Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281206.4611 | 210308.335 | 70898.1261 | 110424.3632 | 101732.0045 | 8692.3587 |
Total P&L (%) | 281.2065 | 210.3083 | 70.8981 | 110.4244 | 101.732 | 8.6924 |
Avg Daily Profit (%) | 0.2058 | 0.1539 | 0.0519 | 0.0545 | 0.0514 | 0.0061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117528 | -103065 | -141944 | -134003 | -141205 | -153830 |
Profit Factor | 1.2711 | 1.3679 | 1.1522 | 1.1132 | 1.1936 | 1.0193 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 130 | 61 | 69 | 130 | 61 | 69 |
Losing Trades | 158 | 83 | 75 | 158 | 83 | 75 |
Profitability (%) | 45.1389 | 42.3611 | 47.9167 | 45.1389 | 42.3611 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.5448 | 1.8613 | 1.2524 | 1.353 | 1.6241 | 1.108 |
Largest Winning Trade | 53338 | 53338 | 37166 | 57376 | 57376 | 28666 |
Largest Losing Trade | -31802 | -31802 | -29987 | -35886 | -27284 | -35886 |
Avg Bars in Trades | 26 | 31 | 22 | 26 | 31 | 22 |
Avg Bars in Winners | 32 | 39 | 26 | 32 | 39 | 26 |
Avg Bars in Losers | 22 | 26 | 17 | 22 | 26 | 17 |
Bars Traded | 7771 | 4602 | 3169 | 7771 | 4602 | 3169 |
Profit Streak | 7.037 | 35.8704 | 0 | 7.037 | 35.8704 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333566 | 259112 | -177449 | -215624 | -132399 | -550434 |
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8200, "evaluation_days": 1366.67, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1643558400000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759884798445, "expiration_time": 1763409600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "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": [ [ 281206.4611291551, 210308.3350129214, 70898.126116234, 110424.3632299887, 101732.0045267257, 8692.3587032629 ], [ 281.206461, 210.308335, 70.898126, 110.424363, 101.732005, 8.692359 ], [ 0.20576, 0.153884, 0.051877, 0.05445, 0.051362, 0.006099 ], [ 10, 10, 10, 10, 10, 10 ], [ -117528, -103065, -141944, -134003, -141205, -153830 ], [ 1.271055, 1.367912, 1.1522, 1.113211, 1.193618, 1.019318 ], [ 288, 144, 144, 288, 144, 144 ], [ 130, 61, 69, 130, 61, 69 ], [ 158, 83, 75, 158, 83, 75 ], [ 45.138889, 42.361111, 47.916667, 45.138889, 42.361111, 47.916667 ], [ 1.544821, 1.861258, 1.252391, 1.35298, 1.624104, 1.107955 ], [ 53338, 53338, 37166, 57376, 57376, 28666 ], [ -31802, -31802, -29987, -35886, -27284, -35886 ], [ 26, 31, 22, 26, 31, 22 ], [ 32, 39, 26, 32, 39, 26 ], [ 22, 26, 17, 22, 26, 17 ], [ 7771, 4602, 3169, 7771, 4602, 3169 ], [ 7.037019, 35.870352, 0, 7.037019, 35.870352, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333566, 259112, -177449, -215624, -132399, -550434 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8200, "evaluation_days": 1366.67, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1643558400000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759884798445, "expiration_time": 1763409600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "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) |
---|