Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458583.2436 | 342828.661 | 115754.5826 | 143331.8138 | 86880.1038 | 56451.71 |
Total P&L (%) | 458.5832 | 342.8287 | 115.7546 | 143.3318 | 86.8801 | 56.4517 |
Avg Daily Profit (%) | 0.3365 | 0.2516 | 0.0849 | 0.0653 | 0.0459 | 0.0328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157709 | -93159 | -102827 | -187527 | -78758 | -139052 |
Profit Factor | 1.8027 | 2.1224 | 1.4354 | 1.2743 | 1.3614 | 1.2001 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 39.0805 | 29.5455 | 48.8372 | 39.0805 | 29.5455 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.8101 | 5.0611 | 1.5038 | 1.9865 | 3.2465 | 1.2573 |
Largest Winning Trade | 320185 | 320185 | 52878 | 63606 | 63606 | 62784 |
Largest Losing Trade | -50986 | -23317 | -50986 | -56940 | -33958 | -56940 |
Avg Bars in Trades | 92 | 81 | 102 | 92 | 81 | 102 |
Avg Bars in Winners | 147 | 159 | 139 | 147 | 159 | 139 |
Avg Bars in Losers | 56 | 49 | 66 | 56 | 49 | 66 |
Bars Traded | 8006 | 3605 | 4402 | 8006 | 3605 | 4402 |
Profit Streak | 44.0129 | 44.0129 | 54.1796 | 44.0129 | 44.0129 | 54.1796 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330494 | 105455 | -77373 | -107765 | -139214 | -150278 |
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8177, "evaluation_days": 1362.83, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1643083200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759551514297, "expiration_time": 1763068464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 86, "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": [ [ 458583.243593981, 342828.6609966265, 115754.5825973545, 143331.8137783952, 86880.1037568097, 56451.7100215854 ], [ 458.583244, 342.828661, 115.754583, 143.331814, 86.880104, 56.45171 ], [ 0.336493, 0.251556, 0.084937, 0.065272, 0.045893, 0.032847 ], [ 10, 10, 10, 10, 10, 10 ], [ -157709, -93159, -102827, -187527, -78758, -139052 ], [ 1.802707, 2.122386, 1.435414, 1.274347, 1.361417, 1.200141 ], [ 87, 44, 43, 87, 44, 43 ], [ 34, 13, 21, 34, 13, 21 ], [ 53, 31, 22, 53, 31, 22 ], [ 39.08046, 29.545455, 48.837209, 39.08046, 29.545455, 48.837209 ], [ 2.810102, 5.061074, 1.503767, 1.986482, 3.246457, 1.25729 ], [ 320185, 320185, 52878, 63606, 63606, 62784 ], [ -50986, -23317, -50986, -56940, -33958, -56940 ], [ 92, 81, 102, 92, 81, 102 ], [ 147, 159, 139, 147, 159, 139 ], [ 56, 49, 66, 56, 49, 66 ], [ 8006, 3605, 4402, 8006, 3605, 4402 ], [ 44.012897, 44.012897, 54.179564, 44.012897, 44.012897, 54.179564 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330494, 105455, -77373, -107765, -139214, -150278 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8177, "evaluation_days": 1362.83, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1643083200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759551514297, "expiration_time": 1763068464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 86, "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) |
---|