Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314261.0142 | 194888.3447 | 119372.6694 | 458556.0877 | 404866.5678 | 53689.5199 |
Total P&L (%) | 314.261 | 194.8883 | 119.3727 | 458.5561 | 404.8666 | 53.6895 |
Avg Daily Profit (%) | 0.2321 | 0.1439 | 0.0882 | 0.1271 | 0.1197 | 0.0317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73122 | -47683 | -52236 | -580910 | -461320 | -350926 |
Profit Factor | 1.8189 | 1.9752 | 1.649 | 1.1965 | 1.3229 | 1.0497 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 49.0909 | 47.2727 | 50.9091 | 49.0909 | 47.2727 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.8863 | 2.2031 | 1.5901 | 1.2408 | 1.4756 | 1.0122 |
Largest Winning Trade | 112927 | 112927 | 57729 | 515890 | 515890 | 307554 |
Largest Losing Trade | -28122 | -20063 | -28122 | -228925 | -194937 | -228925 |
Avg Bars in Trades | 23 | 11 | 34 | 23 | 11 | 34 |
Avg Bars in Winners | 35 | 14 | 55 | 35 | 14 | 55 |
Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
Bars Traded | 2535 | 652 | 1883 | 2535 | 652 | 1883 |
Profit Streak | 4.0007 | 4.0007 | 13.0007 | 4.0007 | 4.0007 | 13.0007 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424950 | -178197 | -250565 | -27221 | -214103 | -495837 |
{ "trading_pair": "IMX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2708, "evaluation_days": 1354, "actual_first_datapoint_time": 1641772800000, "first_datapoint_time": 1649073600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758931258740, "expiration_time": 1762224768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 244, "offset": 0, "std": 4.53311 } } }
{ "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": [ [ 314261.0141622656, 194888.3447290331, 119372.6694332327, 458556.0877203342, 404866.5678498724, 53689.5198704623 ], [ 314.261014, 194.888345, 119.372669, 458.556088, 404.866568, 53.68952 ], [ 0.232098, 0.143935, 0.088163, 0.127125, 0.119652, 0.031745 ], [ 10, 10, 10, 10, 10, 10 ], [ -73122, -47683, -52236, -580910, -461320, -350926 ], [ 1.818901, 1.97523, 1.649042, 1.196504, 1.322941, 1.049718 ], [ 110, 55, 55, 110, 55, 55 ], [ 54, 26, 28, 54, 26, 28 ], [ 56, 29, 27, 56, 29, 27 ], [ 49.090909, 47.272727, 50.909091, 49.090909, 47.272727, 50.909091 ], [ 1.886267, 2.203141, 1.590148, 1.240819, 1.475588, 1.012228 ], [ 112927, 112927, 57729, 515890, 515890, 307554 ], [ -28122, -20063, -28122, -228925, -194937, -228925 ], [ 23, 11, 34, 23, 11, 34 ], [ 35, 14, 55, 35, 14, 55 ], [ 10, 9, 12, 10, 9, 12 ], [ 2535, 652, 1883, 2535, 652, 1883 ], [ 4.00068, 4.00068, 13.00068, 4.00068, 4.00068, 13.00068 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424950, -178197, -250565, -27221, -214103, -495837 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2708, "evaluation_days": 1354, "actual_first_datapoint_time": 1641772800000, "first_datapoint_time": 1649073600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758931258740, "expiration_time": 1762224768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 244, "offset": 0, "std": 4.53311 } } }
# | 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) |
---|