Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230072.8007 | 151795.8679 | 78276.9329 | 21782.7503 | -6722.224 | 28504.9743 |
Total P&L (%) | 230.0728 | 151.7959 | 78.2769 | 21.7828 | -6.7222 | 28.505 |
Avg Daily Profit (%) | 0.1685 | 0.1112 | 0.0573 | 0.0144 | -0.0051 | 0.0184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80958 | -75372 | -55496 | -127019 | -152242 | -93841 |
Profit Factor | 1.378 | 1.4481 | 1.29 | 1.0285 | 0.9836 | 1.0808 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 52.2222 | 42.2222 | 62.2222 | 52.2222 | 42.2222 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.2607 | 1.9816 | 0.7832 | 0.941 | 1.346 | 0.6562 |
Largest Winning Trade | 106819 | 106819 | 34461 | 92445 | 92445 | 53898 |
Largest Losing Trade | -51155 | -30323 | -51155 | -64619 | -53449 | -64619 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 53 | 55 | 52 | 53 | 55 | 52 |
Avg Bars in Losers | 30 | 28 | 34 | 30 | 28 | 34 |
Bars Traded | 3847 | 1788 | 2059 | 3847 | 1788 | 2059 |
Profit Streak | 23.5283 | 128.8617 | 23.5283 | 23.5283 | 128.8617 | 23.5283 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358099 | -44041 | -115323 | -368023 | -580685 | -302170 |
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4096, "evaluation_days": 1365.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1645430400000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759754448352, "expiration_time": 1763276544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 126, "offset": 0, "multiplier": 3.14978 } } }
{ "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": [ [ 230072.8007439732, 151795.8678617886, 78276.9328821846, 21782.7503393027, -6722.2239752999, 28504.9743146025 ], [ 230.072801, 151.795868, 78.276933, 21.78275, -6.722224, 28.504974 ], [ 0.168511, 0.111179, 0.057332, 0.014435, -0.005097, 0.018371 ], [ 10, 10, 10, 10, 10, 10 ], [ -80958, -75372, -55496, -127019, -152242, -93841 ], [ 1.37798, 1.448074, 1.290004, 1.028541, 0.983623, 1.080813 ], [ 90, 45, 45, 90, 45, 45 ], [ 47, 19, 28, 47, 19, 28 ], [ 43, 26, 17, 43, 26, 17 ], [ 52.222222, 42.222222, 62.222222, 52.222222, 42.222222, 62.222222 ], [ 1.260705, 1.981575, 0.783217, 0.941006, 1.346011, 0.656208 ], [ 106819, 106819, 34461, 92445, 92445, 53898 ], [ -51155, -30323, -51155, -64619, -53449, -64619 ], [ 42, 39, 45, 42, 39, 45 ], [ 53, 55, 52, 53, 55, 52 ], [ 30, 28, 34, 30, 28, 34 ], [ 3847, 1788, 2059, 3847, 1788, 2059 ], [ 23.528337, 128.861671, 23.528337, 23.528337, 128.861671, 23.528337 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 358099, -44041, -115323, -368023, -580685, -302170 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4096, "evaluation_days": 1365.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1645430400000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759754448352, "expiration_time": 1763276544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 126, "offset": 0, "multiplier": 3.14978 } } }
# | 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) |
---|