| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 274200.4824 | 178752.2098 | 95448.2726 | 49687.5974 | 9343.98 | 40343.6174 |
| Total P&L (%) | 274.2005 | 178.7522 | 95.4483 | 49.6876 | 9.344 | 40.3436 |
| Avg Daily Profit (%) | 0.2004 | 0.1307 | 0.0698 | 0.0295 | 0.0065 | 0.0248 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121985 | -75386 | -120895 | -153165 | -78387 | -132010 |
| Profit Factor | 1.5247 | 1.5667 | 1.4608 | 1.0914 | 1.0277 | 1.1958 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
| Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
| Profitability (%) | 44.186 | 37.2093 | 51.1628 | 44.186 | 37.2093 | 51.1628 |
| Ratio Avg Win / Avg Loss | 1.926 | 2.6438 | 1.3944 | 1.3786 | 1.7342 | 1.1414 |
| Largest Winning Trade | 94148 | 94148 | 41250 | 56365 | 56365 | 46970 |
| Largest Losing Trade | -73144 | -37087 | -73144 | -62424 | -59651 | -62424 |
| Avg Bars in Trades | 44 | 58 | 30 | 44 | 58 | 30 |
| Avg Bars in Winners | 57 | 80 | 41 | 57 | 80 | 41 |
| Avg Bars in Losers | 34 | 45 | 20 | 34 | 45 | 20 |
| Bars Traded | 3845 | 2523 | 1322 | 3845 | 2523 | 1322 |
| Profit Streak | 35.7727 | 39.1061 | 0 | 35.7727 | 39.1061 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 313374 | -19694 | -98508 | -276365 | -542801 | -166928 |
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4104,
"evaluation_days": 1368,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1648080000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759977164726,
"expiration_time": 1763513856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 51,
"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": [
[
274200.482411297,
178752.2097658394,
95448.2726454575,
49687.5974237273,
9343.9799993992,
40343.6174243279
],
[
274.200482,
178.75221,
95.448273,
49.687597,
9.34398,
40.343617
],
[
0.200439,
0.130667,
0.069772,
0.029491,
0.00653,
0.024778
],
[
10,
10,
10,
10,
10,
10
],
[
-121985,
-75386,
-120895,
-153165,
-78387,
-132010
],
[
1.524722,
1.566679,
1.460825,
1.09136,
1.027661,
1.19578
],
[
86,
43,
43,
86,
43,
43
],
[
38,
16,
22,
38,
16,
22
],
[
48,
27,
21,
48,
27,
21
],
[
44.186047,
37.209302,
51.162791,
44.186047,
37.209302,
51.162791
],
[
1.925965,
2.64377,
1.394424,
1.37856,
1.734178,
1.141426
],
[
94148,
94148,
41250,
56365,
56365,
46970
],
[
-73144,
-37087,
-73144,
-62424,
-59651,
-62424
],
[
44,
58,
30,
44,
58,
30
],
[
57,
80,
41,
57,
80,
41
],
[
34,
45,
20,
34,
45,
20
],
[
3845,
2523,
1322,
3845,
2523,
1322
],
[
35.77274,
39.106073,
0,
35.77274,
39.106073,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313374,
-19694,
-98508,
-276365,
-542801,
-166928
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4104,
"evaluation_days": 1368,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1648080000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759977164726,
"expiration_time": 1763513856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 51,
"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) |
|---|