Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313072.5431 | 231895.8726 | 81176.6704 | 143240.9948 | 154010.345 | -10769.3502 |
Total P&L (%) | 313.0725 | 231.8959 | 81.1767 | 143.241 | 154.0103 | -10.7694 |
Avg Daily Profit (%) | 0.2302 | 0.1705 | 0.0597 | 0.0654 | 0.0686 | -0.0084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86098 | -57560 | -71033 | -214050 | -168354 | -243611 |
Profit Factor | 1.8425 | 2.1952 | 1.4572 | 1.1601 | 1.3605 | 0.977 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.125 | 50 | 56.25 | 53.125 | 50 | 56.25 |
Ratio Avg Win / Avg Loss | 1.6258 | 2.1952 | 1.1333 | 1.0236 | 1.3605 | 0.7599 |
Largest Winning Trade | 207911 | 207911 | 54497 | 208208 | 208208 | 132827 |
Largest Losing Trade | -47466 | -26967 | -47466 | -147610 | -72362 | -147610 |
Avg Bars in Trades | 59 | 63 | 56 | 59 | 63 | 56 |
Avg Bars in Winners | 77 | 78 | 75 | 77 | 78 | 75 |
Avg Bars in Losers | 40 | 49 | 30 | 40 | 49 | 30 |
Bars Traded | 3838 | 2042 | 1796 | 3838 | 2042 | 1796 |
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 | -131719 | 414489 | -111398 | -293129 | -100961 | -580000 |
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4080, "evaluation_days": 1360, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644681600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759289351522, "expiration_time": 1762801920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 101, "offset": 0, "a": 0.90132 } }, "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": [ [ 313072.543083949, 231895.8726497684, 81176.6704341807, 143240.99481028, 154010.3450494903, -10769.3502392103 ], [ 313.072543, 231.895873, 81.17667, 143.240995, 154.010345, -10.76935 ], [ 0.2302, 0.170512, 0.059689, 0.06538, 0.068568, -0.008378 ], [ 10, 10, 10, 10, 10, 10 ], [ -86098, -57560, -71033, -214050, -168354, -243611 ], [ 1.842518, 2.195203, 1.457155, 1.160114, 1.360464, 0.976957 ], [ 64, 32, 32, 64, 32, 32 ], [ 34, 16, 18, 34, 16, 18 ], [ 30, 16, 14, 30, 16, 14 ], [ 53.125, 50, 56.25, 53.125, 50, 56.25 ], [ 1.625751, 2.195203, 1.133343, 1.02363, 1.360464, 0.759856 ], [ 207911, 207911, 54497, 208208, 208208, 132827 ], [ -47466, -26967, -47466, -147610, -72362, -147610 ], [ 59, 63, 56, 59, 63, 56 ], [ 77, 78, 75, 77, 78, 75 ], [ 40, 49, 30, 40, 49, 30 ], [ 3838, 2042, 1796, 3838, 2042, 1796 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -131719, 414489, -111398, -293129, -100961, -580000 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4080, "evaluation_days": 1360, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644681600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759289351522, "expiration_time": 1762801920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 101, "offset": 0, "a": 0.90132 } }, "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) |
---|