| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 364439.309 | 217470.4061 | 146968.9029 | 279219.0883 | 273121.0517 | 6098.0366 |
| Total P&L (%) | 364.4393 | 217.4704 | 146.9689 | 279.2191 | 273.1211 | 6.098 |
| Avg Daily Profit (%) | 0.2673 | 0.1595 | 0.1078 | 0.0978 | 0.0966 | 0.0043 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122284 | -60812 | -167658 | -553539 | -218180 | -406483 |
| Profit Factor | 1.4558 | 1.6179 | 1.3284 | 1.1149 | 1.262 | 1.0044 |
| Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
| Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
| Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
| Profitability (%) | 50.5495 | 45.0549 | 56.044 | 50.5495 | 45.0549 | 56.044 |
| Ratio Avg Win / Avg Loss | 1.4242 | 1.973 | 1.0419 | 1.0906 | 1.539 | 0.7878 |
| Largest Winning Trade | 45918 | 45918 | 34321 | 293524 | 293524 | 131351 |
| Largest Losing Trade | -73166 | -25769 | -73166 | -274856 | -98585 | -274856 |
| Avg Bars in Trades | 29 | 23 | 35 | 29 | 23 | 35 |
| Avg Bars in Winners | 33 | 27 | 37 | 33 | 27 | 37 |
| Avg Bars in Losers | 25 | 19 | 31 | 25 | 19 | 31 |
| Bars Traded | 5318 | 2120 | 3198 | 5318 | 2120 | 3198 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 379253 | 301736 | -48332 | -155255 | -64954 | -569685 |
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5453,
"evaluation_days": 1363.25,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1644364800000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759567541599,
"expiration_time": 1763091144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
364439.309009425,
217470.4061220153,
146968.9028874096,
279219.0883397194,
273121.0517108766,
6098.036628843
],
[
364.439309,
217.470406,
146.968903,
279.219088,
273.121052,
6.098037
],
[
0.267331,
0.159523,
0.107808,
0.097825,
0.096634,
0.004342
],
[
10,
10,
10,
10,
10,
10
],
[
-122284,
-60812,
-167658,
-553539,
-218180,
-406483
],
[
1.455827,
1.617895,
1.328378,
1.114857,
1.261951,
1.004392
],
[
182,
91,
91,
182,
91,
91
],
[
92,
41,
51,
92,
41,
51
],
[
90,
50,
40,
90,
50,
40
],
[
50.549451,
45.054945,
56.043956,
50.549451,
45.054945,
56.043956
],
[
1.424178,
1.973043,
1.041865,
1.090621,
1.538965,
0.787759
],
[
45918,
45918,
34321,
293524,
293524,
131351
],
[
-73166,
-25769,
-73166,
-274856,
-98585,
-274856
],
[
29,
23,
35,
29,
23,
35
],
[
33,
27,
37,
33,
27,
37
],
[
25,
19,
31,
25,
19,
31
],
[
5318,
2120,
3198,
5318,
2120,
3198
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
379253,
301736,
-48332,
-155255,
-64954,
-569685
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5453,
"evaluation_days": 1363.25,
"actual_first_datapoint_time": 1641794400000,
"first_datapoint_time": 1644364800000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759567541599,
"expiration_time": 1763091144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|