Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329667.446 | 206253.8484 | 123413.5976 | 185249.6685 | 78690.0586 | 106559.61 |
Total P&L (%) | 329.6674 | 206.2538 | 123.4136 | 185.2497 | 78.6901 | 106.5596 |
Avg Daily Profit (%) | 0.2424 | 0.1517 | 0.0908 | 0.0771 | 0.0427 | 0.0534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134930 | -69980 | -85510 | -193922 | -142003 | -202076 |
Profit Factor | 1.5663 | 1.7092 | 1.4236 | 1.1833 | 1.1554 | 1.2112 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 46.2264 | 41.5094 | 50.9434 | 46.2264 | 41.5094 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.822 | 2.4085 | 1.3709 | 1.3765 | 1.6281 | 1.1664 |
Largest Winning Trade | 122793 | 122793 | 55481 | 128814 | 128814 | 88316 |
Largest Losing Trade | -49144 | -22260 | -49144 | -114860 | -55847 | -114860 |
Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
Avg Bars in Winners | 68 | 65 | 72 | 68 | 65 | 72 |
Avg Bars in Losers | 33 | 29 | 37 | 33 | 29 | 37 |
Bars Traded | 5256 | 2342 | 2914 | 5256 | 2342 | 2914 |
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 | 346344 | -172910 | -250883 | -110084 | -367664 | -302045 |
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5439, "evaluation_days": 1359.75, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1643349600000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759275416250, "expiration_time": 1762779672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.76192 } }, "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": [ [ 329667.4460360575, 206253.8484308469, 123413.5976052107, 185249.6685137241, 78690.0585543853, 106559.6099593388 ], [ 329.667446, 206.253848, 123.413598, 185.249669, 78.690059, 106.55961 ], [ 0.242447, 0.151685, 0.090762, 0.077117, 0.0427, 0.053364 ], [ 10, 10, 10, 10, 10, 10 ], [ -134930, -69980, -85510, -193922, -142003, -202076 ], [ 1.566306, 1.709225, 1.423635, 1.183284, 1.155438, 1.211227 ], [ 106, 53, 53, 106, 53, 53 ], [ 49, 22, 27, 49, 22, 27 ], [ 57, 31, 26, 57, 31, 26 ], [ 46.226415, 41.509434, 50.943396, 46.226415, 41.509434, 50.943396 ], [ 1.82203, 2.408453, 1.370908, 1.376473, 1.628118, 1.166367 ], [ 122793, 122793, 55481, 128814, 128814, 88316 ], [ -49144, -22260, -49144, -114860, -55847, -114860 ], [ 49, 44, 54, 49, 44, 54 ], [ 68, 65, 72, 68, 65, 72 ], [ 33, 29, 37, 33, 29, 37 ], [ 5256, 2342, 2914, 5256, 2342, 2914 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346344, -172910, -250883, -110084, -367664, -302045 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5439, "evaluation_days": 1359.75, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1643349600000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759275416250, "expiration_time": 1762779672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.76192 } }, "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) |
---|