Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415175.7269 | 274439.0868 | 140736.6401 | 458926.6514 | 490803.449 | -31876.7976 |
Total P&L (%) | 415.1757 | 274.4391 | 140.7366 | 458.9267 | 490.8034 | -31.8768 |
Avg Daily Profit (%) | 0.3039 | 0.2009 | 0.103 | 0.126 | 0.1301 | -0.0281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92546 | -81302 | -61820 | -743521 | -683921 | -470421 |
Profit Factor | 1.5712 | 1.6951 | 1.4239 | 1.1202 | 1.2419 | 0.9822 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 62 | 24 | 38 | 62 | 24 | 38 |
Losing Trades | 94 | 54 | 40 | 94 | 54 | 40 |
Profitability (%) | 39.7436 | 30.7692 | 48.7179 | 39.7436 | 30.7692 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.3821 | 3.8139 | 1.4988 | 1.6983 | 2.7942 | 1.0339 |
Largest Winning Trade | 150387 | 150387 | 37854 | 484576 | 484576 | 196038 |
Largest Losing Trade | -34279 | -32521 | -34279 | -302249 | -201751 | -302249 |
Avg Bars in Trades | 50 | 51 | 50 | 50 | 51 | 50 |
Avg Bars in Winners | 81 | 93 | 73 | 81 | 93 | 73 |
Avg Bars in Losers | 30 | 32 | 27 | 30 | 32 | 27 |
Bars Traded | 7931 | 4016 | 3915 | 7931 | 4016 | 3915 |
Profit Streak | 27.2844 | 44.1177 | 0 | 27.2844 | 44.1177 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314317 | -30108 | -89568 | -114629 | -59441 | -614068 |
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8197, "evaluation_days": 1366.17, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644336000000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759834171673, "expiration_time": 1763365104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 108, "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": [ [ 415175.7268529851, 274439.086786954, 140736.6400660308, 458926.6514116606, 490803.4490278622, -31876.7976162015 ], [ 415.175727, 274.439087, 140.73664, 458.926651, 490.803449, -31.876798 ], [ 0.303898, 0.200882, 0.103015, 0.126041, 0.130106, -0.028093 ], [ 10, 10, 10, 10, 10, 10 ], [ -92546, -81302, -61820, -743521, -683921, -470421 ], [ 1.571183, 1.69508, 1.423856, 1.120153, 1.241882, 0.982196 ], [ 156, 78, 78, 156, 78, 78 ], [ 62, 24, 38, 62, 24, 38 ], [ 94, 54, 40, 94, 54, 40 ], [ 39.74359, 30.769231, 48.717949, 39.74359, 30.769231, 48.717949 ], [ 2.382117, 3.81393, 1.498796, 1.698296, 2.794234, 1.03389 ], [ 150387, 150387, 37854, 484576, 484576, 196038 ], [ -34279, -32521, -34279, -302249, -201751, -302249 ], [ 50, 51, 50, 50, 51, 50 ], [ 81, 93, 73, 81, 93, 73 ], [ 30, 32, 27, 30, 32, 27 ], [ 7931, 4016, 3915, 7931, 4016, 3915 ], [ 27.284394, 44.117728, 0, 27.284394, 44.117728, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314317, -30108, -89568, -114629, -59441, -614068 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8197, "evaluation_days": 1366.17, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644336000000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759834171673, "expiration_time": 1763365104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 108, "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) |
---|