| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -58608.4277 | 54280.7155 | -112889.1433 | 1137203.4063 | 334679.2262 | 802524.1801 |
| Total P&L (%) | -58.6084 | 54.2807 | -112.8891 | 1137.2034 | 334.6792 | 802.5242 |
| Avg Daily Profit (%) | -0.0432 | 0.04 | -0.0832 | 0.1855 | 0.1083 | 0.1623 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -397869 | -41791 | -403687 | -1751641 | -681678 | -1168030 |
| Profit Factor | 0.9241 | 1.2851 | 0.8059 | 1.301 | 1.2586 | 1.3231 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 63 | 31 | 32 | 59 | 31 | 28 |
| Losing Trades | 42 | 22 | 20 | 46 | 22 | 24 |
| Profitability (%) | 60 | 58.4906 | 61.5385 | 56.1905 | 58.4906 | 53.8462 |
| Ratio Avg Win / Avg Loss | 0.6161 | 0.912 | 0.5037 | 1.0143 | 0.8932 | 1.1341 |
| Largest Winning Trade | 52708 | 21508 | 52708 | 699301 | 363982 | 699301 |
| Largest Losing Trade | -260926 | -18788 | -260926 | -886912 | -255779 | -886912 |
| Avg Bars in Trades | 148 | 53 | 245 | 148 | 53 | 245 |
| Avg Bars in Winners | 109 | 53 | 162 | 133 | 62 | 210 |
| Avg Bars in Losers | 207 | 53 | 377 | 168 | 40 | 286 |
| Bars Traded | 15611 | 2842 | 12769 | 15611 | 2842 | 12769 |
| Profit Streak | 53.1144 | 94.0311 | 53.1144 | 53.1144 | 94.0311 | 53.1144 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577794 | -319789 | -758774 | 377791 | -227779 | -171053 |
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16284,
"evaluation_days": 1357,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643594400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759049086217,
"expiration_time": 1763267212800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 63,
"offset": 0,
"std": 4.51921
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 249,
"offset": 0,
"a": 0.5962
}
}
} {
"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": [
[
-58608.4277352175,
54280.7155392013,
-112889.1432744188,
1137203.4063132145,
334679.226168787,
802524.1801444277
],
[
-58.608428,
54.280716,
-112.889143,
1137.203406,
334.679226,
802.52418
],
[
-0.04319,
0.040001,
-0.08319,
0.18554,
0.108344,
0.162256
],
[
10,
10,
10,
10,
10,
10
],
[
-397869,
-41791,
-403687,
-1751641,
-681678,
-1168030
],
[
0.924097,
1.285081,
0.805948,
1.300994,
1.258585,
1.323092
],
[
105,
53,
52,
105,
53,
52
],
[
63,
31,
32,
59,
31,
28
],
[
42,
22,
20,
46,
22,
24
],
[
60,
58.490566,
61.538462,
56.190476,
58.490566,
53.846154
],
[
0.616065,
0.911993,
0.503717,
1.014334,
0.89319,
1.134079
],
[
52708,
21508,
52708,
699301,
363982,
699301
],
[
-260926,
-18788,
-260926,
-886912,
-255779,
-886912
],
[
148,
53,
245,
148,
53,
245
],
[
109,
53,
162,
133,
62,
210
],
[
207,
53,
377,
168,
40,
286
],
[
15611,
2842,
12769,
15611,
2842,
12769
],
[
53.114424,
94.03109,
53.114424,
53.114424,
94.03109,
53.114424
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577794,
-319789,
-758774,
377791,
-227779,
-171053
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16284,
"evaluation_days": 1357,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643594400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759049086217,
"expiration_time": 1763267212800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 63,
"offset": 0,
"std": 4.51921
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 249,
"offset": 0,
"a": 0.5962
}
}
}
| # | 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) |
|---|