.733003,
96.314604,
55.124902,
41.189702
],
[
0.244984,
0.17138,
0.073604,
0.0493,
0.032087,
0.025207
],
[
10,
10,
10,
10,
10,
10
],
[
-155781,
-97787,
-114030,
-146661,
-67224,
-114899
],
[
1.554998,
1.678533,
1.389769,
1.224669,
1.230377,
1.217457
],
[
90,
45,
45,
90,
45,
45
],
[
36,
14,
22,
36,
14,
22
],
[
54,
31,
23,
54,
31,
23
],
[
40,
31.111111,
48.888889,
40,
31.111111,
48.888889
],
[
2.332497,
3.716752,
1.452941,
1.837003,
2.724407,
1.272796
],
[
154842,
154842,
52813,
56884,
56884,
49483
],
[
-45528,
-28238,
-45528,
-42900,
-28238,
-42900
],
[
178,
161,
195,
178,
161,
195
],
[
292,
294,
291,
292,
294,
291
],
[
102,
102,
103,
102,
102,
103
],
[
16076,
7281,
8795,
16076,
7281,
8795
],
[
49.7039,
49.7039,
61.120566,
49.7039,
49.7039,
61.120566
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306968,
138270,
-93425,
-128570,
-156961,
-161124
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16423,
"evaluation_days": 1368.58,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643457600000,
"last_datapoint_time": 1760047200000,
"evaluation_time": 1760050416943,
"expiration_time": 1764304041600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"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) |
|---|