| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 290537.8261 | 190802.5151 | 99735.311 | 199075.968 | 306379.0774 | -107303.1094 |
| Total P&L (%) | 290.5378 | 190.8025 | 99.7353 | 199.076 | 306.3791 | -107.3031 |
| Avg Daily Profit (%) | 0.2143 | 0.1407 | 0.0736 | 0.0808 | 0.1035 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101638 | -47593 | -64504 | -564804 | -217837 | -358927 |
| Profit Factor | 1.5442 | 1.7806 | 1.3446 | 1.0942 | 1.3346 | 0.9104 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
| Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Profitability (%) | 53.2609 | 56.5217 | 50 | 53.2609 | 56.5217 | 50 |
| Ratio Avg Win / Avg Loss | 1.3552 | 1.3697 | 1.3446 | 0.9602 | 1.0266 | 0.9104 |
| Largest Winning Trade | 70339 | 70339 | 51655 | 187080 | 187080 | 133387 |
| Largest Losing Trade | -40934 | -27891 | -40934 | -210461 | -180442 | -210461 |
| Avg Bars in Trades | 41 | 27 | 56 | 41 | 27 | 56 |
| Avg Bars in Winners | 43 | 21 | 68 | 43 | 21 | 68 |
| Avg Bars in Losers | 39 | 35 | 43 | 39 | 35 | 43 |
| Bars Traded | 3836 | 1255 | 2581 | 3836 | 1255 | 2581 |
| 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 | 359568 | -1685 | -94284 | -202914 | -53341 | -580704 |
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4067,
"evaluation_days": 1355.67,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1644480000000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758939481845,
"expiration_time": 1762416288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 94,
"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": [
[
290537.8261442388,
190802.5151194325,
99735.3110248062,
199075.9680219883,
306379.0774306501,
-107303.1094086613
],
[
290.537826,
190.802515,
99.735311,
199.075968,
306.379077,
-107.303109
],
[
0.214313,
0.140744,
0.073569,
0.080843,
0.10348,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-101638,
-47593,
-64504,
-564804,
-217837,
-358927
],
[
1.544249,
1.780596,
1.344627,
1.094206,
1.334572,
0.910392
],
[
92,
46,
46,
92,
46,
46
],
[
49,
26,
23,
49,
26,
23
],
[
43,
20,
23,
43,
20,
23
],
[
53.26087,
56.521739,
50,
53.26087,
56.521739,
50
],
[
1.355157,
1.36969,
1.344627,
0.960221,
1.026594,
0.910392
],
[
70339,
70339,
51655,
187080,
187080,
133387
],
[
-40934,
-27891,
-40934,
-210461,
-180442,
-210461
],
[
41,
27,
56,
41,
27,
56
],
[
43,
21,
68,
43,
21,
68
],
[
39,
35,
43,
39,
35,
43
],
[
3836,
1255,
2581,
3836,
1255,
2581
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
359568,
-1685,
-94284,
-202914,
-53341,
-580704
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4067,
"evaluation_days": 1355.67,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1644480000000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758939481845,
"expiration_time": 1762416288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 94,
"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) |
|---|