| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 343486.6256 | 208788.5149 | 134698.1108 | 197637.5229 | 140934.1851 | 56703.3378 |
| Total P&L (%) | 343.4866 | 208.7885 | 134.6981 | 197.6375 | 140.9342 | 56.7033 |
| Avg Daily Profit (%) | 0.252 | 0.1532 | 0.0988 | 0.08 | 0.0645 | 0.033 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115655 | -85943 | -138732 | -293337 | -288251 | -337215 |
| Profit Factor | 1.3733 | 1.4359 | 1.3053 | 1.0965 | 1.1345 | 1.0568 |
| Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
| Winning Trades | 147 | 68 | 79 | 147 | 68 | 79 |
| Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
| Profitability (%) | 55.4717 | 51.1278 | 59.8485 | 55.4717 | 51.1278 | 59.8485 |
| Ratio Avg Win / Avg Loss | 1.1024 | 1.3726 | 0.8757 | 0.8802 | 1.0844 | 0.709 |
| Largest Winning Trade | 73164 | 73164 | 33344 | 122897 | 122897 | 114411 |
| Largest Losing Trade | -60514 | -46756 | -60514 | -116202 | -116202 | -104119 |
| Avg Bars in Trades | 30 | 28 | 31 | 30 | 28 | 31 |
| Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
| Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
| Bars Traded | 7956 | 3850 | 4106 | 7956 | 3850 | 4106 |
| Profit Streak | 0 | 0 | 36.3379 | 0 | 0 | 36.3379 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 384938 | 300881 | -60097 | -199977 | -179169 | -306992 |
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8179,
"evaluation_days": 1363.17,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1643932800000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759579592152,
"expiration_time": 1763098128000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 149,
"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": [
[
343486.6256453582,
208788.5148898644,
134698.1107554937,
197637.5228550462,
140934.1850829515,
56703.3377720949
],
[
343.486626,
208.788515,
134.698111,
197.637523,
140.934185,
56.703338
],
[
0.251976,
0.153164,
0.098812,
0.080045,
0.064529,
0.032957
],
[
10,
10,
10,
10,
10,
10
],
[
-115655,
-85943,
-138732,
-293337,
-288251,
-337215
],
[
1.373301,
1.435925,
1.305315,
1.096546,
1.134457,
1.056765
],
[
265,
133,
132,
265,
133,
132
],
[
147,
68,
79,
147,
68,
79
],
[
118,
65,
53,
118,
65,
53
],
[
55.471698,
51.12782,
59.848485,
55.471698,
51.12782,
59.848485
],
[
1.102378,
1.372575,
0.875718,
0.88022,
1.084407,
0.708969
],
[
73164,
73164,
33344,
122897,
122897,
114411
],
[
-60514,
-46756,
-60514,
-116202,
-116202,
-104119
],
[
30,
28,
31,
30,
28,
31
],
[
32,
32,
32,
32,
32,
32
],
[
27,
25,
29,
27,
25,
29
],
[
7956,
3850,
4106,
7956,
3850,
4106
],
[
0,
0,
36.337872,
0,
0,
36.337872
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
384938,
300881,
-60097,
-199977,
-179169,
-306992
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8179,
"evaluation_days": 1363.17,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1643932800000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759579592152,
"expiration_time": 1763098128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 149,
"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) |
|---|