| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 275130.7759 | 217760.6269 | 57370.149 | 17744.7605 | -11822.7135 | 29567.474 |
| Total P&L (%) | 275.1308 | 217.7606 | 57.3701 | 17.7448 | -11.8227 | 29.5675 |
| Avg Daily Profit (%) | 0.2033 | 0.1609 | 0.0424 | 0.0121 | -0.0093 | 0.0191 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106530 | -67867 | -82840 | -132651 | -98830 | -103378 |
| Profit Factor | 1.5295 | 1.8784 | 1.2112 | 1.0286 | 0.9612 | 1.0935 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
| Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Profitability (%) | 50 | 46.6667 | 53.3333 | 50 | 46.6667 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.5295 | 2.1468 | 1.0598 | 1.0286 | 1.0985 | 0.9568 |
| Largest Winning Trade | 253186 | 253186 | 58116 | 86851 | 81432 | 86851 |
| Largest Losing Trade | -41806 | -25588 | -41806 | -50605 | -50605 | -38739 |
| Avg Bars in Trades | 84 | 63 | 105 | 84 | 63 | 105 |
| Avg Bars in Winners | 112 | 72 | 147 | 112 | 72 | 147 |
| Avg Bars in Losers | 56 | 56 | 57 | 56 | 56 | 57 |
| Bars Traded | 7626 | 2863 | 4763 | 7626 | 2863 | 4763 |
| 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 | 377537 | 346402 | -137086 | -373955 | -580341 | -289316 |
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8120,
"evaluation_days": 1353.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1645200000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758980286084,
"expiration_time": 1762223040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 47,
"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": [
[
275130.7758918778,
217760.6268738396,
57370.1490180382,
17744.7604905001,
-11822.7134769193,
29567.4739674194
],
[
275.130776,
217.760627,
57.370149,
17.74476,
-11.822713,
29.567474
],
[
0.203299,
0.160907,
0.042392,
0.012071,
-0.009297,
0.019142
],
[
10,
10,
10,
10,
10,
10
],
[
-106530,
-67867,
-82840,
-132651,
-98830,
-103378
],
[
1.529536,
1.878448,
1.21117,
1.028578,
0.961184,
1.093466
],
[
90,
45,
45,
90,
45,
45
],
[
45,
21,
24,
45,
21,
24
],
[
45,
24,
21,
45,
24,
21
],
[
50,
46.666667,
53.333333,
50,
46.666667,
53.333333
],
[
1.529536,
2.146797,
1.059774,
1.028578,
1.098496,
0.956782
],
[
253186,
253186,
58116,
86851,
81432,
86851
],
[
-41806,
-25588,
-41806,
-50605,
-50605,
-38739
],
[
84,
63,
105,
84,
63,
105
],
[
112,
72,
147,
112,
72,
147
],
[
56,
56,
57,
56,
56,
57
],
[
7626,
2863,
4763,
7626,
2863,
4763
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377537,
346402,
-137086,
-373955,
-580341,
-289316
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8120,
"evaluation_days": 1353.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1645200000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758980286084,
"expiration_time": 1762223040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 47,
"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) |
|---|