| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 294675.9938 | 198485.1119 | 96190.8819 | 53385.1831 | 62868.6736 | -9483.4905 |
| Total P&L (%) | 294.676 | 198.4851 | 96.1909 | 53.3852 | 62.8687 | -9.4835 |
| Avg Daily Profit (%) | 0.217 | 0.1462 | 0.0708 | 0.0315 | 0.0359 | -0.0073 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -152270 | -121716 | -114653 | -114801 | -68774 | -116179 |
| Profit Factor | 1.2408 | 1.3496 | 1.1466 | 1.0687 | 1.1753 | 0.9773 |
| Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
| Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
| Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Profitability (%) | 53.3865 | 52.8 | 53.9683 | 53.3865 | 52.8 | 53.9683 |
| Ratio Avg Win / Avg Loss | 1.0834 | 1.2064 | 0.978 | 0.9331 | 1.0507 | 0.8336 |
| Largest Winning Trade | 47668 | 47668 | 35694 | 39991 | 39991 | 32479 |
| Largest Losing Trade | -47478 | -21960 | -47478 | -36128 | -36128 | -34898 |
| Avg Bars in Trades | 21 | 17 | 24 | 21 | 17 | 24 |
| Avg Bars in Winners | 19 | 15 | 23 | 19 | 15 | 23 |
| Avg Bars in Losers | 23 | 20 | 25 | 23 | 20 | 25 |
| Bars Traded | 5306 | 2223 | 3083 | 5306 | 2223 | 3083 |
| Profit Streak | 0 | 34.2657 | 0 | 0 | 34.2657 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342672 | 124442 | -158670 | -296461 | -172106 | -580205 |
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5431,
"evaluation_days": 1357.75,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1642852800000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759105358947,
"expiration_time": 1762601688000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 49,
"offset": 0,
"multiplier": 3.04343
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 39,
"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": [
[
294675.9938064504,
198485.1119220771,
96190.8818843733,
53385.1831491396,
62868.6736201413,
-9483.4904710016
],
[
294.675994,
198.485112,
96.190882,
53.385183,
62.868674,
-9.48349
],
[
0.217033,
0.146187,
0.070846,
0.031512,
0.035932,
-0.007338
],
[
10,
10,
10,
10,
10,
10
],
[
-152270,
-121716,
-114653,
-114801,
-68774,
-116179
],
[
1.240792,
1.34958,
1.146633,
1.068728,
1.175303,
0.977319
],
[
251,
125,
126,
251,
125,
126
],
[
134,
66,
68,
134,
66,
68
],
[
117,
59,
58,
117,
59,
58
],
[
53.386454,
52.8,
53.968254,
53.386454,
52.8,
53.968254
],
[
1.083378,
1.206443,
0.97801,
0.933143,
1.05065,
0.833596
],
[
47668,
47668,
35694,
39991,
39991,
32479
],
[
-47478,
-21960,
-47478,
-36128,
-36128,
-34898
],
[
21,
17,
24,
21,
17,
24
],
[
19,
15,
23,
19,
15,
23
],
[
23,
20,
25,
23,
20,
25
],
[
5306,
2223,
3083,
5306,
2223,
3083
],
[
0,
34.265728,
0,
0,
34.265729,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342672,
124442,
-158670,
-296461,
-172106,
-580205
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5431,
"evaluation_days": 1357.75,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1642852800000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759105358947,
"expiration_time": 1762601688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 49,
"offset": 0,
"multiplier": 3.04343
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 39,
"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) |
|---|