Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326042.3303 | 233779.4398 | 92262.8905 | 57197.7487 | 103020.7449 | -45822.9962 |
Total P&L (%) | 326.0423 | 233.7794 | 92.2629 | 57.1977 | 103.0207 | -45.823 |
Avg Daily Profit (%) | 0.2392 | 0.1715 | 0.0677 | 0.0332 | 0.052 | -0.045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134775 | -111901 | -126975 | -200694 | -116575 | -249157 |
Profit Factor | 1.4153 | 1.5408 | 1.2616 | 1.0714 | 1.2574 | 0.8857 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
Losing Trades | 96 | 55 | 41 | 96 | 55 | 41 |
Profitability (%) | 42.1687 | 33.7349 | 50.6024 | 42.1687 | 33.7349 | 50.6024 |
Ratio Avg Win / Avg Loss | 1.941 | 3.0266 | 1.2315 | 1.4693 | 2.47 | 0.8647 |
Largest Winning Trade | 140277 | 140277 | 32317 | 104008 | 104008 | 34316 |
Largest Losing Trade | -48387 | -20819 | -48387 | -70519 | -39037 | -70519 |
Avg Bars in Trades | 48 | 48 | 47 | 48 | 48 | 47 |
Avg Bars in Winners | 76 | 89 | 67 | 76 | 89 | 67 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 27 |
Bars Traded | 8032 | 4062 | 3970 | 8032 | 4062 | 3970 |
Profit Streak | 25.3462 | 34.3462 | 25.3462 | 25.3462 | 34.3462 | 25.3462 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313311 | 141445 | -102403 | -292552 | -128688 | -580489 |
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8177, "evaluation_days": 1362.83, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1642824000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759551514488, "expiration_time": 1763068464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 36, "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": [ [ 326042.330337827, 233779.4398110032, 92262.8905268237, 57197.7487144497, 103020.7448831742, -45822.9961687245 ], [ 326.04233, 233.77944, 92.262891, 57.197749, 103.020745, -45.822996 ], [ 0.239239, 0.17154, 0.067699, 0.033196, 0.051974, -0.044963 ], [ 10, 10, 10, 10, 10, 10 ], [ -134775, -111901, -126975, -200694, -116575, -249157 ], [ 1.415338, 1.540816, 1.261566, 1.071388, 1.257449, 0.885747 ], [ 166, 83, 83, 166, 83, 83 ], [ 70, 28, 42, 70, 28, 42 ], [ 96, 55, 41, 96, 55, 41 ], [ 42.168675, 33.73494, 50.60241, 42.168675, 33.73494, 50.60241 ], [ 1.941035, 3.026602, 1.231529, 1.469332, 2.46999, 0.864658 ], [ 140277, 140277, 32317, 104008, 104008, 34316 ], [ -48387, -20819, -48387, -70519, -39037, -70519 ], [ 48, 48, 47, 48, 48, 47 ], [ 76, 89, 67, 76, 89, 67 ], [ 28, 28, 27, 28, 28, 27 ], [ 8032, 4062, 3970, 8032, 4062, 3970 ], [ 25.346232, 34.346232, 25.346232, 25.346232, 34.346232, 25.346232 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313311, 141445, -102403, -292552, -128688, -580489 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8177, "evaluation_days": 1362.83, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1642824000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759551514488, "expiration_time": 1763068464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 36, "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) |
---|