| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 440206.8437 | 309478.0622 | 130728.7815 | 537633.7736 | 341818.6845 | 195815.0891 |
| Total P&L (%) | 440.2068 | 309.4781 | 130.7288 | 537.6338 | 341.8187 | 195.8151 |
| Avg Daily Profit (%) | 0.3221 | 0.2264 | 0.0957 | 0.1356 | 0.1088 | 0.0794 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -77571 | -52388 | -82534 | -694947 | -534646 | -520406 |
| Profit Factor | 1.8489 | 2.1348 | 1.5318 | 1.207 | 1.2584 | 1.1536 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
| Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Profitability (%) | 50.9091 | 47.2727 | 54.5455 | 50.9091 | 47.2727 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.7829 | 2.3812 | 1.2765 | 1.1638 | 1.4035 | 0.9613 |
| Largest Winning Trade | 162469 | 162469 | 33508 | 388886 | 388886 | 243750 |
| Largest Losing Trade | -43691 | -42931 | -43691 | -476533 | -476533 | -238763 |
| Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
| Avg Bars in Winners | 45 | 52 | 39 | 45 | 52 | 39 |
| Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
| Bars Traded | 3906 | 2122 | 1785 | 3906 | 2122 | 1785 |
| Profit Streak | 23.8627 | 40.8627 | 23.8627 | 23.8627 | 40.8627 | 23.8627 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 507223 | -168221 | -242200 | -10095 | -228077 | -318614 |
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4100,
"evaluation_days": 1366.67,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1645632000000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759869734011,
"expiration_time": 1763395200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
440206.843735561,
309478.0622311383,
130728.7815044225,
537633.7736243013,
341818.6845399,
195815.089084401
],
[
440.206844,
309.478062,
130.728782,
537.633774,
341.818685,
195.815089
],
[
0.322102,
0.226447,
0.095655,
0.135647,
0.108771,
0.07939
],
[
10,
10,
10,
10,
10,
10
],
[
-77571,
-52388,
-82534,
-694947,
-534646,
-520406
],
[
1.84891,
2.134824,
1.531753,
1.206953,
1.258354,
1.153606
],
[
110,
55,
55,
110,
55,
55
],
[
56,
26,
30,
56,
26,
30
],
[
54,
29,
25,
54,
29,
25
],
[
50.909091,
47.272727,
54.545455,
50.909091,
47.272727,
54.545455
],
[
1.782877,
2.38115,
1.27646,
1.163848,
1.403549,
0.961338
],
[
162469,
162469,
33508,
388886,
388886,
243750
],
[
-43691,
-42931,
-43691,
-476533,
-476533,
-238763
],
[
35,
38,
32,
35,
38,
32
],
[
45,
52,
39,
45,
52,
39
],
[
25,
26,
24,
25,
26,
24
],
[
3906,
2122,
1785,
3906,
2122,
1785
],
[
23.862662,
40.862662,
23.862662,
23.862662,
40.862662,
23.862662
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
507223,
-168221,
-242200,
-10095,
-228077,
-318614
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4100,
"evaluation_days": 1366.67,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1645632000000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759869734011,
"expiration_time": 1763395200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|