| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 350200.1214 | 248034.6163 | 102165.5051 | 225379.0722 | 142918.2101 | 82460.8621 |
| Total P&L (%) | 350.2001 | 248.0346 | 102.1655 | 225.3791 | 142.9182 | 82.4609 |
| Avg Daily Profit (%) | 0.2562 | 0.1815 | 0.0748 | 0.0864 | 0.065 | 0.044 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102424 | -94116 | -55149 | -202725 | -290761 | -188196 |
| Profit Factor | 1.5948 | 1.7661 | 1.3856 | 1.1809 | 1.2149 | 1.1419 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
| Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
| Profitability (%) | 42.9577 | 39.4366 | 46.4789 | 42.9577 | 39.4366 | 46.4789 |
| Ratio Avg Win / Avg Loss | 2.1177 | 2.7122 | 1.5955 | 1.568 | 1.8658 | 1.3149 |
| Largest Winning Trade | 144510 | 144510 | 36660 | 143046 | 143046 | 86376 |
| Largest Losing Trade | -44607 | -33053 | -44607 | -93425 | -93425 | -87681 |
| Avg Bars in Trades | 55 | 56 | 53 | 55 | 56 | 53 |
| Avg Bars in Winners | 83 | 88 | 78 | 83 | 88 | 78 |
| Avg Bars in Losers | 33 | 36 | 31 | 33 | 36 | 31 |
| Bars Traded | 7834 | 4044 | 3790 | 7834 | 4044 | 3790 |
| 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 | 314485 | -80254 | -179742 | -100485 | -196578 | -286914 |
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8200,
"evaluation_days": 1366.67,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1645228800000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759884799397,
"expiration_time": 1763409600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 239,
"offset": 0
}
},
"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": [
[
350200.121425473,
248034.6163132795,
102165.5051121932,
225379.0721960515,
142918.2100946916,
82460.86210136
],
[
350.200121,
248.034616,
102.165505,
225.379072,
142.91821,
82.460862
],
[
0.256243,
0.181488,
0.074755,
0.086365,
0.064964,
0.044012
],
[
10,
10,
10,
10,
10,
10
],
[
-102424,
-94116,
-55149,
-202725,
-290761,
-188196
],
[
1.59483,
1.766076,
1.385579,
1.18086,
1.214935,
1.141876
],
[
142,
71,
71,
142,
71,
71
],
[
61,
28,
33,
61,
28,
33
],
[
81,
43,
38,
81,
43,
38
],
[
42.957746,
39.43662,
46.478873,
42.957746,
39.43662,
46.478873
],
[
2.117726,
2.712188,
1.595515,
1.568027,
1.865793,
1.314888
],
[
144510,
144510,
36660,
143046,
143046,
86376
],
[
-44607,
-33053,
-44607,
-93425,
-93425,
-87681
],
[
55,
56,
53,
55,
56,
53
],
[
83,
88,
78,
83,
88,
78
],
[
33,
36,
31,
33,
36,
31
],
[
7834,
4044,
3790,
7834,
4044,
3790
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314485,
-80254,
-179742,
-100485,
-196578,
-286914
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8200,
"evaluation_days": 1366.67,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1645228800000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759884799397,
"expiration_time": 1763409600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 239,
"offset": 0
}
},
"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) |
|---|