| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 497758.2364 | 361318.7897 | 136439.4467 | 531135.7704 | 152706.0147 | 378429.7557 |
| Total P&L (%) | 497.7582 | 361.3188 | 136.4394 | 531.1358 | 152.706 | 378.4298 |
| Avg Daily Profit (%) | 0.3648 | 0.2648 | 0.1 | 0.1351 | 0.068 | 0.1148 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96681 | -80835 | -35426 | -712836 | -799184 | -213509 |
| Profit Factor | 2.6142 | 2.7796 | 2.2954 | 1.3411 | 1.1395 | 1.8185 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
| Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
| Profitability (%) | 60.3448 | 48.2759 | 72.4138 | 60.3448 | 48.2759 | 72.4138 |
| Ratio Avg Win / Avg Loss | 1.7179 | 2.9781 | 0.8745 | 0.8813 | 1.2209 | 0.6928 |
| Largest Winning Trade | 382534 | 382534 | 39177 | 805413 | 805413 | 204808 |
| Largest Losing Trade | -39856 | -39856 | -30981 | -395818 | -395818 | -189016 |
| Avg Bars in Trades | 41 | 32 | 50 | 41 | 32 | 50 |
| Avg Bars in Winners | 51 | 40 | 58 | 51 | 40 | 58 |
| Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
| Bars Traded | 2412 | 952 | 1460 | 2412 | 952 | 1460 |
| Profit Streak | 54.8698 | 92.3698 | 54.8698 | 54.8698 | 92.3698 | 54.8698 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -162677 | 493680 | -54057 | -190265 | -169040 | -35253 |
{
"trading_pair": "IMX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2729,
"evaluation_days": 1364.5,
"actual_first_datapoint_time": 1641772800000,
"first_datapoint_time": 1648944000000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759654347815,
"expiration_time": 1763159184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 21,
"offset": 146
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
497758.2364276082,
361318.7896956305,
136439.4467319776,
531135.7703561886,
152706.0146700582,
378429.7556861305
],
[
497.758236,
361.31879,
136.439447,
531.13577,
152.706015,
378.429756
],
[
0.364792,
0.264799,
0.099992,
0.135111,
0.067964,
0.114785
],
[
10,
10,
10,
10,
10,
10
],
[
-96681,
-80835,
-35426,
-712836,
-799184,
-213509
],
[
2.614197,
2.779551,
2.295433,
1.34111,
1.139491,
1.818512
],
[
58,
29,
29,
58,
29,
29
],
[
35,
14,
21,
35,
14,
21
],
[
23,
15,
8,
23,
15,
8
],
[
60.344828,
48.275862,
72.413793,
60.344828,
48.275862,
72.413793
],
[
1.717901,
2.97809,
0.874451,
0.881301,
1.220883,
0.692766
],
[
382534,
382534,
39177,
805413,
805413,
204808
],
[
-39856,
-39856,
-30981,
-395818,
-395818,
-189016
],
[
41,
32,
50,
41,
32,
50
],
[
51,
40,
58,
51,
40,
58
],
[
27,
26,
28,
27,
26,
28
],
[
2412,
952,
1460,
2412,
952,
1460
],
[
54.869766,
92.369766,
54.869766,
54.869766,
92.369766,
54.869766
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-162677,
493680,
-54057,
-190265,
-169040,
-35253
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2729,
"evaluation_days": 1364.5,
"actual_first_datapoint_time": 1641772800000,
"first_datapoint_time": 1648944000000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759654347815,
"expiration_time": 1763159184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 21,
"offset": 146
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|