Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292787.9079 | 204330.7411 | 88457.1668 | 188041.1084 | 198006.5318 | -9965.4235 |
Total P&L (%) | 292.7879 | 204.3307 | 88.4572 | 188.0411 | 198.0065 | -9.9654 |
Avg Daily Profit (%) | 0.2149 | 0.15 | 0.0649 | 0.0777 | 0.0802 | -0.0077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84552 | -48662 | -117973 | -138201 | -82260 | -147019 |
Profit Factor | 1.3809 | 1.6185 | 1.2018 | 1.2243 | 1.5508 | 0.9792 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 43.7086 | 36.8421 | 50.6667 | 43.7086 | 36.8421 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.7784 | 2.7745 | 1.1701 | 1.5768 | 2.6585 | 0.9534 |
Largest Winning Trade | 62268 | 62268 | 45371 | 90514 | 90514 | 54893 |
Largest Losing Trade | -35608 | -15615 | -35608 | -44393 | -27961 | -44393 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 54 | 59 | 51 | 54 | 59 | 51 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 5201 | 2649 | 2552 | 5201 | 2649 | 2552 |
Profit Streak | 84.1697 | 112.6697 | 84.1697 | 84.1697 | 112.6697 | 84.1697 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332532 | -42934 | -162652 | -88686 | -136344 | -636688 |
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5449, "evaluation_days": 1362.25, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1644559200000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759485865817, "expiration_time": 1763002152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 88, "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": [ [ 292787.907898184, 204330.7411235709, 88457.166774613, 188041.1083826048, 198006.5318482911, -9965.4234656861 ], [ 292.787908, 204.330741, 88.457167, 188.041108, 198.006532, -9.965423 ], [ 0.21493, 0.149995, 0.064935, 0.077691, 0.08019, -0.007706 ], [ 10, 10, 10, 10, 10, 10 ], [ -84552, -48662, -117973, -138201, -82260, -147019 ], [ 1.380852, 1.618479, 1.201775, 1.224337, 1.550804, 0.979183 ], [ 151, 76, 75, 151, 76, 75 ], [ 66, 28, 38, 66, 28, 38 ], [ 85, 48, 37, 85, 48, 37 ], [ 43.708609, 36.842105, 50.666667, 43.708609, 36.842105, 50.666667 ], [ 1.778369, 2.774535, 1.170149, 1.576798, 2.658522, 0.953415 ], [ 62268, 62268, 45371, 90514, 90514, 54893 ], [ -35608, -15615, -35608, -44393, -27961, -44393 ], [ 34, 34, 34, 34, 34, 34 ], [ 54, 59, 51, 54, 59, 51 ], [ 18, 20, 16, 18, 20, 16 ], [ 5201, 2649, 2552, 5201, 2649, 2552 ], [ 84.169743, 112.669743, 84.169743, 84.169743, 112.669743, 84.169743 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332532, -42934, -162652, -88686, -136344, -636688 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5449, "evaluation_days": 1362.25, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1644559200000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759485865817, "expiration_time": 1763002152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 88, "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) |
---|