| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 346812.0951 | 264448.6852 | 82363.41 | -1259.3242 | -30520.2622 | 29260.938 |
| Total P&L (%) | 346.8121 | 264.4487 | 82.3634 | -1.2593 | -30.5203 | 29.2609 |
| Avg Daily Profit (%) | 0.2551 | 0.1945 | 0.0606 | -0.0009 | -0.0268 | 0.0189 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -228868 | -126150 | -143932 | -616307 | -338293 | -430499 |
| Profit Factor | 1.407 | 1.554 | 1.2198 | 0.9994 | 0.9733 | 1.0335 |
| Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
| Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
| Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
| Profitability (%) | 48.9362 | 41.4286 | 56.338 | 48.9362 | 41.4286 | 56.338 |
| Ratio Avg Win / Avg Loss | 1.4682 | 2.1971 | 0.9453 | 1.0428 | 1.3761 | 0.801 |
| Largest Winning Trade | 165733 | 165733 | 35742 | 325295 | 325295 | 99499 |
| Largest Losing Trade | -60708 | -29464 | -60708 | -321303 | -129676 | -321303 |
| Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
| Avg Bars in Winners | 46 | 54 | 41 | 46 | 54 | 41 |
| Avg Bars in Losers | 27 | 27 | 26 | 27 | 27 | 26 |
| Bars Traded | 5199 | 2724 | 2475 | 5199 | 2724 | 2475 |
| 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 | 316404 | -87470 | -199975 | -579151 | -676902 | -441970 |
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5439,
"evaluation_days": 1359.75,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1644235200000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759275415584,
"expiration_time": 1762779672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 86,
"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": [
[
346812.0951375209,
264448.6851579406,
82363.4099795802,
-1259.3241708792,
-30520.262177199,
29260.9380063197
],
[
346.812095,
264.448685,
82.36341,
-1.259324,
-30.520262,
29.260938
],
[
0.255056,
0.194483,
0.060572,
-0.000932,
-0.026776,
0.018878
],
[
10,
10,
10,
10,
10,
10
],
[
-228868,
-126150,
-143932,
-616307,
-338293,
-430499
],
[
1.407012,
1.554045,
1.21976,
0.999376,
0.973341,
1.033541
],
[
141,
70,
71,
141,
70,
71
],
[
69,
29,
40,
69,
29,
40
],
[
72,
41,
31,
72,
41,
31
],
[
48.93617,
41.428571,
56.338028,
48.93617,
41.428571,
56.338028
],
[
1.468186,
2.197098,
0.945314,
1.042827,
1.376103,
0.800994
],
[
165733,
165733,
35742,
325295,
325295,
99499
],
[
-60708,
-29464,
-60708,
-321303,
-129676,
-321303
],
[
36,
38,
34,
36,
38,
34
],
[
46,
54,
41,
46,
54,
41
],
[
27,
27,
26,
27,
27,
26
],
[
5199,
2724,
2475,
5199,
2724,
2475
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316404,
-87470,
-199975,
-579151,
-676902,
-441970
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5439,
"evaluation_days": 1359.75,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1644235200000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759275415584,
"expiration_time": 1762779672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 86,
"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) |
|---|