| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 434658.2592 | 285372.2348 | 149286.0244 | 842993.0203 | 465989.3825 | 377003.6379 |
| Total P&L (%) | 434.6583 | 285.3722 | 149.286 | 842.993 | 465.9894 | 377.0036 |
| Avg Daily Profit (%) | 0.3198 | 0.21 | 0.1099 | 0.1653 | 0.1276 | 0.115 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106559 | -87985 | -57947 | -561944 | -216607 | -437805 |
| Profit Factor | 1.8643 | 2.1584 | 1.5819 | 1.4952 | 1.5725 | 1.4244 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
| Profitability (%) | 46.9388 | 46.9388 | 46.9388 | 46.9388 | 46.9388 | 46.9388 |
| Ratio Avg Win / Avg Loss | 2.1075 | 2.4399 | 1.7882 | 1.6902 | 1.7776 | 1.6101 |
| Largest Winning Trade | 144088 | 144088 | 51039 | 273341 | 232222 | 273341 |
| Largest Losing Trade | -38960 | -22771 | -38960 | -177376 | -177376 | -158873 |
| Avg Bars in Trades | 158 | 127 | 189 | 158 | 127 | 189 |
| Avg Bars in Winners | 213 | 161 | 264 | 213 | 161 | 264 |
| Avg Bars in Losers | 110 | 97 | 123 | 110 | 97 | 123 |
| Bars Traded | 15545 | 6246 | 9299 | 15545 | 6246 | 9299 |
| Profit Streak | 0 | 35.5436 | 0 | 0 | 35.5436 | 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 | 405152 | 421542 | -44516 | 331165 | -19874 | -38572 |
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16308,
"evaluation_days": 1359,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643601600000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759222964301,
"expiration_time": 1763446233600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 149,
"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": [
[
434658.2591977728,
285372.2348360752,
149286.024361698,
842993.0203462082,
465989.3824915183,
377003.6378546901
],
[
434.658259,
285.372235,
149.286024,
842.99302,
465.989382,
377.003638
],
[
0.319837,
0.209987,
0.10985,
0.16525,
0.127631,
0.11503
],
[
10,
10,
10,
10,
10,
10
],
[
-106559,
-87985,
-57947,
-561944,
-216607,
-437805
],
[
1.864292,
2.158412,
1.581879,
1.49518,
1.572484,
1.424353
],
[
98,
49,
49,
98,
49,
49
],
[
46,
23,
23,
46,
23,
23
],
[
52,
26,
26,
52,
26,
26
],
[
46.938776,
46.938776,
46.938776,
46.938776,
46.938776,
46.938776
],
[
2.107461,
2.439944,
1.788211,
1.690203,
1.777591,
1.610138
],
[
144088,
144088,
51039,
273341,
232222,
273341
],
[
-38960,
-22771,
-38960,
-177376,
-177376,
-158873
],
[
158,
127,
189,
158,
127,
189
],
[
213,
161,
264,
213,
161,
264
],
[
110,
97,
123,
110,
97,
123
],
[
15545,
6246,
9299,
15545,
6246,
9299
],
[
0,
35.543568,
0,
0,
35.543568,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
405152,
421542,
-44516,
331165,
-19874,
-38572
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16308,
"evaluation_days": 1359,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643601600000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759222964301,
"expiration_time": 1763446233600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 149,
"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) |
|---|