| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 370295.2083 | 269475.8418 | 100819.3665 | 234876.5745 | 144855.4702 | 90021.1044 |
| Total P&L (%) | 370.2952 | 269.4758 | 100.8194 | 234.8766 | 144.8555 | 90.0211 |
| Avg Daily Profit (%) | 0.2713 | 0.1974 | 0.0739 | 0.0886 | 0.0656 | 0.047 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124423 | -101793 | -101635 | -167859 | -131084 | -129558 |
| Profit Factor | 1.6038 | 1.8441 | 1.343 | 1.3264 | 1.3732 | 1.2717 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
| Profitability (%) | 49 | 42 | 56 | 49 | 42 | 56 |
| Ratio Avg Win / Avg Loss | 1.6693 | 2.5466 | 1.0552 | 1.3806 | 1.8963 | 0.9992 |
| Largest Winning Trade | 152350 | 152350 | 33886 | 88016 | 88016 | 60614 |
| Largest Losing Trade | -44757 | -30789 | -44757 | -92821 | -78950 | -92821 |
| Avg Bars in Trades | 39 | 43 | 34 | 39 | 43 | 34 |
| Avg Bars in Winners | 47 | 55 | 41 | 47 | 55 | 41 |
| Avg Bars in Losers | 31 | 35 | 25 | 31 | 35 | 25 |
| Bars Traded | 3928 | 2188 | 1739 | 3928 | 2188 | 1739 |
| Profit Streak | 47.0637 | 47.0637 | 56.7304 | 47.0637 | 47.0637 | 56.7304 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 436753 | -171508 | -272696 | -73586 | -286269 | -310557 |
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4095,
"evaluation_days": 1365,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1644883200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759743102770,
"expiration_time": 1763246880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 16,
"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": [
[
370295.2083393877,
269475.8418448156,
100819.3664945721,
234876.574548875,
144855.4701606372,
90021.1043882378
],
[
370.295208,
269.475842,
100.819366,
234.876575,
144.85547,
90.021104
],
[
0.271279,
0.197418,
0.07386,
0.088581,
0.065626,
0.047041
],
[
10,
10,
10,
10,
10,
10
],
[
-124423,
-101793,
-101635,
-167859,
-131084,
-129558
],
[
1.60384,
1.844073,
1.34295,
1.326446,
1.373211,
1.271669
],
[
100,
50,
50,
100,
50,
50
],
[
49,
21,
28,
49,
21,
28
],
[
51,
29,
22,
51,
29,
22
],
[
49,
42,
56,
49,
42,
56
],
[
1.669303,
2.546577,
1.055175,
1.380587,
1.896339,
0.999168
],
[
152350,
152350,
33886,
88016,
88016,
60614
],
[
-44757,
-30789,
-44757,
-92821,
-78950,
-92821
],
[
39,
43,
34,
39,
43,
34
],
[
47,
55,
41,
47,
55,
41
],
[
31,
35,
25,
31,
35,
25
],
[
3928,
2188,
1739,
3928,
2188,
1739
],
[
47.063689,
47.063689,
56.730356,
47.063689,
47.063689,
56.730356
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436753,
-171508,
-272696,
-73586,
-286269,
-310557
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4095,
"evaluation_days": 1365,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1644883200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759743102770,
"expiration_time": 1763246880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 16,
"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) |
|---|