Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305906.6382 | 238716.1813 | 67190.4569 | -807.6215 | 12934.6723 | -13742.2939 |
Total P&L (%) | 305.9066 | 238.7162 | 67.1905 | -0.8076 | 12.9347 | -13.7423 |
Avg Daily Profit (%) | 0.2254 | 0.1759 | 0.0495 | -0.0006 | 0.009 | -0.0109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164107 | -94642 | -115875 | -113353 | -54288 | -84313 |
Profit Factor | 1.447 | 1.7079 | 1.1936 | 0.998 | 1.0745 | 0.9388 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 54 | 20 | 34 | 54 | 20 | 34 |
Losing Trades | 68 | 41 | 27 | 68 | 41 | 27 |
Profitability (%) | 44.2623 | 32.7869 | 55.7377 | 44.2623 | 32.7869 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.8222 | 3.5012 | 0.9478 | 1.2567 | 2.2028 | 0.7455 |
Largest Winning Trade | 146189 | 146189 | 52668 | 39236 | 38547 | 39236 |
Largest Losing Trade | -72158 | -26951 | -72158 | -38395 | -25947 | -38395 |
Avg Bars in Trades | 132 | 112 | 151 | 132 | 112 | 151 |
Avg Bars in Winners | 193 | 167 | 208 | 193 | 167 | 208 |
Avg Bars in Losers | 83 | 85 | 79 | 83 | 85 | 79 |
Bars Traded | 16120 | 6871 | 9249 | 16120 | 6871 | 9249 |
Profit Streak | 17.1334 | 38.6334 | 0 | 17.1334 | 38.6334 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309374 | -157012 | -297193 | -580449 | -560436 | -741714 |
{ "trading_pair": "IMX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16287, "evaluation_days": 1357.25, "actual_first_datapoint_time": 1641808800000, "first_datapoint_time": 1642708800000, "last_datapoint_time": 1759068000000, "evaluation_time": 1759072322890, "expiration_time": 1763289590400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 126, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 69, "offset": 0, "std": 1.71973 } } }
{ "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": [ [ 305906.638238801, 238716.1813140438, 67190.4569247571, -807.6215437035, 12934.6723200294, -13742.2938637329 ], [ 305.906638, 238.716181, 67.190457, -0.807622, 12.934672, -13.742294 ], [ 0.225387, 0.175882, 0.049505, -0.000597, 0.008963, -0.010891 ], [ 10, 10, 10, 10, 10, 10 ], [ -164107, -94642, -115875, -113353, -54288, -84313 ], [ 1.447012, 1.707896, 1.193567, 0.997972, 1.074524, 0.938812 ], [ 122, 61, 61, 122, 61, 61 ], [ 54, 20, 34, 54, 20, 34 ], [ 68, 41, 27, 68, 41, 27 ], [ 44.262295, 32.786885, 55.737705, 44.262295, 32.786885, 55.737705 ], [ 1.822163, 3.501187, 0.947832, 1.256705, 2.202774, 0.745527 ], [ 146189, 146189, 52668, 39236, 38547, 39236 ], [ -72158, -26951, -72158, -38395, -25947, -38395 ], [ 132, 112, 151, 132, 112, 151 ], [ 193, 167, 208, 193, 167, 208 ], [ 83, 85, 79, 83, 85, 79 ], [ 16120, 6871, 9249, 16120, 6871, 9249 ], [ 17.133367, 38.633367, 0, 17.133367, 38.633367, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309374, -157012, -297193, -580449, -560436, -741714 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16287, "evaluation_days": 1357.25, "actual_first_datapoint_time": 1641808800000, "first_datapoint_time": 1642708800000, "last_datapoint_time": 1759068000000, "evaluation_time": 1759072322890, "expiration_time": 1763289590400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 126, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 69, "offset": 0, "std": 1.71973 } } }
# | 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) |
---|