| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 492042.1534 | 305672.0811 | 186370.0723 | 2064256.8711 | 1272410.3917 | 791846.4794 |
| Total P&L (%) | 492.0422 | 305.6721 | 186.3701 | 2064.2569 | 1272.4104 | 791.8465 |
| Avg Daily Profit (%) | 0.3602 | 0.2238 | 0.1364 | 0.2253 | 0.1919 | 0.1603 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -71815 | -48645 | -54754 | -931230 | -739032 | -658179 |
| Profit Factor | 1.8819 | 2.0202 | 1.7215 | 1.5319 | 1.6165 | 1.4359 |
| Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
| Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
| Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
| Profitability (%) | 46.281 | 39.3443 | 53.3333 | 46.281 | 39.3443 | 53.3333 |
| Ratio Avg Win / Avg Loss | 2.1844 | 3.1145 | 1.5064 | 1.7781 | 2.492 | 1.2564 |
| Largest Winning Trade | 96319 | 96319 | 37080 | 508960 | 508960 | 437030 |
| Largest Losing Trade | -20050 | -20050 | -19218 | -396873 | -261567 | -396873 |
| Avg Bars in Trades | 64 | 59 | 68 | 64 | 59 | 68 |
| Avg Bars in Winners | 104 | 104 | 104 | 104 | 104 | 104 |
| Avg Bars in Losers | 29 | 30 | 27 | 29 | 30 | 27 |
| Bars Traded | 7748 | 3636 | 4112 | 7748 | 3636 | 4112 |
| Profit Streak | 42.819 | 42.819 | 44.9857 | 42.819 | 42.819 | 44.9857 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 447292 | -153886 | -175822 | 386233 | -154521 | -159579 |
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8196,
"evaluation_days": 1366,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1645113600000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759822765693,
"expiration_time": 1763350272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 20,
"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": [
[
492042.1533775944,
305672.0810501054,
186370.072327489,
2064256.8710666345,
1272410.391654173,
791846.4794124617
],
[
492.042153,
305.672081,
186.370072,
2064.256871,
1272.410392,
791.846479
],
[
0.360207,
0.223772,
0.136435,
0.225339,
0.191923,
0.160313
],
[
10,
10,
10,
10,
10,
10
],
[
-71815,
-48645,
-54754,
-931230,
-739032,
-658179
],
[
1.881948,
2.020233,
1.721544,
1.531939,
1.616456,
1.435907
],
[
121,
61,
60,
121,
61,
60
],
[
56,
24,
32,
56,
24,
32
],
[
65,
37,
28,
65,
37,
28
],
[
46.280992,
39.344262,
53.333333,
46.280992,
39.344262,
53.333333
],
[
2.184404,
3.114526,
1.506351,
1.778144,
2.492036,
1.256418
],
[
96319,
96319,
37080,
508960,
508960,
437030
],
[
-20050,
-20050,
-19218,
-396873,
-261567,
-396873
],
[
64,
59,
68,
64,
59,
68
],
[
104,
104,
104,
104,
104,
104
],
[
29,
30,
27,
29,
30,
27
],
[
7748,
3636,
4112,
7748,
3636,
4112
],
[
42.819047,
42.819047,
44.985714,
42.819047,
42.819047,
44.985714
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
447292,
-153886,
-175822,
386233,
-154521,
-159579
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8196,
"evaluation_days": 1366,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1645113600000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759822765693,
"expiration_time": 1763350272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 20,
"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) |
|---|