Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289790.7843 | 235155.0033 | 54635.781 | -43087.8444 | -57224.2964 | 14136.452 |
Total P&L (%) | 289.7908 | 235.155 | 54.6358 | -43.0878 | -57.2243 | 14.1365 |
Avg Daily Profit (%) | 0.2141 | 0.1738 | 0.0404 | -0.0416 | -0.0627 | 0.0098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171482 | -103905 | -118061 | -199342 | -139765 | -134499 |
Profit Factor | 1.3284 | 1.5089 | 1.13 | 0.9436 | 0.8578 | 1.039 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 86 | 37 | 49 | 86 | 37 | 49 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 43.2161 | 37.3737 | 49 | 43.2161 | 37.3737 | 49 |
Ratio Avg Win / Avg Loss | 1.7455 | 2.5285 | 1.1761 | 1.2399 | 1.4374 | 1.0815 |
Largest Winning Trade | 292107 | 292107 | 52447 | 74326 | 74326 | 41718 |
Largest Losing Trade | -54358 | -26919 | -54358 | -58341 | -29145 | -58341 |
Avg Bars in Trades | 39 | 32 | 46 | 39 | 32 | 46 |
Avg Bars in Winners | 60 | 54 | 64 | 60 | 54 | 64 |
Avg Bars in Losers | 23 | 20 | 28 | 23 | 20 | 28 |
Bars Traded | 7866 | 3246 | 4621 | 7866 | 3246 | 4621 |
Profit Streak | 16.957 | 28.1237 | 16.957 | 16.957 | 28.1237 | 16.957 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308950 | 187512 | -217670 | -579639 | -583771 | -394549 |
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8120, "evaluation_days": 1353.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644105600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758927486576, "expiration_time": 1762223040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 289790.7842694931, 235155.003268079, 54635.781001414, -43087.844433672, -57224.296433821, 14136.4520001491 ], [ 289.790784, 235.155003, 54.635781, -43.087844, -57.224296, 14.136452 ], [ 0.214132, 0.17376, 0.040371, -0.041641, -0.062729, 0.009771 ], [ 10, 10, 10, 10, 10, 10 ], [ -171482, -103905, -118061, -199342, -139765, -134499 ], [ 1.3284, 1.508935, 1.129968, 0.943644, 0.857829, 1.039045 ], [ 199, 99, 100, 199, 99, 100 ], [ 86, 37, 49, 86, 37, 49 ], [ 113, 62, 51, 113, 62, 51 ], [ 43.21608, 37.373737, 49, 43.21608, 37.373737, 49 ], [ 1.745456, 2.528486, 1.176089, 1.239904, 1.437444, 1.081455 ], [ 292107, 292107, 52447, 74326, 74326, 41718 ], [ -54358, -26919, -54358, -58341, -29145, -58341 ], [ 39, 32, 46, 39, 32, 46 ], [ 60, 54, 64, 60, 54, 64 ], [ 23, 20, 28, 23, 20, 28 ], [ 7866, 3246, 4621, 7866, 3246, 4621 ], [ 16.95702, 28.123687, 16.95702, 16.957021, 28.123687, 16.957021 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308950, 187512, -217670, -579639, -583771, -394549 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8120, "evaluation_days": 1353.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644105600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758927486576, "expiration_time": 1762223040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|