Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213940.9953 | 154712.6891 | 59228.3062 | -9106.1993 | 44292.151 | -53398.3503 |
Total P&L (%) | 213.941 | 154.7127 | 59.2283 | -9.1062 | 44.2922 | -53.3984 |
Avg Daily Profit (%) | 0.1567 | 0.1133 | 0.0434 | -0.007 | 0.0269 | -0.0559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98215 | -96617 | -147138 | -198547 | -134867 | -229016 |
Profit Factor | 1.3155 | 1.4092 | 1.1974 | 0.9886 | 1.107 | 0.8603 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 46.4286 | 37.5 | 55.3571 | 46.4286 | 37.5 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.5179 | 2.3487 | 0.9657 | 1.1406 | 1.8451 | 0.6938 |
Largest Winning Trade | 69738 | 69738 | 30515 | 76920 | 76920 | 37804 |
Largest Losing Trade | -63442 | -37570 | -63442 | -107031 | -43386 | -107031 |
Avg Bars in Trades | 68 | 91 | 45 | 68 | 91 | 45 |
Avg Bars in Winners | 84 | 120 | 60 | 84 | 120 | 60 |
Avg Bars in Losers | 54 | 74 | 27 | 54 | 74 | 27 |
Bars Traded | 7701 | 5144 | 2557 | 7701 | 5144 | 2557 |
Profit Streak | 59.3303 | 73.3303 | 59.3303 | 59.3303 | 73.3303 | 59.3303 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318403 | -224048 | -319486 | -578807 | -444717 | -759578 |
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8190, "evaluation_days": 1365, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644292800000, "last_datapoint_time": 1759723200000, "evaluation_time": 1759737339652, "expiration_time": 1763261280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 174, "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": [ [ 213940.9952965701, 154712.6890562064, 59228.3062403638, -9106.1992615207, 44292.1510088432, -53398.3502703639 ], [ 213.940995, 154.712689, 59.228306, -9.106199, 44.292151, -53.39835 ], [ 0.156733, 0.113343, 0.043391, -0.006995, 0.026866, -0.055921 ], [ 10, 10, 10, 10, 10, 10 ], [ -98215, -96617, -147138, -198547, -134867, -229016 ], [ 1.315512, 1.4092, 1.197434, 0.988561, 1.107048, 0.860328 ], [ 112, 56, 56, 112, 56, 56 ], [ 52, 21, 31, 52, 21, 31 ], [ 60, 35, 25, 60, 35, 25 ], [ 46.428571, 37.5, 55.357143, 46.428571, 37.5, 55.357143 ], [ 1.517898, 2.348666, 0.965673, 1.140647, 1.84508, 0.693813 ], [ 69738, 69738, 30515, 76920, 76920, 37804 ], [ -63442, -37570, -63442, -107031, -43386, -107031 ], [ 68, 91, 45, 68, 91, 45 ], [ 84, 120, 60, 84, 120, 60 ], [ 54, 74, 27, 54, 74, 27 ], [ 7701, 5144, 2557, 7701, 5144, 2557 ], [ 59.33032, 73.33032, 59.33032, 59.33032, 73.33032, 59.33032 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318403, -224048, -319486, -578807, -444717, -759578 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8190, "evaluation_days": 1365, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644292800000, "last_datapoint_time": 1759723200000, "evaluation_time": 1759737339652, "expiration_time": 1763261280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 174, "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) |
---|