| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 349857.9102 | 245620.2361 | 104237.6741 | 181047.2722 | 132717.6024 | 48329.6698 |
| Total P&L (%) | 349.8579 | 245.6202 | 104.2377 | 181.0473 | 132.7176 | 48.3297 |
| Avg Daily Profit (%) | 0.2573 | 0.1806 | 0.0767 | 0.076 | 0.0621 | 0.029 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162715 | -79099 | -105761 | -215930 | -89429 | -168903 |
| Profit Factor | 1.4498 | 1.7438 | 1.2329 | 1.1621 | 1.2677 | 1.0778 |
| Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
| Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
| Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
| Profitability (%) | 51.5337 | 46.3415 | 56.7901 | 51.5337 | 46.3415 | 56.7901 |
| Ratio Avg Win / Avg Loss | 1.3635 | 2.0191 | 0.9381 | 1.0929 | 1.4678 | 0.8201 |
| Largest Winning Trade | 93632 | 93632 | 54174 | 92907 | 92907 | 81548 |
| Largest Losing Trade | -66720 | -26571 | -66720 | -79128 | -74132 | -79128 |
| Avg Bars in Trades | 95 | 71 | 118 | 95 | 71 | 118 |
| Avg Bars in Winners | 108 | 71 | 139 | 108 | 71 | 139 |
| Avg Bars in Losers | 81 | 72 | 92 | 81 | 72 | 92 |
| Bars Traded | 15530 | 5899 | 9631 | 15530 | 5899 | 9631 |
| Profit Streak | 0 | 0 | 17.0738 | 0 | 0 | 17.0738 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 365864 | 175691 | -103099 | -132640 | -115955 | -302753 |
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16318,
"evaluation_days": 1359.83,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643508000000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759297572024,
"expiration_time": 1763520825600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 105,
"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": [
[
349857.9102303525,
245620.2361406034,
104237.6740897494,
181047.2721823658,
132717.6023521569,
48329.669830209
],
[
349.85791,
245.620236,
104.237674,
181.047272,
132.717602,
48.32967
],
[
0.257281,
0.180626,
0.076655,
0.07602,
0.062134,
0.028998
],
[
10,
10,
10,
10,
10,
10
],
[
-162715,
-79099,
-105761,
-215930,
-89429,
-168903
],
[
1.449825,
1.743768,
1.23292,
1.162073,
1.267678,
1.077793
],
[
163,
82,
81,
163,
82,
81
],
[
84,
38,
46,
84,
38,
46
],
[
79,
44,
35,
79,
44,
35
],
[
51.533742,
46.341463,
56.790123,
51.533742,
46.341463,
56.790123
],
[
1.363526,
2.0191,
0.938091,
1.092902,
1.467837,
0.82006
],
[
93632,
93632,
54174,
92907,
92907,
81548
],
[
-66720,
-26571,
-66720,
-79128,
-74132,
-79128
],
[
95,
71,
118,
95,
71,
118
],
[
108,
71,
139,
108,
71,
139
],
[
81,
72,
92,
81,
72,
92
],
[
15530,
5899,
9631,
15530,
5899,
9631
],
[
0,
0,
17.07375,
0,
0,
17.07375
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365864,
175691,
-103099,
-132640,
-115955,
-302753
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16318,
"evaluation_days": 1359.83,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1643508000000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759297572024,
"expiration_time": 1763520825600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 105,
"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) |
|---|