Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369284.5496 | 262886.0773 | 106398.4722 | 326526.7417 | 370272.8713 | -43746.1296 |
Total P&L (%) | 369.2846 | 262.8861 | 106.3985 | 326.5267 | 370.2729 | -43.7461 |
Avg Daily Profit (%) | 0.2727 | 0.1942 | 0.0786 | 0.1072 | 0.1144 | -0.0425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67337 | -65872 | -68760 | -159922 | -117810 | -266603 |
Profit Factor | 1.9087 | 2.3836 | 1.4917 | 1.3396 | 2.0511 | 0.9282 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 47.8873 | 44.4444 | 51.4286 | 47.8873 | 44.4444 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.0771 | 2.9795 | 1.4089 | 1.4578 | 2.5639 | 0.8766 |
Largest Winning Trade | 165094 | 165094 | 66938 | 176511 | 176511 | 145705 |
Largest Losing Trade | -46226 | -21111 | -46226 | -128391 | -63713 | -128391 |
Avg Bars in Trades | 36 | 25 | 46 | 36 | 25 | 46 |
Avg Bars in Winners | 54 | 38 | 68 | 54 | 38 | 68 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 2560 | 930 | 1630 | 2560 | 930 | 1630 |
Profit Streak | 12.5869 | 40.5869 | 0 | 12.5869 | 40.5869 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79617 | 387915 | -86600 | -141051 | -37705 | -580602 |
{ "trading_pair": "IMX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2708, "evaluation_days": 1354, "actual_first_datapoint_time": 1641772800000, "first_datapoint_time": 1646827200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758895507333, "expiration_time": 1762224768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 6, "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": [ [ 369284.5495581951, 262886.0773269054, 106398.4722312897, 326526.7416865095, 370272.8713297934, -43746.1296432839 ], [ 369.28455, 262.886077, 106.398472, 326.526742, 370.272871, -43.74613 ], [ 0.272736, 0.194155, 0.078581, 0.107185, 0.114404, -0.04248 ], [ 10, 10, 10, 10, 10, 10 ], [ -67337, -65872, -68760, -159922, -117810, -266603 ], [ 1.908728, 2.383601, 1.491734, 1.339593, 2.051098, 0.928197 ], [ 71, 36, 35, 71, 36, 35 ], [ 34, 16, 18, 34, 16, 18 ], [ 37, 20, 17, 37, 20, 17 ], [ 47.887324, 44.444444, 51.428571, 47.887324, 44.444444, 51.428571 ], [ 2.077145, 2.979501, 1.40886, 1.457793, 2.563872, 0.87663 ], [ 165094, 165094, 66938, 176511, 176511, 145705 ], [ -46226, -21111, -46226, -128391, -63713, -128391 ], [ 36, 25, 46, 36, 25, 46 ], [ 54, 38, 68, 54, 38, 68 ], [ 19, 16, 23, 19, 16, 23 ], [ 2560, 930, 1630, 2560, 930, 1630 ], [ 12.58689, 40.58689, 0, 12.58689, 40.58689, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79617, 387915, -86600, -141051, -37705, -580602 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2708, "evaluation_days": 1354, "actual_first_datapoint_time": 1641772800000, "first_datapoint_time": 1646827200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758895507333, "expiration_time": 1762224768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 6, "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) |
---|