Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390423.943 | 254772.3486 | 135651.5943 | 655057.2364 | 547633.7848 | 107423.4516 |
Total P&L (%) | 390.4239 | 254.7723 | 135.6516 | 655.0572 | 547.6338 | 107.4235 |
Avg Daily Profit (%) | 0.2883 | 0.1882 | 0.1002 | 0.1494 | 0.1381 | 0.0539 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110382 | -73403 | -138659 | -350666 | -247255 | -442574 |
Profit Factor | 1.5987 | 1.8353 | 1.3908 | 1.3921 | 1.7367 | 1.1159 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 45.6693 | 40.625 | 50.7937 | 45.6693 | 40.625 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.9019 | 2.6823 | 1.3473 | 1.6561 | 2.5383 | 1.081 |
Largest Winning Trade | 74716 | 74716 | 43672 | 179623 | 179623 | 141848 |
Largest Losing Trade | -32050 | -21804 | -32050 | -129222 | -97067 | -129222 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 29 | 30 | 29 | 29 | 30 | 29 |
Avg Bars in Losers | 12 | 15 | 10 | 12 | 15 | 10 |
Bars Traded | 2604 | 1358 | 1246 | 2604 | 1358 | 1246 |
Profit Streak | 77.7188 | 105.2188 | 77.7188 | 77.7188 | 105.2188 | 77.7188 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424510 | -130430 | -203922 | 323615 | -146439 | -359364 |
{ "trading_pair": "IMX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2708, "evaluation_days": 1354, "actual_first_datapoint_time": 1641772800000, "first_datapoint_time": 1644580800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863700601, "expiration_time": 1762224768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 15, "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": [ [ 390423.9429517619, 254772.3486356804, 135651.5943160816, 655057.2364408093, 547633.7847950311, 107423.4516457783 ], [ 390.423943, 254.772349, 135.651594, 655.057236, 547.633785, 107.423452 ], [ 0.288349, 0.188163, 0.100186, 0.149419, 0.138068, 0.053899 ], [ 10, 10, 10, 10, 10, 10 ], [ -110382, -73403, -138659, -350666, -247255, -442574 ], [ 1.598656, 1.835268, 1.39076, 1.392117, 1.736731, 1.115854 ], [ 127, 64, 63, 127, 64, 63 ], [ 58, 26, 32, 58, 26, 32 ], [ 69, 38, 31, 69, 38, 31 ], [ 45.669291, 40.625, 50.793651, 45.669291, 40.625, 50.793651 ], [ 1.90185, 2.682314, 1.347299, 1.65614, 2.538299, 1.080983 ], [ 74716, 74716, 43672, 179623, 179623, 141848 ], [ -32050, -21804, -32050, -129222, -97067, -129222 ], [ 20, 21, 19, 20, 21, 19 ], [ 29, 30, 29, 29, 30, 29 ], [ 12, 15, 10, 12, 15, 10 ], [ 2604, 1358, 1246, 2604, 1358, 1246 ], [ 77.718757, 105.218757, 77.718757, 77.718757, 105.218757, 77.718757 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424510, -130430, -203922, 323615, -146439, -359364 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2708, "evaluation_days": 1354, "actual_first_datapoint_time": 1641772800000, "first_datapoint_time": 1644580800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863700601, "expiration_time": 1762224768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 15, "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) |
---|