| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 322474.479 | 199691.9575 | 122782.5216 | 164382.0475 | 80639.8467 | 83742.2008 |
| Total P&L (%) | 322.4745 | 199.692 | 122.7825 | 164.382 | 80.6398 | 83.7422 |
| Avg Daily Profit (%) | 0.2383 | 0.1476 | 0.0907 | 0.0719 | 0.0437 | 0.045 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100846 | -91097 | -67440 | -411323 | -378513 | -187093 |
| Profit Factor | 1.6509 | 1.7006 | 1.5836 | 1.1191 | 1.1078 | 1.1325 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
| Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
| Profitability (%) | 44.086 | 39.1304 | 48.9362 | 44.086 | 39.1304 | 48.9362 |
| Ratio Avg Win / Avg Loss | 2.0938 | 2.6454 | 1.6524 | 1.4194 | 1.7233 | 1.1817 |
| Largest Winning Trade | 138882 | 138882 | 50911 | 162374 | 162374 | 156115 |
| Largest Losing Trade | -52993 | -32230 | -52993 | -148922 | -122388 | -148922 |
| Avg Bars in Trades | 84 | 102 | 67 | 84 | 102 | 67 |
| Avg Bars in Winners | 125 | 142 | 111 | 125 | 142 | 111 |
| Avg Bars in Losers | 53 | 77 | 24 | 53 | 77 | 24 |
| Bars Traded | 7896 | 4732 | 3164 | 7896 | 4732 | 3164 |
| Profit Streak | 0 | 27.1185 | 0 | 0 | 27.1185 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324826 | 144645 | -69242 | -188548 | -238490 | -208009 |
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8120,
"evaluation_days": 1353.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1643716800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759013437424,
"expiration_time": 1762223040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 134,
"offset": 0,
"a": 0.76933
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 114,
"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": [
[
322474.479037252,
199691.9574600429,
122782.5215772091,
164382.047488164,
80639.8467210574,
83742.2007671066
],
[
322.474479,
199.691957,
122.782522,
164.382047,
80.639847,
83.742201
],
[
0.238282,
0.147556,
0.090726,
0.071865,
0.043704,
0.044963
],
[
10,
10,
10,
10,
10,
10
],
[
-100846,
-91097,
-67440,
-411323,
-378513,
-187093
],
[
1.650906,
1.70061,
1.583571,
1.119106,
1.107818,
1.13246
],
[
93,
46,
47,
93,
46,
47
],
[
41,
18,
23,
41,
18,
23
],
[
52,
28,
24,
52,
28,
24
],
[
44.086022,
39.130435,
48.93617,
44.086022,
39.130435,
48.93617
],
[
2.093831,
2.645393,
1.652422,
1.419354,
1.723272,
1.181697
],
[
138882,
138882,
50911,
162374,
162374,
156115
],
[
-52993,
-32230,
-52993,
-148922,
-122388,
-148922
],
[
84,
102,
67,
84,
102,
67
],
[
125,
142,
111,
125,
142,
111
],
[
53,
77,
24,
53,
77,
24
],
[
7896,
4732,
3164,
7896,
4732,
3164
],
[
0,
27.118489,
0,
0,
27.118489,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324826,
144645,
-69242,
-188548,
-238490,
-208009
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8120,
"evaluation_days": 1353.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1643716800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759013437424,
"expiration_time": 1762223040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 134,
"offset": 0,
"a": 0.76933
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 114,
"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) |
|---|