| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 424449.7628 | 257535.3647 | 166914.398 | 887234.0386 | 558237.6348 | 328996.4038 |
| Total P&L (%) | 424.4498 | 257.5354 | 166.9144 | 887.234 | 558.2376 | 328.9964 |
| Avg Daily Profit (%) | 0.3136 | 0.1903 | 0.1233 | 0.1693 | 0.1393 | 0.1077 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95778 | -54763 | -154513 | -457913 | -218886 | -291974 |
| Profit Factor | 1.5634 | 1.7024 | 1.4316 | 1.4214 | 1.5429 | 1.3055 |
| Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
| Winning Trades | 89 | 38 | 51 | 89 | 38 | 51 |
| Losing Trades | 88 | 51 | 37 | 88 | 51 | 37 |
| Profitability (%) | 50.2825 | 42.6966 | 57.9545 | 50.2825 | 42.6966 | 57.9545 |
| Ratio Avg Win / Avg Loss | 1.5458 | 2.2848 | 1.0386 | 1.4054 | 2.0707 | 0.9471 |
| Largest Winning Trade | 49822 | 49822 | 33331 | 324231 | 324231 | 139160 |
| Largest Losing Trade | -45911 | -25769 | -45911 | -291101 | -119756 | -291101 |
| Avg Bars in Trades | 29 | 23 | 34 | 29 | 23 | 34 |
| Avg Bars in Winners | 34 | 30 | 36 | 34 | 30 | 36 |
| Avg Bars in Losers | 23 | 18 | 31 | 23 | 18 | 31 |
| Bars Traded | 5163 | 2133 | 3030 | 5163 | 2133 | 3030 |
| Profit Streak | 0 | 0 | 9.967 | 0 | 0 | 9.967 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454968 | 283863 | -26114 | 354338 | -6827 | -49445 |
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5414,
"evaluation_days": 1353.5,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1644559200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758841951237,
"expiration_time": 1762223472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
424449.7627500761,
257535.3647079901,
166914.398042086,
887234.0386025576,
558237.6347794511,
328996.4038231068
],
[
424.449763,
257.535365,
166.914398,
887.234039,
558.237635,
328.996404
],
[
0.313594,
0.190274,
0.123321,
0.169315,
0.139321,
0.107651
],
[
10,
10,
10,
10,
10,
10
],
[
-95778,
-54763,
-154513,
-457913,
-218886,
-291974
],
[
1.563398,
1.702372,
1.431628,
1.42142,
1.542888,
1.305455
],
[
177,
89,
88,
177,
89,
88
],
[
89,
38,
51,
89,
38,
51
],
[
88,
51,
37,
88,
51,
37
],
[
50.282486,
42.696629,
57.954545,
50.282486,
42.696629,
57.954545
],
[
1.545832,
2.284762,
1.038632,
1.405449,
2.070718,
0.947095
],
[
49822,
49822,
33331,
324231,
324231,
139160
],
[
-45911,
-25769,
-45911,
-291101,
-119756,
-291101
],
[
29,
23,
34,
29,
23,
34
],
[
34,
30,
36,
34,
30,
36
],
[
23,
18,
31,
23,
18,
31
],
[
5163,
2133,
3030,
5163,
2133,
3030
],
[
0,
0,
9.967028,
0,
0,
9.967028
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454968,
283863,
-26114,
354338,
-6827,
-49445
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5414,
"evaluation_days": 1353.5,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1644559200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758841951237,
"expiration_time": 1762223472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|