Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372821.0216 | 244725.7898 | 128095.2318 | 279041.9796 | 228684.1533 | 50357.8263 |
Total P&L (%) | 372.821 | 244.7258 | 128.0952 | 279.042 | 228.6842 | 50.3578 |
Avg Daily Profit (%) | 0.2731 | 0.1792 | 0.0938 | 0.0976 | 0.0872 | 0.0299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122726 | -75614 | -80765 | -184383 | -159061 | -195814 |
Profit Factor | 1.5971 | 1.7497 | 1.4299 | 1.2922 | 1.4732 | 1.1068 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 40.7407 | 33.3333 | 48.1481 | 40.7407 | 33.3333 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.3231 | 3.4994 | 1.5399 | 1.8796 | 2.9464 | 1.1919 |
Largest Winning Trade | 129205 | 129205 | 45124 | 113651 | 113651 | 73563 |
Largest Losing Trade | -41778 | -22810 | -41778 | -65974 | -43036 | -65974 |
Avg Bars in Trades | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Winners | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 4020 | 1786 | 2234 | 4020 | 1786 | 2234 |
Profit Streak | 27.6803 | 48.0137 | 27.6803 | 27.6803 | 48.0137 | 27.6803 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322342 | -175492 | -245958 | -63772 | -260551 | -437576 |
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4096, "evaluation_days": 1365.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1643673600000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759767581611, "expiration_time": 1763276544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 15, "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": [ [ 372821.0216028627, 244725.7898121338, 128095.2317907287, 279041.9795822109, 228684.1532856029, 50357.8262966079 ], [ 372.821022, 244.72579, 128.095232, 279.04198, 228.684153, 50.357826 ], [ 0.273063, 0.179243, 0.09382, 0.097641, 0.087191, 0.029876 ], [ 10, 10, 10, 10, 10, 10 ], [ -122726, -75614, -80765, -184383, -159061, -195814 ], [ 1.597109, 1.74969, 1.429934, 1.292239, 1.473199, 1.106788 ], [ 108, 54, 54, 108, 54, 54 ], [ 44, 18, 26, 44, 18, 26 ], [ 64, 36, 28, 64, 36, 28 ], [ 40.740741, 33.333333, 48.148148, 40.740741, 33.333333, 48.148148 ], [ 2.323067, 3.499381, 1.539929, 1.879621, 2.946397, 1.191926 ], [ 129205, 129205, 45124, 113651, 113651, 73563 ], [ -41778, -22810, -41778, -65974, -43036, -65974 ], [ 37, 33, 41, 37, 33, 41 ], [ 62, 60, 64, 62, 60, 64 ], [ 19, 19, 20, 19, 19, 20 ], [ 4020, 1786, 2234, 4020, 1786, 2234 ], [ 27.680343, 48.013676, 27.680343, 27.680343, 48.013676, 27.680343 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322342, -175492, -245958, -63772, -260551, -437576 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4096, "evaluation_days": 1365.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1643673600000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759767581611, "expiration_time": 1763276544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 15, "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) |
---|