| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 260504.0894 | 166237.1956 | 94266.8939 | 175627.8029 | 103185.9375 | 72441.8653 |
| Total P&L (%) | 260.5041 | 166.2372 | 94.2669 | 175.6278 | 103.1859 | 72.4419 |
| Avg Daily Profit (%) | 0.1899 | 0.1212 | 0.0687 | 0.0739 | 0.0517 | 0.0397 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -161004 | -100945 | -87411 | -115098 | -81868 | -70734 |
| Profit Factor | 1.4213 | 1.5302 | 1.3092 | 1.2907 | 1.3235 | 1.254 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Profitability (%) | 44.8598 | 45.283 | 44.4444 | 44.8598 | 45.283 | 44.4444 |
| Ratio Avg Win / Avg Loss | 1.747 | 1.849 | 1.6365 | 1.5865 | 1.5992 | 1.5676 |
| Largest Winning Trade | 57292 | 57292 | 47710 | 94036 | 94036 | 51890 |
| Largest Losing Trade | -27621 | -24356 | -27621 | -42465 | -39821 | -42465 |
| Avg Bars in Trades | 49 | 39 | 59 | 49 | 39 | 59 |
| Avg Bars in Winners | 79 | 54 | 103 | 79 | 54 | 103 |
| Avg Bars in Losers | 25 | 27 | 23 | 25 | 27 | 23 |
| Bars Traded | 5315 | 2110 | 3205 | 5315 | 2110 | 3205 |
| Profit Streak | 5.4978 | 0 | 9.7478 | 5.4978 | 0 | 9.7478 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304657 | -210542 | -281495 | -94109 | -304442 | -320479 |
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5488,
"evaluation_days": 1372,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1645034400000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760335009739,
"expiration_time": 1763869824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 229,
"offset": 0,
"multiplier": 3.19084
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
260504.0894482842,
166237.1955674179,
94266.8938808664,
175627.802854594,
103185.9375403539,
72441.8653142402
],
[
260.504089,
166.237196,
94.266894,
175.627803,
103.185938,
72.441865
],
[
0.189872,
0.121164,
0.068708,
0.073925,
0.051686,
0.039723
],
[
10,
10,
10,
10,
10,
10
],
[
-161004,
-100945,
-87411,
-115098,
-81868,
-70734
],
[
1.421275,
1.530234,
1.309219,
1.290706,
1.323477,
1.254045
],
[
107,
53,
54,
107,
53,
54
],
[
48,
24,
24,
48,
24,
24
],
[
59,
29,
30,
59,
29,
30
],
[
44.859813,
45.283019,
44.444444,
44.859813,
45.283019,
44.444444
],
[
1.746984,
1.849033,
1.636524,
1.586492,
1.599202,
1.567557
],
[
57292,
57292,
47710,
94036,
94036,
51890
],
[
-27621,
-24356,
-27621,
-42465,
-39821,
-42465
],
[
49,
39,
59,
49,
39,
59
],
[
79,
54,
103,
79,
54,
103
],
[
25,
27,
23,
25,
27,
23
],
[
5315,
2110,
3205,
5315,
2110,
3205
],
[
5.497798,
0,
9.747798,
5.497798,
0,
9.747798
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304657,
-210542,
-281495,
-94109,
-304442,
-320479
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5488,
"evaluation_days": 1372,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1645034400000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760335009739,
"expiration_time": 1763869824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 229,
"offset": 0,
"multiplier": 3.19084
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|