| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 368336.3815 | 249779.8855 | 118556.496 | 366000.4419 | 688070.3319 | -322069.89 |
| Total P&L (%) | 368.3364 | 249.7799 | 118.5565 | 366.0004 | 688.0703 | -322.0699 |
| Avg Daily Profit (%) | 0.2697 | 0.1829 | 0.0868 | 0.1128 | 0.1513 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90257 | -46821 | -64945 | -868820 | -311107 | -654473 |
| Profit Factor | 1.7094 | 2.2478 | 1.3716 | 1.1126 | 1.6065 | 0.8478 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
| Profitability (%) | 42.268 | 42.8571 | 41.6667 | 42.268 | 42.8571 | 41.6667 |
| Ratio Avg Win / Avg Loss | 2.3348 | 2.9971 | 1.9203 | 1.5196 | 2.142 | 1.1869 |
| Largest Winning Trade | 124181 | 124181 | 65883 | 412222 | 412222 | 370702 |
| Largest Losing Trade | -36449 | -18831 | -36449 | -466984 | -128330 | -466984 |
| Avg Bars in Trades | 164 | 80 | 250 | 164 | 80 | 250 |
| Avg Bars in Winners | 264 | 127 | 407 | 264 | 127 | 407 |
| Avg Bars in Losers | 91 | 45 | 137 | 91 | 45 | 137 |
| Bars Traded | 15960 | 3954 | 12006 | 15960 | 3954 | 12006 |
| Profit Streak | 23.4848 | 47.8181 | 0 | 23.4848 | 47.8181 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333141 | 346776 | -78561 | -140206 | 307490 | -582263 |
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16386,
"evaluation_days": 1365.5,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643112000000,
"last_datapoint_time": 1759780800000,
"evaluation_time": 1759786682896,
"expiration_time": 1764028051200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 52,
"offset": 130
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 64,
"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": [
[
368336.3814890591,
249779.8854562418,
118556.4960328176,
366000.4419322899,
688070.3319451023,
-322069.8900128126
],
[
368.336381,
249.779885,
118.556496,
366.000442,
688.070332,
-322.06989
],
[
0.269745,
0.182922,
0.086823,
0.112771,
0.151298,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-90257,
-46821,
-64945,
-868820,
-311107,
-654473
],
[
1.709424,
2.247815,
1.371614,
1.112598,
1.606493,
0.847793
],
[
97,
49,
48,
97,
49,
48
],
[
41,
21,
20,
41,
21,
20
],
[
56,
28,
28,
56,
28,
28
],
[
42.268041,
42.857143,
41.666667,
42.268041,
42.857143,
41.666667
],
[
2.334823,
2.997087,
1.92026,
1.519646,
2.141991,
1.18691
],
[
124181,
124181,
65883,
412222,
412222,
370702
],
[
-36449,
-18831,
-36449,
-466984,
-128330,
-466984
],
[
164,
80,
250,
164,
80,
250
],
[
264,
127,
407,
264,
127,
407
],
[
91,
45,
137,
91,
45,
137
],
[
15960,
3954,
12006,
15960,
3954,
12006
],
[
23.484756,
47.818089,
0,
23.484756,
47.818089,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333141,
346776,
-78561,
-140206,
307490,
-582263
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16386,
"evaluation_days": 1365.5,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643112000000,
"last_datapoint_time": 1759780800000,
"evaluation_time": 1759786682896,
"expiration_time": 1764028051200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 52,
"offset": 130
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 64,
"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) |
|---|