Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370199.1849 | 246576.0587 | 123623.1262 | 36854.3482 | 72851.7035 | -35997.3553 |
Total P&L (%) | 370.1992 | 246.5761 | 123.6231 | 36.8543 | 72.8517 | -35.9974 |
Avg Daily Profit (%) | 0.2702 | 0.1799 | 0.0902 | 0.0229 | 0.0399 | -0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163091 | -81831 | -85635 | -234209 | -133540 | -210835 |
Profit Factor | 1.5429 | 1.6662 | 1.3965 | 1.0358 | 1.1433 | 0.931 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 48 | 17 | 31 | 48 | 17 | 31 |
Losing Trades | 57 | 36 | 21 | 57 | 36 | 21 |
Profitability (%) | 45.7143 | 32.0755 | 59.6154 | 45.7143 | 32.0755 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.8322 | 3.5284 | 0.946 | 1.23 | 2.4211 | 0.6306 |
Largest Winning Trade | 156813 | 156813 | 41652 | 147985 | 147985 | 53910 |
Largest Losing Trade | -74658 | -34942 | -74658 | -156664 | -73503 | -156664 |
Avg Bars in Trades | 153 | 139 | 168 | 153 | 139 | 168 |
Avg Bars in Winners | 229 | 239 | 224 | 229 | 239 | 224 |
Avg Bars in Losers | 90 | 92 | 86 | 90 | 92 | 86 |
Bars Traded | 16158 | 7386 | 8773 | 16158 | 7386 | 8773 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342456 | -176698 | -252322 | -347320 | -388627 | -759586 |
{ "trading_pair": "IMX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16444, "evaluation_days": 1370.33, "actual_first_datapoint_time": 1641808800000, "first_datapoint_time": 1643140800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760201894916, "expiration_time": 1764460684800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 3 } } }
{ "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": [ [ 370199.1848940693, 246576.0586639209, 123623.1262301487, 36854.3482156902, 72851.7035413548, -35997.3553256645 ], [ 370.199185, 246.576059, 123.623126, 36.854348, 72.851704, -35.997355 ], [ 0.270153, 0.179939, 0.090214, 0.022898, 0.039945, -0.03256 ], [ 10, 10, 10, 10, 10, 10 ], [ -163091, -81831, -85635, -234209, -133540, -210835 ], [ 1.542898, 1.666187, 1.396528, 1.035792, 1.143308, 0.930952 ], [ 105, 53, 52, 105, 53, 52 ], [ 48, 17, 31, 48, 17, 31 ], [ 57, 36, 21, 57, 36, 21 ], [ 45.714286, 32.075472, 59.615385, 45.714286, 32.075472, 59.615385 ], [ 1.832192, 3.528396, 0.946035, 1.230003, 2.421123, 0.630645 ], [ 156813, 156813, 41652, 147985, 147985, 53910 ], [ -74658, -34942, -74658, -156664, -73503, -156664 ], [ 153, 139, 168, 153, 139, 168 ], [ 229, 239, 224, 229, 239, 224 ], [ 90, 92, 86, 90, 92, 86 ], [ 16158, 7386, 8773, 16158, 7386, 8773 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342456, -176698, -252322, -347320, -388627, -759586 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16444, "evaluation_days": 1370.33, "actual_first_datapoint_time": 1641808800000, "first_datapoint_time": 1643140800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760201894916, "expiration_time": 1764460684800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 3 } } }
# | 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) |
---|