| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 441071.7224 | 275647.0851 | 165424.6373 | 529752.6336 | 380906.5596 | 148846.074 |
| Total P&L (%) | 441.0717 | 275.6471 | 165.4246 | 529.7526 | 380.9066 | 148.8461 |
| Avg Daily Profit (%) | 0.3237 | 0.2023 | 0.1214 | 0.1351 | 0.1153 | 0.0669 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129744 | -84405 | -154968 | -298707 | -216496 | -350475 |
| Profit Factor | 1.3599 | 1.4203 | 1.2903 | 1.2261 | 1.3094 | 1.1338 |
| Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
| Winning Trades | 163 | 75 | 88 | 163 | 75 | 88 |
| Losing Trades | 138 | 76 | 62 | 138 | 76 | 62 |
| Profitability (%) | 54.1528 | 49.6689 | 58.6667 | 54.1528 | 49.6689 | 58.6667 |
| Ratio Avg Win / Avg Loss | 1.1513 | 1.4393 | 0.9091 | 1.038 | 1.3268 | 0.7988 |
| Largest Winning Trade | 52774 | 52774 | 26677 | 119768 | 119768 | 55063 |
| Largest Losing Trade | -48598 | -44971 | -48598 | -124896 | -124896 | -87517 |
| Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
| Bars Traded | 5357 | 2692 | 2665 | 5357 | 2692 | 2665 |
| Profit Streak | 0 | 0 | 16.554 | 0 | 0 | 16.554 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 414677 | 318415 | -30358 | -10168 | -38503 | -176325 |
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5450,
"evaluation_days": 1362.5,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1643306400000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759519068635,
"expiration_time": 1763024400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.35985
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 71,
"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": [
[
441071.7224060872,
275647.085089147,
165424.6373169404,
529752.6336387667,
380906.5596042344,
148846.0740345324
],
[
441.071722,
275.647085,
165.424637,
529.752634,
380.90656,
148.846074
],
[
0.323722,
0.20231,
0.121413,
0.135149,
0.115333,
0.066934
],
[
10,
10,
10,
10,
10,
10
],
[
-129744,
-84405,
-154968,
-298707,
-216496,
-350475
],
[
1.359909,
1.420345,
1.290348,
1.226058,
1.30935,
1.13384
],
[
301,
151,
150,
301,
151,
150
],
[
163,
75,
88,
163,
75,
88
],
[
138,
76,
62,
138,
76,
62
],
[
54.152824,
49.668874,
58.666667,
54.152824,
49.668874,
58.666667
],
[
1.151334,
1.439283,
0.909109,
1.038012,
1.326808,
0.798842
],
[
52774,
52774,
26677,
119768,
119768,
55063
],
[
-48598,
-44971,
-48598,
-124896,
-124896,
-87517
],
[
17,
17,
17,
17,
17,
17
],
[
17,
17,
17,
17,
17,
17
],
[
17,
17,
17,
17,
17,
17
],
[
5357,
2692,
2665,
5357,
2692,
2665
],
[
0,
0,
16.554035,
0,
0,
16.554035
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
414677,
318415,
-30358,
-10168,
-38503,
-176325
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5450,
"evaluation_days": 1362.5,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1643306400000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759519068635,
"expiration_time": 1763024400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.35985
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 71,
"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) |
|---|