Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -178539.2501 | 7881.9813 | -186421.2314 | 2027459.7439 | -1066868.204 | 3094327.9479 |
Total P&L (%) | -178.5393 | 7.882 | -186.4212 | 2027.4597 | -1066.8682 | 3094.3279 |
Avg Daily Profit (%) | -0.1319 | 0.0058 | -0.1377 | 0.2262 | 0 | 0.2563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -485268 | -67269 | -487289 | -2427407 | -2484196 | -563502 |
Profit Factor | 0.7966 | 1.0304 | 0.6988 | 1.4091 | 0.6918 | 3.0708 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 145 | 64 | 81 | 123 | 55 | 68 |
Losing Trades | 40 | 29 | 11 | 62 | 38 | 24 |
Profitability (%) | 78.3784 | 68.8172 | 88.0435 | 66.4865 | 59.1398 | 73.913 |
Ratio Avg Win / Avg Loss | 0.2198 | 0.4669 | 0.0949 | 0.7103 | 0.478 | 1.0838 |
Largest Winning Trade | 15767 | 12529 | 15767 | 814566 | 356750 | 814566 |
Largest Losing Trade | -409393 | -31903 | -409393 | -1358127 | -1358127 | -563502 |
Avg Bars in Trades | 26 | 14 | 38 | 26 | 14 | 38 |
Avg Bars in Winners | 12 | 4 | 18 | 17 | 7 | 24 |
Avg Bars in Losers | 77 | 36 | 185 | 45 | 24 | 78 |
Bars Traded | 4923 | 1380 | 3543 | 4923 | 1380 | 3543 |
Profit Streak | 0 | 0 | 118.6821 | 0 | 0 | 118.6821 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575852 | -536864 | -574785 | 386243 | -579621 | 637032 |
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5414, "evaluation_days": 1353.5, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1644732000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758903730106, "expiration_time": 1762223472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 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": [ [ -178539.2501263578, 7881.9812819066, -186421.2314082646, 2027459.7439039266, -1066868.2039810582, 3094327.9478849857 ], [ -178.53925, 7.881981, -186.421231, 2027.459744, -1066.868204, 3094.327948 ], [ -0.131909, 0.005823, -0.137733, 0.226152, 0, 0.256254 ], [ 10, 10, 10, 10, 10, 10 ], [ -485268, -67269, -487289, -2427407, -2484196, -563502 ], [ 0.796642, 1.030419, 0.69876, 1.409122, 0.69178, 3.070814 ], [ 185, 93, 92, 185, 93, 92 ], [ 145, 64, 81, 123, 55, 68 ], [ 40, 29, 11, 62, 38, 24 ], [ 78.378378, 68.817204, 88.043478, 66.486486, 59.139785, 73.913043 ], [ 0.219763, 0.466909, 0.094893, 0.710289, 0.477957, 1.083817 ], [ 15767, 12529, 15767, 814566, 356750, 814566 ], [ -409393, -31903, -409393, -1358127, -1358127, -563502 ], [ 26, 14, 38, 26, 14, 38 ], [ 12, 4, 18, 17, 7, 24 ], [ 77, 36, 185, 45, 24, 78 ], [ 4923, 1380, 3543, 4923, 1380, 3543 ], [ 0, 0, 118.682061, 0, 0, 118.682061 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575852, -536864, -574785, 386243, -579621, 637032 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5414, "evaluation_days": 1353.5, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1644732000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758903730106, "expiration_time": 1762223472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 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) |
---|