| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 426582.0851 | 288919.2086 | 137662.8766 | 306508.3872 | 177466.1945 | 129042.1926 |
| Total P&L (%) | 426.5821 | 288.9192 | 137.6629 | 306.5084 | 177.4662 | 129.0422 |
| Avg Daily Profit (%) | 0.3129 | 0.2119 | 0.101 | 0.1029 | 0.0749 | 0.0608 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -136647 | -90388 | -99410 | -183348 | -88182 | -139938 |
| Profit Factor | 1.6952 | 1.8774 | 1.4842 | 1.3794 | 1.4603 | 1.3056 |
| Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
| Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
| Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
| Profitability (%) | 44.2478 | 35.0877 | 53.5714 | 44.2478 | 35.0877 | 53.5714 |
| Ratio Avg Win / Avg Loss | 2.1359 | 3.4732 | 1.2863 | 1.7381 | 2.7016 | 1.1315 |
| Largest Winning Trade | 148312 | 148312 | 54392 | 112129 | 112129 | 88170 |
| Largest Losing Trade | -63070 | -25197 | -63070 | -80030 | -41476 | -80030 |
| Avg Bars in Trades | 35 | 30 | 40 | 35 | 30 | 40 |
| Avg Bars in Winners | 49 | 46 | 51 | 49 | 46 | 51 |
| Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
| Bars Traded | 4009 | 1749 | 2261 | 4009 | 1749 | 2261 |
| Profit Streak | 0 | 0 | 23.3048 | 0 | 0 | 23.3048 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355004 | -174845 | -236009 | -55834 | -276918 | -290660 |
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4090,
"evaluation_days": 1363.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1642809600000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759591136382,
"expiration_time": 1763098560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 13,
"offset": 0,
"a": 0.786
}
}
} {
"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": [
[
426582.0851177634,
288919.2085620815,
137662.8765556818,
306508.3871572942,
177466.194531222,
129042.1926260721
],
[
426.582085,
288.919209,
137.662877,
306.508387,
177.466195,
129.042193
],
[
0.312897,
0.211922,
0.100975,
0.102921,
0.074884,
0.060806
],
[
10,
10,
10,
10,
10,
10
],
[
-136647,
-90388,
-99410,
-183348,
-88182,
-139938
],
[
1.695194,
1.877383,
1.484184,
1.379418,
1.460315,
1.305566
],
[
113,
57,
56,
113,
57,
56
],
[
50,
20,
30,
50,
20,
30
],
[
63,
37,
26,
63,
37,
26
],
[
44.247788,
35.087719,
53.571429,
44.247788,
35.087719,
53.571429
],
[
2.135944,
3.473158,
1.286293,
1.738067,
2.701583,
1.13149
],
[
148312,
148312,
54392,
112129,
112129,
88170
],
[
-63070,
-25197,
-63070,
-80030,
-41476,
-80030
],
[
35,
30,
40,
35,
30,
40
],
[
49,
46,
51,
49,
46,
51
],
[
24,
22,
27,
24,
22,
27
],
[
4009,
1749,
2261,
4009,
1749,
2261
],
[
0,
0,
23.304819,
0,
0,
23.304819
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355004,
-174845,
-236009,
-55834,
-276918,
-290660
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4090,
"evaluation_days": 1363.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1642809600000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759591136382,
"expiration_time": 1763098560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 13,
"offset": 0,
"a": 0.786
}
}
}
| # | 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) |
|---|