Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372278.28 | 249036.7601 | 123241.52 | 186613.6333 | -155434.8259 | 342048.4592 |
Total P&L (%) | 372.2783 | 249.0368 | 123.2415 | 186.6136 | -155.4348 | 342.0485 |
Avg Daily Profit (%) | 0.2738 | 0.1831 | 0.0906 | 0.0775 | 0 | 0.1094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87291 | -69972 | -63422 | -510002 | -474774 | -97591 |
Profit Factor | 1.7201 | 1.7505 | 1.6656 | 1.1625 | 0.8144 | 2.1003 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 51.6129 | 50 | 53.1915 | 51.6129 | 50 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.6126 | 1.7505 | 1.4657 | 1.0899 | 0.8144 | 1.8482 |
Largest Winning Trade | 150336 | 150336 | 34930 | 238945 | 238945 | 203453 |
Largest Losing Trade | -57282 | -57282 | -35726 | -257651 | -257651 | -72088 |
Avg Bars in Trades | 53 | 75 | 31 | 53 | 75 | 31 |
Avg Bars in Winners | 60 | 81 | 41 | 60 | 81 | 41 |
Avg Bars in Losers | 44 | 69 | 19 | 44 | 69 | 19 |
Bars Traded | 4929 | 3462 | 1467 | 4929 | 3462 | 1467 |
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 | 430878 | 391298 | -69421 | -130796 | -580704 | -42500 |
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5439, "evaluation_days": 1359.75, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1645077600000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759275416535, "expiration_time": 1762779672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 180, "offset": 0, "std": 4.33779 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "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": [ [ 372278.2800428938, 249036.7600684098, 123241.5199744841, 186613.6332791632, -155434.825937991, 342048.4592171545 ], [ 372.27828, 249.03676, 123.24152, 186.613633, -155.434826, 342.048459 ], [ 0.273784, 0.183149, 0.090635, 0.077468, 0, 0.109363 ], [ 10, 10, 10, 10, 10, 10 ], [ -87291, -69972, -63422, -510002, -474774, -97591 ], [ 1.720091, 1.750518, 1.665568, 1.162536, 0.814353, 2.100269 ], [ 93, 46, 47, 93, 46, 47 ], [ 48, 23, 25, 48, 23, 25 ], [ 45, 23, 22, 45, 23, 22 ], [ 51.612903, 50, 53.191489, 51.612903, 50, 53.191489 ], [ 1.612586, 1.750518, 1.465699, 1.089878, 0.814353, 1.848236 ], [ 150336, 150336, 34930, 238945, 238945, 203453 ], [ -57282, -57282, -35726, -257651, -257651, -72088 ], [ 53, 75, 31, 53, 75, 31 ], [ 60, 81, 41, 60, 81, 41 ], [ 44, 69, 19, 44, 69, 19 ], [ 4929, 3462, 1467, 4929, 3462, 1467 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 430878, 391298, -69421, -130796, -580704, -42500 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5439, "evaluation_days": 1359.75, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1645077600000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759275416535, "expiration_time": 1762779672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 180, "offset": 0, "std": 4.33779 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "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) |
---|