| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 266156.3061 | 160554.8937 | 105601.4124 | 81294.7468 | 114515.4256 | -33220.6789 |
| Total P&L (%) | 266.1563 | 160.5549 | 105.6014 | 81.2947 | 114.5154 | -33.2207 |
| Avg Daily Profit (%) | 0.1943 | 0.1172 | 0.0771 | 0.0434 | 0.0557 | -0.0295 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -209963 | -66220 | -219310 | -606398 | -288273 | -474223 |
| Profit Factor | 1.3079 | 1.4553 | 1.2064 | 1.0394 | 1.1326 | 0.9723 |
| Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
| Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
| Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
| Profitability (%) | 49.5283 | 47.1698 | 51.8868 | 49.5283 | 47.1698 | 51.8868 |
| Ratio Avg Win / Avg Loss | 1.3328 | 1.6299 | 1.1187 | 1.0592 | 1.2685 | 0.9015 |
| Largest Winning Trade | 46406 | 46406 | 36593 | 122209 | 113405 | 122209 |
| Largest Losing Trade | -61236 | -25884 | -61236 | -162416 | -108605 | -162416 |
| Avg Bars in Trades | 25 | 19 | 30 | 25 | 19 | 30 |
| Avg Bars in Winners | 28 | 22 | 34 | 28 | 22 | 34 |
| Avg Bars in Losers | 21 | 16 | 27 | 21 | 16 | 27 |
| Bars Traded | 5348 | 2063 | 3285 | 5348 | 2063 | 3285 |
| 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 | 320717 | -35470 | -90528 | -310817 | -194272 | -580805 |
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5479,
"evaluation_days": 1369.75,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1644192000000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760144238534,
"expiration_time": 1763669592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 112,
"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": [
[
266156.3060629258,
160554.8936966764,
105601.4123662495,
81294.7467554998,
114515.4256178744,
-33220.6788623744
],
[
266.156306,
160.554894,
105.601412,
81.294747,
114.515426,
-33.220679
],
[
0.19431,
0.117215,
0.077095,
0.043445,
0.055735,
-0.029474
],
[
10,
10,
10,
10,
10,
10
],
[
-209963,
-66220,
-219310,
-606398,
-288273,
-474223
],
[
1.307933,
1.455252,
1.20639,
1.039441,
1.132584,
0.972257
],
[
212,
106,
106,
212,
106,
106
],
[
105,
50,
55,
105,
50,
55
],
[
107,
56,
51,
107,
56,
51
],
[
49.528302,
47.169811,
51.886792,
49.528302,
47.169811,
51.886792
],
[
1.332846,
1.629882,
1.118653,
1.05924,
1.268494,
0.901547
],
[
46406,
46406,
36593,
122209,
113405,
122209
],
[
-61236,
-25884,
-61236,
-162416,
-108605,
-162416
],
[
25,
19,
30,
25,
19,
30
],
[
28,
22,
34,
28,
22,
34
],
[
21,
16,
27,
21,
16,
27
],
[
5348,
2063,
3285,
5348,
2063,
3285
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320717,
-35470,
-90528,
-310817,
-194272,
-580805
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5479,
"evaluation_days": 1369.75,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1644192000000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760144238534,
"expiration_time": 1763669592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 112,
"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) |
|---|