Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275244.981 | 167764.3767 | 107480.6043 | 107452.6065 | 51150.4659 | 56302.1405 |
Total P&L (%) | 275.245 | 167.7644 | 107.4806 | 107.4526 | 51.1505 | 56.3021 |
Avg Daily Profit (%) | 0.2018 | 0.123 | 0.0788 | 0.0535 | 0.0303 | 0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207797 | -117971 | -142984 | -148528 | -70324 | -101874 |
Profit Factor | 1.3413 | 1.4356 | 1.2551 | 1.1849 | 1.1774 | 1.1923 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 87 | 37 | 50 | 87 | 37 | 50 |
Losing Trades | 92 | 53 | 39 | 92 | 53 | 39 |
Profitability (%) | 48.6034 | 41.1111 | 56.1798 | 48.6034 | 41.1111 | 56.1798 |
Ratio Avg Win / Avg Loss | 1.4184 | 2.0564 | 0.979 | 1.253 | 1.6866 | 0.93 |
Largest Winning Trade | 85028 | 85028 | 42380 | 47991 | 46230 | 47991 |
Largest Losing Trade | -49339 | -20373 | -49339 | -39770 | -34812 | -39770 |
Avg Bars in Trades | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Winners | 34 | 29 | 38 | 34 | 29 | 38 |
Avg Bars in Losers | 24 | 21 | 29 | 24 | 21 | 29 |
Bars Traded | 5329 | 2262 | 3067 | 5329 | 2262 | 3067 |
Profit Streak | 0 | 0 | 17.3641 | 0 | 0 | 17.3641 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311210 | -30283 | -88546 | -137891 | -181405 | -159664 |
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5456, "evaluation_days": 1364, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1643414400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759632259563, "expiration_time": 1763157888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 48, "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": [ [ 275244.981024842, 167764.3766982722, 107480.6043265696, 107452.6064584701, 51150.465915923, 56302.1405425471 ], [ 275.244981, 167.764377, 107.480604, 107.452606, 51.150466, 56.302141 ], [ 0.201793, 0.122994, 0.078798, 0.053514, 0.030291, 0.032749 ], [ 10, 10, 10, 10, 10, 10 ], [ -207797, -117971, -142984, -148528, -70324, -101874 ], [ 1.341301, 1.435599, 1.255103, 1.184925, 1.177435, 1.1923 ], [ 179, 90, 89, 179, 90, 89 ], [ 87, 37, 50, 87, 37, 50 ], [ 92, 53, 39, 92, 53, 39 ], [ 48.603352, 41.111111, 56.179775, 48.603352, 41.111111, 56.179775 ], [ 1.418387, 2.056399, 0.97898, 1.253024, 1.686595, 0.929994 ], [ 85028, 85028, 42380, 47991, 46230, 47991 ], [ -49339, -20373, -49339, -39770, -34812, -39770 ], [ 29, 25, 34, 29, 25, 34 ], [ 34, 29, 38, 34, 29, 38 ], [ 24, 21, 29, 24, 21, 29 ], [ 5329, 2262, 3067, 5329, 2262, 3067 ], [ 0, 0, 17.364115, 0, 0, 17.364115 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311210, -30283, -88546, -137891, -181405, -159664 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5456, "evaluation_days": 1364, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1643414400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759632259563, "expiration_time": 1763157888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 48, "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) |
---|