Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323770.9969 | 217459.6784 | 106311.3185 | 308629.1201 | 225115.657 | 83513.4631 |
Total P&L (%) | 323.771 | 217.4597 | 106.3113 | 308.6291 | 225.1157 | 83.5135 |
Avg Daily Profit (%) | 0.2375 | 0.1595 | 0.078 | 0.1033 | 0.0865 | 0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96962 | -58629 | -71781 | -371930 | -177514 | -284832 |
Profit Factor | 1.7203 | 2.1648 | 1.4046 | 1.3328 | 1.6381 | 1.1454 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 59.4595 | 56.7568 | 62.1622 | 59.4595 | 56.7568 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.173 | 1.6494 | 0.8549 | 0.9087 | 1.248 | 0.6972 |
Largest Winning Trade | 105469 | 105469 | 57143 | 149845 | 149845 | 120578 |
Largest Losing Trade | -39497 | -22331 | -39497 | -204306 | -100775 | -204306 |
Avg Bars in Trades | 51 | 37 | 65 | 51 | 37 | 65 |
Avg Bars in Winners | 57 | 33 | 79 | 57 | 33 | 79 |
Avg Bars in Losers | 44 | 43 | 44 | 44 | 43 | 44 |
Bars Traded | 3840 | 1402 | 2438 | 3840 | 1402 | 2438 |
Profit Streak | 18.9513 | 38.9513 | 18.9513 | 18.9513 | 38.9513 | 18.9513 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55661 | 477462 | -87130 | -122203 | -73588 | -193076 |
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4090, "evaluation_days": 1363.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644393600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759589395706, "expiration_time": 1763098560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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": [ [ 323770.996941832, 217459.6784297701, 106311.3185120618, 308629.120103768, 225115.6570309694, 83513.4630727987 ], [ 323.770997, 217.459678, 106.311319, 308.62912, 225.115657, 83.513463 ], [ 0.237485, 0.159506, 0.077979, 0.103303, 0.086518, 0.044542 ], [ 10, 10, 10, 10, 10, 10 ], [ -96962, -58629, -71781, -371930, -177514, -284832 ], [ 1.720338, 2.164841, 1.404557, 1.332798, 1.638058, 1.145352 ], [ 74, 37, 37, 74, 37, 37 ], [ 44, 21, 23, 44, 21, 23 ], [ 30, 16, 14, 30, 16, 14 ], [ 59.459459, 56.756757, 62.162162, 59.459459, 56.756757, 62.162162 ], [ 1.172958, 1.649403, 0.854947, 0.908726, 1.248044, 0.697171 ], [ 105469, 105469, 57143, 149845, 149845, 120578 ], [ -39497, -22331, -39497, -204306, -100775, -204306 ], [ 51, 37, 65, 51, 37, 65 ], [ 57, 33, 79, 57, 33, 79 ], [ 44, 43, 44, 44, 43, 44 ], [ 3840, 1402, 2438, 3840, 1402, 2438 ], [ 18.951339, 38.951339, 18.951339, 18.951339, 38.951339, 18.951339 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -55661, 477462, -87130, -122203, -73588, -193076 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4090, "evaluation_days": 1363.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644393600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759589395706, "expiration_time": 1763098560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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) |
---|