Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514333.9621 | 335344.3938 | 178989.5684 | 1001401.8906 | 437762.498 | 563639.3926 |
Total P&L (%) | 514.334 | 335.3444 | 178.9896 | 1001.4019 | 437.7625 | 563.6394 |
Avg Daily Profit (%) | 0.3793 | 0.2473 | 0.132 | 0.1771 | 0.1241 | 0.1397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123986 | -79700 | -67146 | -397403 | -383597 | -228902 |
Profit Factor | 2.1055 | 2.3131 | 1.8528 | 1.4379 | 1.362 | 1.523 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
Profitability (%) | 38.843 | 28.3333 | 49.1803 | 38.843 | 28.3333 | 49.1803 |
Ratio Avg Win / Avg Loss | 3.315 | 5.8507 | 1.9146 | 2.2639 | 3.4452 | 1.5738 |
Largest Winning Trade | 268898 | 268898 | 56924 | 322930 | 320768 | 322930 |
Largest Losing Trade | -28636 | -19324 | -28636 | -142826 | -102317 | -142826 |
Avg Bars in Trades | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Winners | 62 | 60 | 63 | 62 | 60 | 63 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 3923 | 1648 | 2275 | 3923 | 1648 | 2275 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344024 | -171874 | -175291 | 211025 | -210021 | -165608 |
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4068, "evaluation_days": 1356, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644364800000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758948734203, "expiration_time": 1762445952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "ohlc4", "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": [ [ 514333.9621477792, 335344.3937655555, 178989.5683822231, 1001401.8905792767, 437762.4980274586, 563639.3925518189 ], [ 514.333962, 335.344394, 178.989568, 1001.401891, 437.762498, 563.639393 ], [ 0.379302, 0.247304, 0.131998, 0.177086, 0.124136, 0.139667 ], [ 10, 10, 10, 10, 10, 10 ], [ -123986, -79700, -67146, -397403, -383597, -228902 ], [ 2.105468, 2.313077, 1.852837, 1.437901, 1.362042, 1.523013 ], [ 121, 60, 61, 121, 60, 61 ], [ 47, 17, 30, 47, 17, 30 ], [ 74, 43, 31, 74, 43, 31 ], [ 38.842975, 28.333333, 49.180328, 38.842975, 28.333333, 49.180328 ], [ 3.314992, 5.850725, 1.914598, 2.263929, 3.445166, 1.57378 ], [ 268898, 268898, 56924, 322930, 320768, 322930 ], [ -28636, -19324, -28636, -142826, -102317, -142826 ], [ 32, 27, 37, 32, 27, 37 ], [ 62, 60, 63, 62, 60, 63 ], [ 13, 14, 11, 13, 14, 11 ], [ 3923, 1648, 2275, 3923, 1648, 2275 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344024, -171874, -175291, 211025, -210021, -165608 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4068, "evaluation_days": 1356, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644364800000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758948734203, "expiration_time": 1762445952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "ohlc4", "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) |
---|