| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 313367.5135 | 243106.5199 | 70260.9935 | 19620.0953 | 2782.6029 | 16837.4924 |
| Total P&L (%) | 313.3675 | 243.1065 | 70.261 | 19.6201 | 2.7826 | 16.8375 |
| Avg Daily Profit (%) | 0.2312 | 0.1794 | 0.0518 | 0.0132 | 0.002 | 0.0115 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128455 | -85186 | -91064 | -114781 | -69310 | -91355 |
| Profit Factor | 1.4921 | 1.7118 | 1.2379 | 1.0333 | 1.0089 | 1.0608 |
| Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
| Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
| Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
| Profitability (%) | 50.7813 | 42.1875 | 59.375 | 50.7813 | 42.1875 | 59.375 |
| Ratio Avg Win / Avg Loss | 1.4462 | 2.3458 | 0.847 | 1.0015 | 1.3826 | 0.7258 |
| Largest Winning Trade | 246587 | 246587 | 54211 | 61026 | 61026 | 49006 |
| Largest Losing Trade | -50495 | -30644 | -50495 | -46442 | -34730 | -46442 |
| Avg Bars in Trades | 29 | 24 | 35 | 29 | 24 | 35 |
| Avg Bars in Winners | 39 | 29 | 47 | 39 | 29 | 47 |
| Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
| Bars Traded | 3812 | 1570 | 2242 | 3812 | 1570 | 2242 |
| 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 | 355100 | -131529 | -263612 | -365464 | -708809 | -479775 |
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4066,
"evaluation_days": 1355.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1645372800000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758888984180,
"expiration_time": 1762386624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 125,
"offset": 0,
"std": 2.5391
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
313367.5134816843,
243106.5199417309,
70260.9935399533,
19620.0953104765,
2782.6028608458,
16837.4924496306
],
[
313.367513,
243.10652,
70.260994,
19.620095,
2.782603,
16.837492
],
[
0.231211,
0.179371,
0.051841,
0.013219,
0.002025,
0.011482
],
[
10,
10,
10,
10,
10,
10
],
[
-128455,
-85186,
-91064,
-114781,
-69310,
-91355
],
[
1.492076,
1.711818,
1.237932,
1.033334,
1.008928,
1.060798
],
[
128,
64,
64,
128,
64,
64
],
[
65,
27,
38,
65,
27,
38
],
[
63,
37,
26,
63,
37,
26
],
[
50.78125,
42.1875,
59.375,
50.78125,
42.1875,
59.375
],
[
1.446166,
2.345824,
0.847006,
1.001539,
1.382606,
0.725809
],
[
246587,
246587,
54211,
61026,
61026,
49006
],
[
-50495,
-30644,
-50495,
-46442,
-34730,
-46442
],
[
29,
24,
35,
29,
24,
35
],
[
39,
29,
47,
39,
29,
47
],
[
19,
20,
17,
19,
20,
17
],
[
3812,
1570,
2242,
3812,
1570,
2242
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355100,
-131529,
-263612,
-365464,
-708809,
-479775
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4066,
"evaluation_days": 1355.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1645372800000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758888984180,
"expiration_time": 1762386624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 125,
"offset": 0,
"std": 2.5391
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|