Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397911.4398 | 247460.0155 | 150451.4243 | 341194.0086 | 179267.1797 | 161926.8289 |
Total P&L (%) | 397.9114 | 247.46 | 150.4514 | 341.194 | 179.2672 | 161.9268 |
Avg Daily Profit (%) | 0.294 | 0.1829 | 0.1112 | 0.1097 | 0.0759 | 0.0712 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119908 | -90987 | -64244 | -391092 | -227978 | -288094 |
Profit Factor | 1.6551 | 1.8516 | 1.4749 | 1.2119 | 1.2407 | 1.187 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 41.8367 | 32.6531 | 51.0204 | 41.8367 | 32.6531 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.301 | 3.819 | 1.4159 | 1.6848 | 2.559 | 1.1395 |
Largest Winning Trade | 128673 | 128673 | 53688 | 192191 | 161716 | 192191 |
Largest Losing Trade | -38414 | -21960 | -38414 | -188672 | -84900 | -188672 |
Avg Bars in Trades | 80 | 65 | 95 | 80 | 65 | 95 |
Avg Bars in Winners | 132 | 119 | 141 | 132 | 119 | 141 |
Avg Bars in Losers | 43 | 39 | 47 | 43 | 39 | 47 |
Bars Traded | 7886 | 3219 | 4667 | 7886 | 3219 | 4667 |
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 | 311248 | 156191 | -43197 | -48744 | -97401 | -112473 |
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8120, "evaluation_days": 1353.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1643270400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758988488269, "expiration_time": 1762223040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 51, "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": [ [ 397911.4398238126, 247460.0155382648, 150451.4242855477, 341194.0086152189, 179267.1797221836, 161926.8288930353 ], [ 397.91144, 247.460016, 150.451424, 341.194009, 179.26718, 161.926829 ], [ 0.294024, 0.182853, 0.111171, 0.109739, 0.075916, 0.071175 ], [ 10, 10, 10, 10, 10, 10 ], [ -119908, -90987, -64244, -391092, -227978, -288094 ], [ 1.65512, 1.851619, 1.474893, 1.211867, 1.240747, 1.187029 ], [ 98, 49, 49, 98, 49, 49 ], [ 41, 16, 25, 41, 16, 25 ], [ 57, 33, 24, 57, 33, 24 ], [ 41.836735, 32.653061, 51.020408, 41.836735, 32.653061, 51.020408 ], [ 2.30102, 3.818964, 1.415897, 1.684791, 2.559041, 1.139548 ], [ 128673, 128673, 53688, 192191, 161716, 192191 ], [ -38414, -21960, -38414, -188672, -84900, -188672 ], [ 80, 65, 95, 80, 65, 95 ], [ 132, 119, 141, 132, 119, 141 ], [ 43, 39, 47, 43, 39, 47 ], [ 7886, 3219, 4667, 7886, 3219, 4667 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311248, 156191, -43197, -48744, -97401, -112473 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8120, "evaluation_days": 1353.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1643270400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758988488269, "expiration_time": 1762223040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 51, "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) |
---|