Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232927.8231 | 198433.2632 | 34494.5599 | -18882.628 | 15180.904 | -34063.532 |
Total P&L (%) | 232.9278 | 198.4333 | 34.4946 | -18.8826 | 15.1809 | -34.0635 |
Avg Daily Profit (%) | 0.171 | 0.1457 | 0.0253 | -0.0154 | 0.0104 | -0.0306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170427 | -109192 | -123664 | -222357 | -131821 | -159404 |
Profit Factor | 1.3436 | 1.6824 | 1.0891 | 0.9675 | 1.0596 | 0.8955 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 56.1538 | 50.7692 | 61.5385 | 56.1538 | 50.7692 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.0491 | 1.6314 | 0.6807 | 0.7554 | 1.0274 | 0.5597 |
Largest Winning Trade | 87206 | 87206 | 49977 | 70741 | 37314 | 70741 |
Largest Losing Trade | -75065 | -30146 | -75065 | -66309 | -35775 | -66309 |
Avg Bars in Trades | 29 | 19 | 39 | 29 | 19 | 39 |
Avg Bars in Winners | 29 | 16 | 40 | 29 | 16 | 40 |
Avg Bars in Losers | 30 | 23 | 38 | 30 | 23 | 38 |
Bars Traded | 3853 | 1282 | 2571 | 3853 | 1282 | 2571 |
Profit Streak | 0 | 36.6954 | 0 | 0 | 36.6954 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329179 | -126120 | -416096 | -579357 | -474847 | -710962 |
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4086, "evaluation_days": 1362, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1643904000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759480879535, "expiration_time": 1762979904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 232927.8231206582, 198433.2632448936, 34494.5598757645, -18882.6280072622, 15180.9040388602, -34063.5320461224 ], [ 232.927823, 198.433263, 34.49456, -18.882628, 15.180904, -34.063532 ], [ 0.171019, 0.145693, 0.025326, -0.015364, 0.010377, -0.030574 ], [ 10, 10, 10, 10, 10, 10 ], [ -170427, -109192, -123664, -222357, -131821, -159404 ], [ 1.343621, 1.682353, 1.08912, 0.967488, 1.059555, 0.895474 ], [ 130, 65, 65, 130, 65, 65 ], [ 73, 33, 40, 73, 33, 40 ], [ 57, 32, 25, 57, 32, 25 ], [ 56.153846, 50.769231, 61.538462, 56.153846, 50.769231, 61.538462 ], [ 1.049128, 1.631372, 0.6807, 0.755436, 1.027448, 0.559671 ], [ 87206, 87206, 49977, 70741, 37314, 70741 ], [ -75065, -30146, -75065, -66309, -35775, -66309 ], [ 29, 19, 39, 29, 19, 39 ], [ 29, 16, 40, 29, 16, 40 ], [ 30, 23, 38, 30, 23, 38 ], [ 3853, 1282, 2571, 3853, 1282, 2571 ], [ 0, 36.695365, 0, 0, 36.695365, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329179, -126120, -416096, -579357, -474847, -710962 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4086, "evaluation_days": 1362, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1643904000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759480879535, "expiration_time": 1762979904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|