Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318625.9898 | 213305.7351 | 105320.2547 | 377639.9228 | 235789.8076 | 141850.1152 |
Total P&L (%) | 318.626 | 213.3057 | 105.3203 | 377.6399 | 235.7898 | 141.8501 |
Avg Daily Profit (%) | 0.2347 | 0.1571 | 0.0776 | 0.1152 | 0.0893 | 0.0651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211782 | -125431 | -95566 | -126178 | -89492 | -66985 |
Profit Factor | 1.5556 | 1.7297 | 1.3746 | 1.7273 | 1.82 | 1.6122 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 46.6019 | 49.0196 | 44.2308 | 46.6019 | 49.0196 | 44.2308 |
Ratio Avg Win / Avg Loss | 1.7825 | 1.7989 | 1.7332 | 1.9792 | 1.8928 | 2.0327 |
Largest Winning Trade | 57292 | 57292 | 47710 | 139780 | 139780 | 72050 |
Largest Losing Trade | -28738 | -28738 | -27621 | -59192 | -59192 | -38994 |
Avg Bars in Trades | 50 | 41 | 60 | 50 | 41 | 60 |
Avg Bars in Winners | 76 | 52 | 102 | 76 | 52 | 102 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 5242 | 2095 | 3147 | 5242 | 2095 | 3147 |
Profit Streak | 17.7657 | 34.2657 | 17.7657 | 17.7657 | 34.2657 | 17.7657 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384977 | -169361 | -269461 | -35867 | -250241 | -284732 |
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5431, "evaluation_days": 1357.75, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1644840000000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759105357220, "expiration_time": 1762601688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 141, "offset": 0, "multiplier": 3.17822 } }, "second_band": { "type": "zlma", "factors": { "length": 13, "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": [ [ 318625.9898050156, 213305.7350664108, 105320.2547386048, 377639.9227762276, 235789.8075647335, 141850.1152114941 ], [ 318.62599, 213.305735, 105.320255, 377.639923, 235.789808, 141.850115 ], [ 0.234672, 0.157102, 0.07757, 0.115234, 0.089255, 0.065066 ], [ 10, 10, 10, 10, 10, 10 ], [ -211782, -125431, -95566, -126178, -89492, -66985 ], [ 1.555627, 1.7297, 1.374627, 1.727275, 1.820039, 1.612166 ], [ 103, 51, 52, 103, 51, 52 ], [ 48, 25, 23, 48, 25, 23 ], [ 55, 26, 29, 55, 26, 29 ], [ 46.601942, 49.019608, 44.230769, 46.601942, 49.019608, 44.230769 ], [ 1.782489, 1.798888, 1.733225, 1.979169, 1.89284, 2.032731 ], [ 57292, 57292, 47710, 139780, 139780, 72050 ], [ -28738, -28738, -27621, -59192, -59192, -38994 ], [ 50, 41, 60, 50, 41, 60 ], [ 76, 52, 102, 76, 52, 102 ], [ 28, 29, 27, 28, 29, 27 ], [ 5242, 2095, 3147, 5242, 2095, 3147 ], [ 17.765708, 34.265708, 17.765708, 17.765709, 34.265709, 17.765709 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 384977, -169361, -269461, -35867, -250241, -284732 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5431, "evaluation_days": 1357.75, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1644840000000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759105357220, "expiration_time": 1762601688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 141, "offset": 0, "multiplier": 3.17822 } }, "second_band": { "type": "zlma", "factors": { "length": 13, "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) |
---|