Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363751.9378 | 214233.8639 | 149518.0739 | 299167.6417 | 57709.3724 | 241458.2693 |
Total P&L (%) | 363.7519 | 214.2339 | 149.5181 | 299.1676 | 57.7094 | 241.4583 |
Avg Daily Profit (%) | 0.2677 | 0.1577 | 0.11 | 0.1019 | 0.0335 | 0.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101500 | -63426 | -45729 | -348636 | -319786 | -241426 |
Profit Factor | 1.83 | 1.7939 | 1.8879 | 1.2669 | 1.0876 | 1.5224 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 53.8462 | 43.75 | 63.6364 | 53.8462 | 43.75 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.5686 | 2.3065 | 1.0788 | 1.0859 | 1.3984 | 0.8699 |
Largest Winning Trade | 144514 | 144514 | 33080 | 126683 | 117013 | 126683 |
Largest Losing Trade | -45729 | -45583 | -45729 | -257099 | -257099 | -241426 |
Avg Bars in Trades | 76 | 103 | 50 | 76 | 103 | 50 |
Avg Bars in Winners | 77 | 102 | 60 | 77 | 102 | 60 |
Avg Bars in Losers | 76 | 105 | 32 | 76 | 105 | 32 |
Bars Traded | 4990 | 3321 | 1669 | 4990 | 3321 | 1669 |
Profit Streak | 139.1375 | 139.1375 | 142.1375 | 139.1375 | 139.1375 | 142.1375 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122414 | 329750 | -40518 | -191109 | -274570 | -69373 |
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5435, "evaluation_days": 1358.75, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1646049600000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759180676814, "expiration_time": 1762690680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 144, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 198, "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": [ [ 363751.9378423436, 214233.8639322266, 149518.0739101172, 299167.6417218585, 57709.3723845245, 241458.2693373339 ], [ 363.751938, 214.233864, 149.518074, 299.167642, 57.709372, 241.458269 ], [ 0.267711, 0.15767, 0.110041, 0.101926, 0.033535, 0.090422 ], [ 10, 10, 10, 10, 10, 10 ], [ -101500, -63426, -45729, -348636, -319786, -241426 ], [ 1.830031, 1.793928, 1.887881, 1.26689, 1.08761, 1.522378 ], [ 65, 32, 33, 65, 32, 33 ], [ 35, 14, 21, 35, 14, 21 ], [ 30, 18, 12, 30, 18, 12 ], [ 53.846154, 43.75, 63.636364, 53.846154, 43.75, 63.636364 ], [ 1.568598, 2.306479, 1.078789, 1.085906, 1.398355, 0.869931 ], [ 144514, 144514, 33080, 126683, 117013, 126683 ], [ -45729, -45583, -45729, -257099, -257099, -241426 ], [ 76, 103, 50, 76, 103, 50 ], [ 77, 102, 60, 77, 102, 60 ], [ 76, 105, 32, 76, 105, 32 ], [ 4990, 3321, 1669, 4990, 3321, 1669 ], [ 139.137463, 139.137463, 142.137463, 139.137463, 139.137463, 142.137463 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -122414, 329750, -40518, -191109, -274570, -69373 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5435, "evaluation_days": 1358.75, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1646049600000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759180676814, "expiration_time": 1762690680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 144, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 198, "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) |
---|