| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 242457.1353 | 231014.4981 | 11442.6373 | 84977.1061 | 132744.1869 | -47767.0808 |
| Total P&L (%) | 242.4571 | 231.0145 | 11.4426 | 84.9771 | 132.7442 | -47.7671 |
| Avg Daily Profit (%) | 0.1776 | 0.1693 | 0.0084 | 0.0451 | 0.0619 | -0.0476 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142712 | -117502 | -32475 | -529630 | -435333 | -129055 |
| Profit Factor | 1.7926 | 1.9758 | 1.1655 | 1.0912 | 1.184 | 0.7733 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 58.4416 | 57.8947 | 58.9744 | 58.4416 | 57.8947 | 58.9744 |
| Ratio Avg Win / Avg Loss | 1.2747 | 1.4369 | 0.8107 | 0.7759 | 0.8611 | 0.538 |
| Largest Winning Trade | 84292 | 84292 | 8711 | 142389 | 142389 | 24720 |
| Largest Losing Trade | -76065 | -76065 | -13907 | -208556 | -208556 | -56771 |
| Avg Bars in Trades | 159 | 307 | 14 | 159 | 307 | 14 |
| Avg Bars in Winners | 96 | 181 | 14 | 96 | 181 | 14 |
| Avg Bars in Losers | 247 | 480 | 15 | 247 | 480 | 15 |
| Bars Traded | 12261 | 11682 | 579 | 12261 | 11682 | 579 |
| Profit Streak | 84.5474 | 84.5474 | 167.6307 | 84.5474 | 84.5474 | 167.6307 |
| Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -33643 | 446462 | -339764 | -297976 | -127626 | -577819 |
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16378,
"evaluation_days": 1364.83,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1642780800000,
"last_datapoint_time": 1759723200000,
"evaluation_time": 1759727294724,
"expiration_time": 1763968377600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 29,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 136,
"offset": 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": [
[
242457.1353437257,
231014.4980907029,
11442.6372530229,
84977.1060802691,
132744.1869018197,
-47767.0808215507
],
[
242.457135,
231.014498,
11.442637,
84.977106,
132.744187,
-47.767081
],
[
0.177646,
0.169262,
0.008384,
0.045075,
0.061915,
-0.047574
],
[
10,
10,
10,
10,
10,
10
],
[
-142712,
-117502,
-32475,
-529630,
-435333,
-129055
],
[
1.792585,
1.97579,
1.16545,
1.091169,
1.184018,
0.773317
],
[
77,
38,
39,
77,
38,
39
],
[
45,
22,
23,
45,
22,
23
],
[
32,
16,
16,
32,
16,
16
],
[
58.441558,
57.894737,
58.974359,
58.441558,
57.894737,
58.974359
],
[
1.274727,
1.436938,
0.810748,
0.775942,
0.861104,
0.537959
],
[
84292,
84292,
8711,
142389,
142389,
24720
],
[
-76065,
-76065,
-13907,
-208556,
-208556,
-56771
],
[
159,
307,
14,
159,
307,
14
],
[
96,
181,
14,
96,
181,
14
],
[
247,
480,
15,
247,
480,
15
],
[
12261,
11682,
579,
12261,
11682,
579
],
[
84.547393,
84.547393,
167.630726,
84.547393,
84.547393,
167.630726
],
[
7,
3,
8,
7,
3,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-33643,
446462,
-339764,
-297976,
-127626,
-577819
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16378,
"evaluation_days": 1364.83,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1642780800000,
"last_datapoint_time": 1759723200000,
"evaluation_time": 1759727294724,
"expiration_time": 1763968377600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 29,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 136,
"offset": 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) |
|---|