Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293728.4914 | 230114.0556 | 63614.4358 | -10657.1216 | -28681.0483 | 18023.9266 |
Total P&L (%) | 293.7285 | 230.1141 | 63.6144 | -10.6571 | -28.681 | 18.0239 |
Avg Daily Profit (%) | 0.216 | 0.1692 | 0.0468 | -0.0083 | -0.0249 | 0.0122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139811 | -105898 | -69555 | -507956 | -357049 | -237928 |
Profit Factor | 1.5023 | 1.6777 | 1.2594 | 0.9922 | 0.9645 | 1.0324 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 51.2821 | 41.3793 | 61.0169 | 51.2821 | 41.3793 | 61.0169 |
Ratio Avg Win / Avg Loss | 1.4272 | 2.3767 | 0.8046 | 0.9426 | 1.3664 | 0.6596 |
Largest Winning Trade | 314690 | 314690 | 49933 | 293429 | 293429 | 113273 |
Largest Losing Trade | -48057 | -33118 | -48057 | -179204 | -110066 | -179204 |
Avg Bars in Trades | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Winners | 45 | 41 | 48 | 45 | 41 | 48 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3790 | 1622 | 2168 | 3790 | 1622 | 2168 |
Profit Streak | 0 | 29.7527 | 0 | 0 | 29.7527 | 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 | 343967 | -172053 | -307948 | -580301 | -761701 | -546618 |
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4080, "evaluation_days": 1360, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1648281600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759284237123, "expiration_time": 1762801920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 226, "offset": 0, "scalar": 1 } }, "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": [ [ 293728.4914017617, 230114.0555877474, 63614.4358140143, -10657.1216497448, -28681.0482905458, 18023.9266408011 ], [ 293.728491, 230.114056, 63.614436, -10.657122, -28.681048, 18.023927 ], [ 0.215977, 0.169202, 0.046775, -0.008286, -0.02485, 0.012186 ], [ 10, 10, 10, 10, 10, 10 ], [ -139811, -105898, -69555, -507956, -357049, -237928 ], [ 1.502308, 1.677673, 1.259447, 0.992196, 0.964532, 1.032357 ], [ 117, 58, 59, 117, 58, 59 ], [ 60, 24, 36, 60, 24, 36 ], [ 57, 34, 23, 57, 34, 23 ], [ 51.282051, 41.37931, 61.016949, 51.282051, 41.37931, 61.016949 ], [ 1.427193, 2.376703, 0.804647, 0.942587, 1.36642, 0.659561 ], [ 314690, 314690, 49933, 293429, 293429, 113273 ], [ -48057, -33118, -48057, -179204, -110066, -179204 ], [ 32, 27, 36, 32, 27, 36 ], [ 45, 41, 48, 45, 41, 48 ], [ 18, 18, 18, 18, 18, 18 ], [ 3790, 1622, 2168, 3790, 1622, 2168 ], [ 0, 29.752744, 0, 0, 29.752744, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343967, -172053, -307948, -580301, -761701, -546618 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4080, "evaluation_days": 1360, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1648281600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759284237123, "expiration_time": 1762801920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 226, "offset": 0, "scalar": 1 } }, "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) |
---|