Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328121.1999 | 196437.1102 | 131684.0898 | 445913.9701 | 294087.6201 | 151826.35 |
Total P&L (%) | 328.1212 | 196.4371 | 131.6841 | 445.914 | 294.0876 | 151.8264 |
Avg Daily Profit (%) | 0.2424 | 0.1451 | 0.0973 | 0.1255 | 0.1014 | 0.0683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115301 | -106252 | -93192 | -200284 | -102121 | -111175 |
Profit Factor | 1.3881 | 1.4981 | 1.2919 | 1.4478 | 1.6117 | 1.2948 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 51.7241 | 49.505 | 53.9216 | 51.7241 | 49.505 | 53.9216 |
Ratio Avg Win / Avg Loss | 1.2955 | 1.5281 | 1.104 | 1.3513 | 1.6439 | 1.1064 |
Largest Winning Trade | 35427 | 32882 | 35427 | 65172 | 65172 | 54843 |
Largest Losing Trade | -24356 | -24356 | -23717 | -80299 | -80299 | -53491 |
Avg Bars in Trades | 25 | 18 | 32 | 25 | 18 | 32 |
Avg Bars in Winners | 29 | 17 | 39 | 29 | 17 | 39 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 5246 | 1913 | 3333 | 5246 | 1913 | 3333 |
Profit Streak | 11.9574 | 32.2074 | 11.9574 | 11.9574 | 32.2074 | 11.9574 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422660 | 157110 | -61736 | -21379 | -53335 | -100429 |
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5414, "evaluation_days": 1353.5, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1644343200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758927522932, "expiration_time": 1762223472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 3.31765 } }, "second_band": { "type": "dema", "factors": { "length": 60, "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": [ [ 328121.1999170457, 196437.110150738, 131684.0897663076, 445913.9701247038, 294087.6200979126, 151826.3500267914 ], [ 328.1212, 196.43711, 131.68409, 445.91397, 294.08762, 151.82635 ], [ 0.242424, 0.145133, 0.097292, 0.125479, 0.101374, 0.068259 ], [ 10, 10, 10, 10, 10, 10 ], [ -115301, -106252, -93192, -200284, -102121, -111175 ], [ 1.388084, 1.498116, 1.291898, 1.447769, 1.611705, 1.294757 ], [ 203, 101, 102, 203, 101, 102 ], [ 105, 50, 55, 105, 50, 55 ], [ 98, 51, 47, 98, 51, 47 ], [ 51.724138, 49.50495, 53.921569, 51.724138, 49.50495, 53.921569 ], [ 1.295545, 1.528078, 1.103986, 1.351251, 1.643939, 1.106429 ], [ 35427, 32882, 35427, 65172, 65172, 54843 ], [ -24356, -24356, -23717, -80299, -80299, -53491 ], [ 25, 18, 32, 25, 18, 32 ], [ 29, 17, 39, 29, 17, 39 ], [ 22, 20, 24, 22, 20, 24 ], [ 5246, 1913, 3333, 5246, 1913, 3333 ], [ 11.957441, 32.207441, 11.957441, 11.957441, 32.207441, 11.957441 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422660, 157110, -61736, -21379, -53335, -100429 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5414, "evaluation_days": 1353.5, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1644343200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758927522932, "expiration_time": 1762223472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 3.31765 } }, "second_band": { "type": "dema", "factors": { "length": 60, "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) |
---|