Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316967.0685 | 208071.4404 | 108895.6282 | 166852.2645 | 134168.153 | 32684.1116 |
Total P&L (%) | 316.9671 | 208.0714 | 108.8956 | 166.8523 | 134.1682 | 32.6841 |
Avg Daily Profit (%) | 0.2324 | 0.1525 | 0.0798 | 0.072 | 0.0624 | 0.0207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133803 | -73948 | -128179 | -211130 | -125219 | -240633 |
Profit Factor | 1.4351 | 1.5321 | 1.3226 | 1.1454 | 1.2276 | 1.0585 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 68 | 41 | 27 | 68 | 41 | 27 |
Profitability (%) | 44.7154 | 33.871 | 55.7377 | 44.7154 | 33.871 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.7743 | 2.9913 | 1.0503 | 1.4161 | 2.3968 | 0.8406 |
Largest Winning Trade | 104597 | 104597 | 33362 | 110818 | 110818 | 61380 |
Largest Losing Trade | -28475 | -27513 | -28475 | -77597 | -66181 | -77597 |
Avg Bars in Trades | 32 | 33 | 30 | 32 | 33 | 30 |
Avg Bars in Winners | 46 | 56 | 39 | 46 | 56 | 39 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 3943 | 2079 | 1865 | 3943 | 2079 | 1865 |
Profit Streak | 39.5413 | 39.5413 | 43.208 | 39.5413 | 39.5413 | 43.208 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330385 | -150354 | -246520 | -158189 | -269036 | -486218 |
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4092, "evaluation_days": 1364, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644710400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759640366855, "expiration_time": 1763157888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.15137, "nc": 0.1 } } }
{ "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": [ [ 316967.0685168682, 208071.4403525079, 108895.62816436, 166852.2645425153, 134168.1529689987, 32684.1115735166 ], [ 316.967069, 208.07144, 108.895628, 166.852265, 134.168153, 32.684112 ], [ 0.232381, 0.152545, 0.079836, 0.071985, 0.0624, 0.020735 ], [ 10, 10, 10, 10, 10, 10 ], [ -133803, -73948, -128179, -211130, -125219, -240633 ], [ 1.435086, 1.532142, 1.322645, 1.145368, 1.227614, 1.058538 ], [ 123, 62, 61, 123, 62, 61 ], [ 55, 21, 34, 55, 21, 34 ], [ 68, 41, 27, 68, 41, 27 ], [ 44.715447, 33.870968, 55.737705, 44.715447, 33.870968, 55.737705 ], [ 1.774288, 2.991325, 1.050336, 1.416091, 2.39677, 0.840604 ], [ 104597, 104597, 33362, 110818, 110818, 61380 ], [ -28475, -27513, -28475, -77597, -66181, -77597 ], [ 32, 33, 30, 32, 33, 30 ], [ 46, 56, 39, 46, 56, 39 ], [ 20, 21, 18, 20, 21, 18 ], [ 3943, 2079, 1865, 3943, 2079, 1865 ], [ 39.541283, 39.541283, 43.20795, 39.541283, 39.541283, 43.20795 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330385, -150354, -246520, -158189, -269036, -486218 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4092, "evaluation_days": 1364, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644710400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759640366855, "expiration_time": 1763157888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.15137, "nc": 0.1 } } }
# | 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) |
---|