| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 249071.5086 | 186906.097 | 62165.4117 | -11452.8667 | 3509.547 | -14962.4136 |
| Total P&L (%) | 249.0715 | 186.9061 | 62.1654 | -11.4529 | 3.5095 | -14.9624 |
| Avg Daily Profit (%) | 0.184 | 0.1381 | 0.0459 | -0.009 | 0.0025 | -0.012 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113331 | -57504 | -102873 | -139468 | -78936 | -160084 |
| Profit Factor | 1.4293 | 1.6438 | 1.2145 | 0.9821 | 1.0116 | 0.9555 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
| Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
| Profitability (%) | 47.1698 | 37.7358 | 56.6038 | 47.1698 | 37.7358 | 56.6038 |
| Ratio Avg Win / Avg Loss | 1.6009 | 2.7122 | 0.9311 | 1.1 | 1.6691 | 0.7326 |
| Largest Winning Trade | 205602 | 205602 | 54493 | 69504 | 69504 | 68971 |
| Largest Losing Trade | -68585 | -27212 | -68585 | -113449 | -40934 | -113449 |
| Avg Bars in Trades | 71 | 54 | 88 | 71 | 54 | 88 |
| Avg Bars in Winners | 98 | 76 | 112 | 98 | 76 | 112 |
| Avg Bars in Losers | 48 | 42 | 57 | 48 | 42 | 57 |
| Bars Traded | 7628 | 2914 | 4714 | 7628 | 2914 | 4714 |
| 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 | 311449 | -190374 | -313386 | -579930 | -746702 | -759977 |
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8120,
"evaluation_days": 1353.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1644739200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758980289104,
"expiration_time": 1762223040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 205,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 48,
"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": [
[
249071.5086352673,
186906.0969565251,
62165.4116787424,
-11452.8666621152,
3509.5469615759,
-14962.4136236911
],
[
249.071509,
186.906097,
62.165412,
-11.452867,
3.509547,
-14.962414
],
[
0.184043,
0.138108,
0.045935,
-0.008987,
0.002549,
-0.011975
],
[
10,
10,
10,
10,
10,
10
],
[
-113331,
-57504,
-102873,
-139468,
-78936,
-160084
],
[
1.429339,
1.643769,
1.214514,
0.982101,
1.011567,
0.955529
],
[
106,
53,
53,
106,
53,
53
],
[
50,
20,
30,
50,
20,
30
],
[
56,
33,
23,
56,
33,
23
],
[
47.169811,
37.735849,
56.603774,
47.169811,
37.735849,
56.603774
],
[
1.60086,
2.712218,
0.931127,
1.099953,
1.669085,
0.732572
],
[
205602,
205602,
54493,
69504,
69504,
68971
],
[
-68585,
-27212,
-68585,
-113449,
-40934,
-113449
],
[
71,
54,
88,
71,
54,
88
],
[
98,
76,
112,
98,
76,
112
],
[
48,
42,
57,
48,
42,
57
],
[
7628,
2914,
4714,
7628,
2914,
4714
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311449,
-190374,
-313386,
-579930,
-746702,
-759977
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8120,
"evaluation_days": 1353.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1644739200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758980289104,
"expiration_time": 1762223040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 205,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 48,
"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) |
|---|