Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268144.6126 | 184794.5288 | 83350.0838 | 17303.7116 | 73947.442 | -56643.7304 |
Total P&L (%) | 268.1446 | 184.7945 | 83.3501 | 17.3037 | 73.9474 | -56.6437 |
Avg Daily Profit (%) | 0.1958 | 0.1349 | 0.0608 | 0.0117 | 0.0404 | -0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131574 | -67076 | -80282 | -226815 | -132099 | -170986 |
Profit Factor | 1.4283 | 1.7364 | 1.2222 | 1.021 | 1.2315 | 0.8879 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 58.6957 | 56.5217 | 60.8696 | 58.6957 | 56.5217 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.0051 | 1.3357 | 0.7857 | 0.7185 | 0.9473 | 0.5708 |
Largest Winning Trade | 108630 | 108630 | 58164 | 80753 | 80753 | 63588 |
Largest Losing Trade | -54157 | -29681 | -54157 | -122078 | -84658 | -122078 |
Avg Bars in Trades | 84 | 62 | 106 | 84 | 62 | 106 |
Avg Bars in Winners | 76 | 41 | 108 | 76 | 41 | 108 |
Avg Bars in Losers | 96 | 90 | 103 | 96 | 90 | 103 |
Bars Traded | 7796 | 2894 | 4902 | 7796 | 2894 | 4902 |
Profit Streak | 3.7097 | 0 | 20.7097 | 3.7097 | 0 | 20.7097 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336112 | -9836 | -111699 | -384187 | -139994 | -578742 |
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8219, "evaluation_days": 1369.83, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1645473600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760158915464, "expiration_time": 1763691408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 242, "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": [ [ 268144.6126118616, 184794.5287764153, 83350.0838354462, 17303.7115919616, 73947.4419548542, -56643.7303628926 ], [ 268.144613, 184.794529, 83.350084, 17.303712, 73.947442, -56.64373 ], [ 0.19575, 0.134903, 0.060847, 0.011651, 0.040421, -0.06099 ], [ 10, 10, 10, 10, 10, 10 ], [ -131574, -67076, -80282, -226815, -132099, -170986 ], [ 1.428263, 1.736383, 1.222164, 1.020982, 1.231494, 0.88789 ], [ 92, 46, 46, 92, 46, 46 ], [ 54, 26, 28, 54, 26, 28 ], [ 38, 20, 18, 38, 20, 18 ], [ 58.695652, 56.521739, 60.869565, 58.695652, 56.521739, 60.869565 ], [ 1.005074, 1.335679, 0.785677, 0.718469, 0.947303, 0.570786 ], [ 108630, 108630, 58164, 80753, 80753, 63588 ], [ -54157, -29681, -54157, -122078, -84658, -122078 ], [ 84, 62, 106, 84, 62, 106 ], [ 76, 41, 108, 76, 41, 108 ], [ 96, 90, 103, 96, 90, 103 ], [ 7796, 2894, 4902, 7796, 2894, 4902 ], [ 3.70967, 0, 20.70967, 3.70967, 0, 20.70967 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336112, -9836, -111699, -384187, -139994, -578742 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8219, "evaluation_days": 1369.83, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1645473600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760158915464, "expiration_time": 1763691408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 242, "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) |
---|