| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 598448.4681 | 362412.7598 | 236035.7084 | 4872354.0846 | 2185068.4138 | 2687285.6708 |
| Total P&L (%) | 598.4485 | 362.4128 | 236.0357 | 4872.3541 | 2185.0684 | 2687.2857 |
| Avg Daily Profit (%) | 0.4422 | 0.2678 | 0.1744 | 0.2891 | 0.2315 | 0.2462 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -43263 | -60733 | -28435 | -2299636 | -3003573 | -1357682 |
| Profit Factor | 2.433 | 2.4668 | 2.3839 | 1.4725 | 1.3608 | 1.6312 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
| Profitability (%) | 51.6484 | 43.4783 | 60 | 51.6484 | 43.4783 | 60 |
| Ratio Avg Win / Avg Loss | 2.2777 | 3.2069 | 1.5893 | 1.3785 | 1.7691 | 1.0875 |
| Largest Winning Trade | 136406 | 136406 | 49320 | 1515269 | 1515269 | 1238701 |
| Largest Losing Trade | -23008 | -23008 | -22900 | -1011986 | -856662 | -1011986 |
| Avg Bars in Trades | 85 | 76 | 93 | 85 | 76 | 93 |
| Avg Bars in Winners | 122 | 120 | 123 | 122 | 120 | 123 |
| Avg Bars in Losers | 45 | 42 | 49 | 45 | 42 | 49 |
| Bars Traded | 7743 | 3517 | 4226 | 7743 | 3517 | 4226 |
| Profit Streak | 13.5122 | 36.3456 | 0 | 13.5122 | 36.3456 | 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 | 568884 | 395370 | 479010 | 395838 | 286359 | 423800 |
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8120,
"evaluation_days": 1353.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1644537600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758788255639,
"expiration_time": 1762223040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 111,
"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": [
[
598448.468141354,
362412.7597911568,
236035.7083501971,
4872354.084593273,
2185068.413757145,
2687285.6708361283
],
[
598.448468,
362.41276,
236.035708,
4872.354085,
2185.068414,
2687.285671
],
[
0.442204,
0.267793,
0.174411,
0.289074,
0.231474,
0.246189
],
[
10,
10,
10,
10,
10,
10
],
[
-43263,
-60733,
-28435,
-2299636,
-3003573,
-1357682
],
[
2.432981,
2.466831,
2.383945,
1.472458,
1.360847,
1.631205
],
[
91,
46,
45,
91,
46,
45
],
[
47,
20,
27,
47,
20,
27
],
[
44,
26,
18,
44,
26,
18
],
[
51.648352,
43.478261,
60,
51.648352,
43.478261,
60
],
[
2.277685,
3.20688,
1.589297,
1.378471,
1.769101,
1.08747
],
[
136406,
136406,
49320,
1515269,
1515269,
1238701
],
[
-23008,
-23008,
-22900,
-1011986,
-856662,
-1011986
],
[
85,
76,
93,
85,
76,
93
],
[
122,
120,
123,
122,
120,
123
],
[
45,
42,
49,
45,
42,
49
],
[
7743,
3517,
4226,
7743,
3517,
4226
],
[
13.512218,
36.345551,
0,
13.512218,
36.345551,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
568884,
395370,
479010,
395838,
286359,
423800
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8120,
"evaluation_days": 1353.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1644537600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758788255639,
"expiration_time": 1762223040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 111,
"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) |
|---|