Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286345.8714 | 222434.7253 | 63911.1461 | 96219.6135 | 372871.0629 | -276651.4494 |
Total P&L (%) | 286.3459 | 222.4347 | 63.9111 | 96.2196 | 372.8711 | -276.6514 |
Avg Daily Profit (%) | 0.2116 | 0.1644 | 0.0472 | 0.0498 | 0.1149 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127110 | -80714 | -83046 | -757455 | -481404 | -451586 |
Profit Factor | 1.4168 | 1.6849 | 1.1764 | 1.0362 | 1.314 | 0.8116 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 55.6604 | 54.717 | 56.6038 | 55.6604 | 54.717 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.1286 | 1.3944 | 0.9019 | 0.8255 | 1.0874 | 0.6222 |
Largest Winning Trade | 77786 | 77786 | 53468 | 221797 | 221797 | 191414 |
Largest Losing Trade | -45572 | -39518 | -45572 | -252885 | -252885 | -245789 |
Avg Bars in Trades | 73 | 92 | 54 | 73 | 92 | 54 |
Avg Bars in Winners | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Losers | 100 | 139 | 60 | 100 | 139 | 60 |
Bars Traded | 7817 | 4920 | 2897 | 7817 | 4920 | 2897 |
Profit Streak | 8.9321 | 18.4321 | 8.9321 | 8.9321 | 18.4321 | 8.9321 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383400 | -168980 | -336912 | -306590 | -217857 | -759308 |
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8120, "evaluation_days": 1353.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644969600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758853329590, "expiration_time": 1762223040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 153, "offset": 0, "std": 3.50671 } } }
{ "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": [ [ 286345.8713746814, 222434.7252861209, 63911.1460885606, 96219.6134688449, 372871.0628888503, -276651.4494200052 ], [ 286.345871, 222.434725, 63.911146, 96.219613, 372.871063, -276.651449 ], [ 0.211586, 0.164361, 0.047225, 0.04982, 0.114868, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -127110, -80714, -83046, -757455, -481404, -451586 ], [ 1.416775, 1.684886, 1.176416, 1.036228, 1.313998, 0.811607 ], [ 106, 53, 53, 106, 53, 53 ], [ 59, 29, 30, 59, 29, 30 ], [ 47, 24, 23, 47, 24, 23 ], [ 55.660377, 54.716981, 56.603774, 55.660377, 54.716981, 56.603774 ], [ 1.128617, 1.394388, 0.901919, 0.825469, 1.087446, 0.622232 ], [ 77786, 77786, 53468, 221797, 221797, 191414 ], [ -45572, -39518, -45572, -252885, -252885, -245789 ], [ 73, 92, 54, 73, 92, 54 ], [ 52, 54, 50, 52, 54, 50 ], [ 100, 139, 60, 100, 139, 60 ], [ 7817, 4920, 2897, 7817, 4920, 2897 ], [ 8.932055, 18.432055, 8.932055, 8.932055, 18.432055, 8.932055 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 383400, -168980, -336912, -306590, -217857, -759308 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8120, "evaluation_days": 1353.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644969600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758853329590, "expiration_time": 1762223040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 153, "offset": 0, "std": 3.50671 } } }
# | 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) |
---|