Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438072.0456 | 301096.6957 | 136975.3499 | 348875.3654 | 178137.269 | 170738.0965 |
Total P&L (%) | 438.072 | 301.0967 | 136.9754 | 348.8754 | 178.1373 | 170.7381 |
Avg Daily Profit (%) | 0.3234 | 0.2223 | 0.1011 | 0.1109 | 0.0755 | 0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95674 | -72404 | -46557 | -515218 | -213704 | -336258 |
Profit Factor | 1.8655 | 1.9212 | 1.764 | 1.1969 | 1.1732 | 1.2296 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 48.6486 | 43.2432 | 54.0541 | 48.6486 | 43.2432 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.9692 | 2.5216 | 1.4994 | 1.2634 | 1.5398 | 1.0452 |
Largest Winning Trade | 239735 | 239735 | 42529 | 220968 | 220968 | 150499 |
Largest Losing Trade | -47160 | -47160 | -19997 | -186513 | -168119 | -186513 |
Avg Bars in Trades | 51 | 54 | 47 | 51 | 54 | 47 |
Avg Bars in Winners | 63 | 59 | 66 | 63 | 59 | 66 |
Avg Bars in Losers | 39 | 50 | 25 | 39 | 50 | 25 |
Bars Traded | 3794 | 2023 | 1771 | 3794 | 2023 | 1771 |
Profit Streak | 0 | 41.9286 | 0 | 0 | 41.9286 | 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 | -57086 | 337968 | -55224 | -118218 | -123085 | -94556 |
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4064, "evaluation_days": 1354.67, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1645516800000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758838631688, "expiration_time": 1762327296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 108, "offset": 0, "multiplier": 3.81416 } } }
{ "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": [ [ 438072.0456014569, 301096.6957099941, 136975.349891463, 348875.3654497414, 178137.2689621478, 170738.0964875934 ], [ 438.072046, 301.096696, 136.97535, 348.875365, 178.137269, 170.738096 ], [ 0.323379, 0.222266, 0.101113, 0.110906, 0.075541, 0.073549 ], [ 10, 10, 10, 10, 10, 10 ], [ -95674, -72404, -46557, -515218, -213704, -336258 ], [ 1.865536, 1.921228, 1.764006, 1.196858, 1.17317, 1.229629 ], [ 74, 37, 37, 74, 37, 37 ], [ 36, 16, 20, 36, 16, 20 ], [ 38, 21, 17, 38, 21, 17 ], [ 48.648649, 43.243243, 54.054054, 48.648649, 43.243243, 54.054054 ], [ 1.969177, 2.521612, 1.499406, 1.26335, 1.539786, 1.045185 ], [ 239735, 239735, 42529, 220968, 220968, 150499 ], [ -47160, -47160, -19997, -186513, -168119, -186513 ], [ 51, 54, 47, 51, 54, 47 ], [ 63, 59, 66, 63, 59, 66 ], [ 39, 50, 25, 39, 50, 25 ], [ 3794, 2023, 1771, 3794, 2023, 1771 ], [ 0, 41.928607, 0, 0, 41.928607, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -57086, 337968, -55224, -118218, -123085, -94556 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4064, "evaluation_days": 1354.67, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1645516800000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758838631688, "expiration_time": 1762327296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 108, "offset": 0, "multiplier": 3.81416 } } }
# | 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) |
---|