Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486885.2405 | 313199.5593 | 173685.6812 | 1107516.8319 | 938086.6003 | 169430.2315 |
Total P&L (%) | 486.8852 | 313.1996 | 173.6857 | 1107.5168 | 938.0866 | 169.4302 |
Avg Daily Profit (%) | 0.3586 | 0.2306 | 0.1279 | 0.1836 | 0.1725 | 0.073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113725 | -81201 | -73768 | -711570 | -627148 | -509108 |
Profit Factor | 1.8444 | 1.9766 | 1.6787 | 1.3953 | 1.6157 | 1.1326 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 46.875 | 37.5 | 56.25 | 46.875 | 37.5 | 56.25 |
Ratio Avg Win / Avg Loss | 2.0903 | 3.2944 | 1.3056 | 1.5814 | 2.6928 | 0.8809 |
Largest Winning Trade | 145652 | 145652 | 44090 | 356088 | 356088 | 222825 |
Largest Losing Trade | -39636 | -19697 | -39636 | -158043 | -130480 | -158043 |
Avg Bars in Trades | 165 | 160 | 169 | 165 | 160 | 169 |
Avg Bars in Winners | 235 | 246 | 228 | 235 | 246 | 228 |
Avg Bars in Losers | 103 | 109 | 93 | 103 | 109 | 93 |
Bars Traded | 15862 | 7725 | 8137 | 15862 | 7725 | 8137 |
Profit Streak | 40.7339 | 40.7339 | 51.0673 | 40.7339 | 40.7339 | 51.0673 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450149 | 266925 | -18732 | 349318 | 238947 | -170331 |
{ "trading_pair": "IMX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16295, "evaluation_days": 1357.92, "actual_first_datapoint_time": 1641808800000, "first_datapoint_time": 1643947200000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759131413000, "expiration_time": 1763349264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 219, "offset": 79 } }, "second_band": { "type": "tema", "factors": { "length": 78, "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": [ [ 486885.2405113719, 313199.559316604, 173685.6811947677, 1107516.8318591607, 938086.6003483394, 169430.231510821 ], [ 486.885241, 313.199559, 173.685681, 1107.516832, 938.0866, 169.430232 ], [ 0.358552, 0.230647, 0.127906, 0.183622, 0.172468, 0.073016 ], [ 10, 10, 10, 10, 10, 10 ], [ -113725, -81201, -73768, -711570, -627148, -509108 ], [ 1.844389, 1.976641, 1.678667, 1.395333, 1.615685, 1.132592 ], [ 96, 48, 48, 96, 48, 48 ], [ 45, 18, 27, 45, 18, 27 ], [ 51, 30, 21, 51, 30, 21 ], [ 46.875, 37.5, 56.25, 46.875, 37.5, 56.25 ], [ 2.090307, 3.294401, 1.30563, 1.581377, 2.692809, 0.880905 ], [ 145652, 145652, 44090, 356088, 356088, 222825 ], [ -39636, -19697, -39636, -158043, -130480, -158043 ], [ 165, 160, 169, 165, 160, 169 ], [ 235, 246, 228, 235, 246, 228 ], [ 103, 109, 93, 103, 109, 93 ], [ 15862, 7725, 8137, 15862, 7725, 8137 ], [ 40.733947, 40.733947, 51.06728, 40.733947, 40.733947, 51.06728 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 450149, 266925, -18732, 349318, 238947, -170331 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16295, "evaluation_days": 1357.92, "actual_first_datapoint_time": 1641808800000, "first_datapoint_time": 1643947200000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759131413000, "expiration_time": 1763349264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 219, "offset": 79 } }, "second_band": { "type": "tema", "factors": { "length": 78, "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) |
---|