Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -67992.2823 | 91436.6579 | -159428.9402 | 949090.8904 | -334661.0124 | 1283751.9028 |
Total P&L (%) | -67.9923 | 91.4367 | -159.4289 | 949.0909 | -334.661 | 1283.7519 |
Avg Daily Profit (%) | -0.0502 | 0.0676 | -0.1178 | 0.1738 | 0 | 0.1943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -390321 | -74214 | -404157 | -1146741 | -979879 | -1151419 |
Profit Factor | 0.9109 | 1.3564 | 0.6852 | 1.235 | 0.8458 | 1.6872 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 57 | 27 | 30 | 53 | 26 | 27 |
Losing Trades | 38 | 21 | 17 | 42 | 22 | 20 |
Profitability (%) | 60 | 56.25 | 63.8298 | 55.7895 | 54.1667 | 57.4468 |
Ratio Avg Win / Avg Loss | 0.6073 | 1.055 | 0.3883 | 0.9787 | 0.7157 | 1.2498 |
Largest Winning Trade | 104775 | 104775 | 37382 | 1458632 | 328419 | 1458632 |
Largest Losing Trade | -282607 | -38055 | -282607 | -933528 | -297011 | -933528 |
Avg Bars in Trades | 54 | 42 | 66 | 54 | 42 | 66 |
Avg Bars in Winners | 32 | 33 | 30 | 41 | 32 | 49 |
Avg Bars in Losers | 86 | 53 | 128 | 69 | 53 | 88 |
Bars Traded | 5132 | 2024 | 3108 | 5132 | 2024 | 3108 |
Profit Streak | 24.2654 | 104.2654 | 0 | 24.2654 | 104.2654 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578684 | -100445 | -578904 | 265747 | -579191 | 400358 |
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5414, "evaluation_days": 1353.5, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1642528800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758802928873, "expiration_time": 1762223472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 4.27236 } }, "second_band": { "type": "ssf", "factors": { "length": 245, "offset": 34, "poles": 3 } } }
{ "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": [ [ -67992.2823471171, 91436.6579020701, -159428.9402491874, 949090.8903845632, -334661.0123798181, 1283751.9027643814 ], [ -67.992282, 91.436658, -159.42894, 949.09089, -334.661012, 1283.751903 ], [ -0.050234, 0.067556, -0.11779, 0.173812, 0, 0.194306 ], [ 10, 10, 10, 10, 10, 10 ], [ -390321, -74214, -404157, -1146741, -979879, -1151419 ], [ 0.910876, 1.356447, 0.685155, 1.234992, 0.845836, 1.687229 ], [ 95, 48, 47, 95, 48, 47 ], [ 57, 27, 30, 53, 26, 27 ], [ 38, 21, 17, 42, 22, 20 ], [ 60, 56.25, 63.829787, 55.789474, 54.166667, 57.446809 ], [ 0.607251, 1.055015, 0.388254, 0.978673, 0.715707, 1.249799 ], [ 104775, 104775, 37382, 1458632, 328419, 1458632 ], [ -282607, -38055, -282607, -933528, -297011, -933528 ], [ 54, 42, 66, 54, 42, 66 ], [ 32, 33, 30, 41, 32, 49 ], [ 86, 53, 128, 69, 53, 88 ], [ 5132, 2024, 3108, 5132, 2024, 3108 ], [ 24.26538, 104.26538, 0, 24.26538, 104.26538, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578684, -100445, -578904, 265747, -579191, 400358 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5414, "evaluation_days": 1353.5, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1642528800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758802928873, "expiration_time": 1762223472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 4.27236 } }, "second_band": { "type": "ssf", "factors": { "length": 245, "offset": 34, "poles": 3 } } }
# | 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) |
---|