| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 357366.7726 | 221010.7438 | 136356.0288 | 621641.6672 | 411883.1583 | 209758.5089 |
| Total P&L (%) | 357.3668 | 221.0107 | 136.356 | 621.6417 | 411.8832 | 209.7585 |
| Avg Daily Profit (%) | 0.2641 | 0.1633 | 0.1008 | 0.1461 | 0.1207 | 0.0836 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74696 | -56224 | -105527 | -209700 | -259412 | -240323 |
| Profit Factor | 1.5832 | 1.7123 | 1.4508 | 1.4001 | 1.5057 | 1.2838 |
| Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
| Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
| Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
| Profitability (%) | 44.0945 | 37.5 | 50.7937 | 44.0945 | 37.5 | 50.7937 |
| Ratio Avg Win / Avg Loss | 2.0073 | 2.8539 | 1.4055 | 1.7751 | 2.5094 | 1.2437 |
| Largest Winning Trade | 63517 | 63517 | 38933 | 193350 | 193350 | 142491 |
| Largest Losing Trade | -27962 | -20050 | -27962 | -74107 | -73337 | -74107 |
| Avg Bars in Trades | 61 | 57 | 64 | 61 | 57 | 64 |
| Avg Bars in Winners | 96 | 100 | 94 | 96 | 100 | 94 |
| Avg Bars in Losers | 32 | 32 | 33 | 32 | 32 | 33 |
| Bars Traded | 7757 | 3693 | 4064 | 7757 | 3693 | 4064 |
| Profit Streak | 16.432 | 31.432 | 0 | 16.432 | 31.432 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349537 | -133226 | -204036 | 104016 | -173156 | -227960 |
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8120,
"evaluation_days": 1353.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1644940800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853324963,
"expiration_time": 1762223040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 23,
"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": [
[
357366.772637516,
221010.7438224603,
136356.0288150557,
621641.6672336813,
411883.1582959233,
209758.508937758
],
[
357.366773,
221.010744,
136.356029,
621.641667,
411.883158,
209.758509
],
[
0.264065,
0.163309,
0.100756,
0.146143,
0.120733,
0.083579
],
[
10,
10,
10,
10,
10,
10
],
[
-74696,
-56224,
-105527,
-209700,
-259412,
-240323
],
[
1.583242,
1.712318,
1.450831,
1.400112,
1.505663,
1.283791
],
[
127,
64,
63,
127,
64,
63
],
[
56,
24,
32,
56,
24,
32
],
[
71,
40,
31,
71,
40,
31
],
[
44.094488,
37.5,
50.793651,
44.094488,
37.5,
50.793651
],
[
2.007325,
2.853864,
1.405493,
1.775141,
2.509439,
1.243673
],
[
63517,
63517,
38933,
193350,
193350,
142491
],
[
-27962,
-20050,
-27962,
-74107,
-73337,
-74107
],
[
61,
57,
64,
61,
57,
64
],
[
96,
100,
94,
96,
100,
94
],
[
32,
32,
33,
32,
32,
33
],
[
7757,
3693,
4064,
7757,
3693,
4064
],
[
16.432002,
31.432002,
0,
16.432002,
31.432002,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349537,
-133226,
-204036,
104016,
-173156,
-227960
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8120,
"evaluation_days": 1353.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1644940800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853324963,
"expiration_time": 1762223040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 23,
"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) |
|---|