Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457599.2607 | 257750.6483 | 199848.6125 | 1096980.3326 | 714675.027 | 382305.3056 |
Total P&L (%) | 457.5993 | 257.7506 | 199.8486 | 1096.9803 | 714.675 | 382.3053 |
Avg Daily Profit (%) | 0.3358 | 0.1891 | 0.1467 | 0.1823 | 0.154 | 0.1155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72170 | -73867 | -116092 | -669886 | -655986 | -592409 |
Profit Factor | 1.7144 | 1.7594 | 1.6638 | 1.3706 | 1.4566 | 1.2741 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 45.8333 | 40 | 51.6667 | 45.8333 | 40 | 51.6667 |
Ratio Avg Win / Avg Loss | 2.0262 | 2.639 | 1.5565 | 1.6198 | 2.1849 | 1.1919 |
Largest Winning Trade | 107506 | 107506 | 41927 | 391170 | 391170 | 286145 |
Largest Losing Trade | -27137 | -22676 | -27137 | -202774 | -202774 | -186140 |
Avg Bars in Trades | 134 | 139 | 129 | 134 | 139 | 129 |
Avg Bars in Winners | 184 | 195 | 176 | 184 | 195 | 176 |
Avg Bars in Losers | 91 | 102 | 78 | 91 | 102 | 78 |
Bars Traded | 16107 | 8367 | 7740 | 16107 | 8367 | 7740 |
Profit Streak | 56.5966 | 88.0133 | 56.5966 | 56.5966 | 88.0133 | 56.5966 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436652 | -161120 | -162523 | 346011 | -162187 | -207250 |
{ "trading_pair": "IMX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16353, "evaluation_days": 1362.75, "actual_first_datapoint_time": 1641808800000, "first_datapoint_time": 1642579200000, "last_datapoint_time": 1759543200000, "evaluation_time": 1759551545421, "expiration_time": 1763781897600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.75959 } }, "second_band": { "type": "kcb", "factors": { "length": 77, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 457599.260710705, 257750.6482602452, 199848.6124504598, 1096980.3325817885, 714675.0270086133, 382305.3055731757 ], [ 457.599261, 257.750648, 199.848612, 1096.980333, 714.675027, 382.305306 ], [ 0.335791, 0.18914, 0.146651, 0.182326, 0.154044, 0.115525 ], [ 10, 10, 10, 10, 10, 10 ], [ -72170, -73867, -116092, -669886, -655986, -592409 ], [ 1.714447, 1.759361, 1.663809, 1.370589, 1.456603, 1.274073 ], [ 120, 60, 60, 120, 60, 60 ], [ 55, 24, 31, 55, 24, 31 ], [ 65, 36, 29, 65, 36, 29 ], [ 45.833333, 40, 51.666667, 45.833333, 40, 51.666667 ], [ 2.026164, 2.639041, 1.556467, 1.619786, 2.184904, 1.191875 ], [ 107506, 107506, 41927, 391170, 391170, 286145 ], [ -27137, -22676, -27137, -202774, -202774, -186140 ], [ 134, 139, 129, 134, 139, 129 ], [ 184, 195, 176, 184, 195, 176 ], [ 91, 102, 78, 91, 102, 78 ], [ 16107, 8367, 7740, 16107, 8367, 7740 ], [ 56.59659, 88.013257, 56.59659, 56.59659, 88.013257, 56.59659 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436652, -161120, -162523, 346011, -162187, -207250 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16353, "evaluation_days": 1362.75, "actual_first_datapoint_time": 1641808800000, "first_datapoint_time": 1642579200000, "last_datapoint_time": 1759543200000, "evaluation_time": 1759551545421, "expiration_time": 1763781897600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.75959 } }, "second_band": { "type": "kcb", "factors": { "length": 77, "offset": 0, "scalar": 5 } } }
# | 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) |
---|