Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357017.1845 | 216643.5759 | 140373.6086 | 286281.3665 | 253448.0994 | 32833.2671 |
Total P&L (%) | 357.0172 | 216.6436 | 140.3736 | 286.2814 | 253.4481 | 32.8333 |
Avg Daily Profit (%) | 0.2607 | 0.1582 | 0.1025 | 0.0987 | 0.0922 | 0.0207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182686 | -70679 | -199794 | -414435 | -246384 | -374165 |
Profit Factor | 1.3825 | 1.5078 | 1.277 | 1.162 | 1.3207 | 1.0336 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 59.0674 | 54.6392 | 63.5417 | 59.0674 | 54.6392 | 63.5417 |
Ratio Avg Win / Avg Loss | 0.958 | 1.2517 | 0.7327 | 0.8052 | 1.0964 | 0.5931 |
Largest Winning Trade | 36441 | 36441 | 34100 | 125702 | 125702 | 90243 |
Largest Losing Trade | -47254 | -25710 | -47254 | -374165 | -81582 | -374165 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 4066 | 2045 | 2021 | 4066 | 2045 | 2021 |
Profit Streak | 0 | 0 | 22.6365 | 0 | 0 | 22.6365 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342875 | 331233 | -55597 | -102722 | -69048 | -350963 |
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4109, "evaluation_days": 1369.67, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1642752000000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760138193148, "expiration_time": 1763662176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.04759, "nb": 0.1, "nc": 0.91314 } }, "second_band": { "type": "ema", "factors": { "length": 34, "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": [ [ 357017.1845285244, 216643.575902687, 140373.6086258373, 286281.3665160527, 253448.0993999539, 32833.2671160986 ], [ 357.017185, 216.643576, 140.373609, 286.281367, 253.448099, 32.833267 ], [ 0.260659, 0.158172, 0.102487, 0.098714, 0.092223, 0.020732 ], [ 10, 10, 10, 10, 10, 10 ], [ -182686, -70679, -199794, -414435, -246384, -374165 ], [ 1.382456, 1.50778, 1.27696, 1.161996, 1.320693, 1.03361 ], [ 193, 97, 96, 193, 97, 96 ], [ 114, 53, 61, 114, 53, 61 ], [ 79, 44, 35, 79, 44, 35 ], [ 59.067358, 54.639175, 63.541667, 59.067358, 54.639175, 63.541667 ], [ 0.958018, 1.251742, 0.732682, 0.805243, 1.096425, 0.593055 ], [ 36441, 36441, 34100, 125702, 125702, 90243 ], [ -47254, -25710, -47254, -374165, -81582, -374165 ], [ 21, 21, 21, 21, 21, 21 ], [ 21, 21, 21, 21, 21, 21 ], [ 21, 21, 21, 21, 21, 21 ], [ 4066, 2045, 2021, 4066, 2045, 2021 ], [ 0, 0, 22.636495, 0, 0, 22.636495 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342875, 331233, -55597, -102722, -69048, -350963 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4109, "evaluation_days": 1369.67, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1642752000000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760138193148, "expiration_time": 1763662176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.04759, "nb": 0.1, "nc": 0.91314 } }, "second_band": { "type": "ema", "factors": { "length": 34, "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) |
---|