Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221330.3758 | 193818.0778 | 27512.298 | -2095452.7739 | -750198.8917 | -1345253.8822 |
Total P&L (%) | 221.3304 | 193.8181 | 27.5123 | -2095.4528 | -750.1989 | -1345.2539 |
Avg Daily Profit (%) | 0.1616 | 0.1415 | 0.0201 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261296 | -62258 | -261604 | -2438347 | -825490 | -1725147 |
Profit Factor | 1.3774 | 2.6887 | 1.0583 | 0.3816 | 0.3732 | 0.3862 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 59 | 31 | 28 | 46 | 23 | 23 |
Losing Trades | 30 | 14 | 16 | 43 | 22 | 21 |
Profitability (%) | 66.2921 | 68.8889 | 63.6364 | 51.6854 | 51.1111 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.7004 | 1.2142 | 0.6048 | 0.3567 | 0.357 | 0.3526 |
Largest Winning Trade | 47710 | 47710 | 37798 | 304481 | 142502 | 304481 |
Largest Losing Trade | -240944 | -29806 | -240944 | -466648 | -245592 | -466648 |
Avg Bars in Trades | 83 | 29 | 138 | 83 | 29 | 138 |
Avg Bars in Winners | 67 | 29 | 109 | 63 | 24 | 102 |
Avg Bars in Losers | 114 | 30 | 188 | 104 | 34 | 176 |
Bars Traded | 7396 | 1321 | 6076 | 7396 | 1321 | 6076 |
Profit Streak | 91.8695 | 176.7029 | 0 | 0 | 0 | 111.8695 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337305 | 147971 | -325554 | -580321 | -580290 | -579862 |
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8216, "evaluation_days": 1369.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1645344000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760100727026, "expiration_time": 1763646912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 3.90089 } }, "second_band": { "type": "kcl", "factors": { "length": 247, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 221330.3758206972, 193818.0778203339, 27512.2980003633, -2095452.7738655976, -750198.8916766222, -1345253.8821889756 ], [ 221.330376, 193.818078, 27.512298, -2095.452774, -750.198892, -1345.253882 ], [ 0.161634, 0.141542, 0.020092, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -261296, -62258, -261604, -2438347, -825490, -1725147 ], [ 1.37741, 2.688671, 1.05833, 0.381629, 0.373222, 0.386219 ], [ 89, 45, 44, 89, 45, 44 ], [ 59, 31, 28, 46, 23, 23 ], [ 30, 14, 16, 43, 22, 21 ], [ 66.292135, 68.888889, 63.636364, 51.685393, 51.111111, 52.272727 ], [ 0.700378, 1.214239, 0.60476, 0.35674, 0.356995, 0.352635 ], [ 47710, 47710, 37798, 304481, 142502, 304481 ], [ -240944, -29806, -240944, -466648, -245592, -466648 ], [ 83, 29, 138, 83, 29, 138 ], [ 67, 29, 109, 63, 24, 102 ], [ 114, 30, 188, 104, 34, 176 ], [ 7396, 1321, 6076, 7396, 1321, 6076 ], [ 91.869526, 176.702859, 0, 0, 0, 111.869526 ], [ 1, 4, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337305, 147971, -325554, -580321, -580290, -579862 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8216, "evaluation_days": 1369.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1645344000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760100727026, "expiration_time": 1763646912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 3.90089 } }, "second_band": { "type": "kcl", "factors": { "length": 247, "offset": 0, "scalar": 4 } } }
# | 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) |
---|