| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 341840.1451 | 233782.6406 | 108057.5045 | 138704.491 | 182561.5941 | -43857.1032 |
| Total P&L (%) | 341.8401 | 233.7826 | 108.0575 | 138.7045 | 182.5616 | -43.8571 |
| Avg Daily Profit (%) | 0.2506 | 0.1714 | 0.0792 | 0.0638 | 0.0762 | -0.0423 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108463 | -82492 | -72716 | -233500 | -182361 | -199154 |
| Profit Factor | 1.3746 | 1.5264 | 1.2307 | 1.095 | 1.2697 | 0.944 |
| Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
| Winning Trades | 158 | 71 | 87 | 158 | 71 | 87 |
| Losing Trades | 191 | 103 | 88 | 191 | 103 | 88 |
| Profitability (%) | 45.1429 | 40.5714 | 49.7143 | 45.1429 | 40.5714 | 49.7143 |
| Ratio Avg Win / Avg Loss | 1.6617 | 2.2143 | 1.2448 | 1.3237 | 1.842 | 0.9548 |
| Largest Winning Trade | 132709 | 132709 | 39263 | 118853 | 118853 | 73596 |
| Largest Losing Trade | -46188 | -21786 | -46188 | -67987 | -39084 | -67987 |
| Avg Bars in Trades | 46 | 42 | 50 | 46 | 42 | 50 |
| Avg Bars in Winners | 62 | 56 | 67 | 62 | 56 | 67 |
| Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
| Bars Traded | 16238 | 7446 | 8792 | 16238 | 7446 | 8792 |
| Profit Streak | 0 | 7.2758 | 0 | 0 | 7.2758 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347239 | 280665 | -87274 | -223801 | -92385 | -580528 |
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16369,
"evaluation_days": 1364.08,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1642716000000,
"last_datapoint_time": 1759658400000,
"evaluation_time": 1759660629473,
"expiration_time": 1763901244800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 126
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 27,
"offset": 0,
"a": 0.70538
}
}
} {
"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": [
[
341840.145101519,
233782.6405841275,
108057.5045173913,
138704.4909533225,
182561.5941188682,
-43857.1031655456
],
[
341.840145,
233.782641,
108.057505,
138.704491,
182.561594,
-43.857103
],
[
0.250601,
0.171385,
0.079216,
0.063804,
0.076177,
-0.04231
],
[
10,
10,
10,
10,
10,
10
],
[
-108463,
-82492,
-72716,
-233500,
-182361,
-199154
],
[
1.374609,
1.526378,
1.2307,
1.095017,
1.2697,
0.94398
],
[
350,
175,
175,
350,
175,
175
],
[
158,
71,
87,
158,
71,
87
],
[
191,
103,
88,
191,
103,
88
],
[
45.142857,
40.571429,
49.714286,
45.142857,
40.571429,
49.714286
],
[
1.661711,
2.214323,
1.244846,
1.323723,
1.84196,
0.95483
],
[
132709,
132709,
39263,
118853,
118853,
73596
],
[
-46188,
-21786,
-46188,
-67987,
-39084,
-67987
],
[
46,
42,
50,
46,
42,
50
],
[
62,
56,
67,
62,
56,
67
],
[
33,
33,
33,
33,
33,
33
],
[
16238,
7446,
8792,
16238,
7446,
8792
],
[
0,
7.275804,
0,
0,
7.275804,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347239,
280665,
-87274,
-223801,
-92385,
-580528
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16369,
"evaluation_days": 1364.08,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1642716000000,
"last_datapoint_time": 1759658400000,
"evaluation_time": 1759660629473,
"expiration_time": 1763901244800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 126
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 27,
"offset": 0,
"a": 0.70538
}
}
}
| # | 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) |
|---|