| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -222853.4138 | -9317.1106 | -213536.3032 | 488351.4449 | -180202.3942 | 668553.8391 |
| Total P&L (%) | -222.8534 | -9.3171 | -213.5363 | 488.3514 | -180.2024 | 668.5538 |
| Avg Daily Profit (%) | -0.1631 | -0.0068 | -0.1563 | 0.1298 | 0 | 0.1494 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -510021 | -103613 | -483276 | -953159 | -424211 | -909324 |
| Profit Factor | 0.7156 | 0.9493 | 0.644 | 1.2151 | 0.7807 | 1.4614 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 49 | 20 | 29 | 41 | 21 | 20 |
| Losing Trades | 31 | 20 | 11 | 39 | 19 | 20 |
| Profitability (%) | 61.25 | 50 | 72.5 | 51.25 | 52.5 | 50 |
| Ratio Avg Win / Avg Loss | 0.4527 | 0.9493 | 0.2443 | 1.1558 | 0.7064 | 1.4614 |
| Largest Winning Trade | 40562 | 26249 | 40562 | 988066 | 78645 | 988066 |
| Largest Losing Trade | -344146 | -23900 | -344146 | -685435 | -151427 | -685435 |
| Avg Bars in Trades | 30 | 14 | 47 | 30 | 14 | 47 |
| Avg Bars in Winners | 24 | 9 | 34 | 34 | 11 | 59 |
| Avg Bars in Losers | 41 | 19 | 80 | 26 | 18 | 34 |
| Bars Traded | 2475 | 591 | 1884 | 2475 | 591 | 1884 |
| Profit Streak | 63.3411 | 102.8411 | 63.3411 | 63.3411 | 102.8411 | 63.3411 |
| Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -601320 | -579077 | -576859 | -42268 | -578753 | 319953 |
{
"trading_pair": "IMX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2732,
"evaluation_days": 1366,
"actual_first_datapoint_time": 1641772800000,
"first_datapoint_time": 1650110400000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759781467469,
"expiration_time": 1763292672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 217,
"offset": 0,
"std": 2.83978
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 182,
"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": [
[
-222853.4137621829,
-9317.1105966574,
-213536.3031655254,
488351.4448799025,
-180202.3942162297,
668553.8390961321
],
[
-222.853414,
-9.317111,
-213.536303,
488.351445,
-180.202394,
668.553839
],
[
-0.163143,
-0.006821,
-0.156322,
0.129817,
0,
0.149404
],
[
10,
10,
10,
10,
10,
10
],
[
-510021,
-103613,
-483276,
-953159,
-424211,
-909324
],
[
0.715614,
0.949304,
0.644015,
1.215057,
0.78073,
1.461399
],
[
80,
40,
40,
80,
40,
40
],
[
49,
20,
29,
41,
21,
20
],
[
31,
20,
11,
39,
19,
20
],
[
61.25,
50,
72.5,
51.25,
52.5,
50
],
[
0.452736,
0.949304,
0.244282,
1.155786,
0.706374,
1.461399
],
[
40562,
26249,
40562,
988066,
78645,
988066
],
[
-344146,
-23900,
-344146,
-685435,
-151427,
-685435
],
[
30,
14,
47,
30,
14,
47
],
[
24,
9,
34,
34,
11,
59
],
[
41,
19,
80,
26,
18,
34
],
[
2475,
591,
1884,
2475,
591,
1884
],
[
63.341059,
102.841059,
63.341059,
63.341059,
102.841059,
63.341059
],
[
5,
4,
2,
5,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-601320,
-579077,
-576859,
-42268,
-578753,
319953
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2732,
"evaluation_days": 1366,
"actual_first_datapoint_time": 1641772800000,
"first_datapoint_time": 1650110400000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759781467469,
"expiration_time": 1763292672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 217,
"offset": 0,
"std": 2.83978
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 182,
"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) |
|---|