Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440617.3008 | 256216.5255 | 184400.7752 | 749886.2177 | 596654.6108 | 153231.607 |
Total P&L (%) | 440.6173 | 256.2165 | 184.4008 | 749.8862 | 596.6546 | 153.2316 |
Avg Daily Profit (%) | 0.3239 | 0.1884 | 0.1356 | 0.1575 | 0.1428 | 0.0683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81506 | -65918 | -90068 | -298532 | -202180 | -299010 |
Profit Factor | 1.4043 | 1.4774 | 1.3334 | 1.24 | 1.3762 | 1.0996 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Losing Trades | 139 | 74 | 65 | 139 | 74 | 65 |
Profitability (%) | 50 | 46.7626 | 53.2374 | 50 | 46.7626 | 53.2374 |
Ratio Avg Win / Avg Loss | 1.4043 | 1.682 | 1.1712 | 1.24 | 1.5667 | 0.9659 |
Largest Winning Trade | 49331 | 42031 | 49331 | 205308 | 205308 | 162508 |
Largest Losing Trade | -48745 | -20131 | -48745 | -126426 | -117487 | -126426 |
Avg Bars in Trades | 29 | 22 | 35 | 29 | 22 | 35 |
Avg Bars in Winners | 36 | 26 | 45 | 36 | 26 | 45 |
Avg Bars in Losers | 22 | 19 | 24 | 22 | 19 | 24 |
Bars Traded | 8120 | 3145 | 4975 | 8120 | 3145 | 4975 |
Profit Streak | 0 | 0 | 11.8925 | 0 | 0 | 11.8925 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400807 | 310815 | -10896 | 328430 | -1478 | -213482 |
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8161, "evaluation_days": 1360.17, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1642291200000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759310708570, "expiration_time": 1762831152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 3.36222 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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": [ [ 440617.3007614283, 256216.525516598, 184400.7752448301, 749886.217741522, 596654.6107670305, 153231.6069744915 ], [ 440.617301, 256.216526, 184.400775, 749.886218, 596.654611, 153.231607 ], [ 0.323943, 0.188371, 0.135572, 0.157452, 0.142813, 0.068333 ], [ 10, 10, 10, 10, 10, 10 ], [ -81506, -65918, -90068, -298532, -202180, -299010 ], [ 1.404292, 1.477409, 1.333354, 1.239976, 1.376154, 1.099589 ], [ 278, 139, 139, 278, 139, 139 ], [ 139, 65, 74, 139, 65, 74 ], [ 139, 74, 65, 139, 74, 65 ], [ 50, 46.76259, 53.23741, 50, 46.76259, 53.23741 ], [ 1.404292, 1.681974, 1.171189, 1.239976, 1.566699, 0.965855 ], [ 49331, 42031, 49331, 205308, 205308, 162508 ], [ -48745, -20131, -48745, -126426, -117487, -126426 ], [ 29, 22, 35, 29, 22, 35 ], [ 36, 26, 45, 36, 26, 45 ], [ 22, 19, 24, 22, 19, 24 ], [ 8120, 3145, 4975, 8120, 3145, 4975 ], [ 0, 0, 11.89246, 0, 0, 11.89246 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 400807, 310815, -10896, 328430, -1478, -213482 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8161, "evaluation_days": 1360.17, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1642291200000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759310708570, "expiration_time": 1762831152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 3.36222 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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) |
---|