| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 252971.1055 | 175290.0123 | 77681.0931 | 9962.1074 | 47370.8184 | -37408.711 |
| Total P&L (%) | 252.9711 | 175.29 | 77.6811 | 9.9621 | 47.3708 | -37.4087 |
| Avg Daily Profit (%) | 0.185 | 0.1282 | 0.0568 | 0.0069 | 0.0284 | -0.0343 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -210389 | -152975 | -90917 | -472365 | -311189 | -225232 |
| Profit Factor | 1.2738 | 1.3453 | 1.1866 | 1.0061 | 1.0554 | 0.9516 |
| Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
| Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Profitability (%) | 51.5152 | 51.2195 | 51.8072 | 51.5152 | 51.2195 | 51.8072 |
| Ratio Avg Win / Avg Loss | 1.1989 | 1.2812 | 1.1038 | 0.9469 | 1.0051 | 0.8852 |
| Largest Winning Trade | 114212 | 114212 | 44617 | 189081 | 189081 | 129358 |
| Largest Losing Trade | -46275 | -31641 | -46275 | -164107 | -120966 | -164107 |
| Avg Bars in Trades | 24 | 24 | 23 | 24 | 24 | 23 |
| Avg Bars in Winners | 27 | 23 | 32 | 27 | 23 | 32 |
| Avg Bars in Losers | 20 | 26 | 13 | 20 | 26 | 13 |
| Bars Traded | 3967 | 2017 | 1951 | 3967 | 2017 | 1951 |
| Profit Streak | 0 | 117.8177 | 0 | 0 | 117.8177 | 0 |
| Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315172 | -24120 | -132163 | -563450 | -318764 | -580597 |
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4103,
"evaluation_days": 1367.67,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1643328000000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759952253467,
"expiration_time": 1763484192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 33
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 15,
"offset": 0,
"multiplier": 4.5039
}
}
} {
"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": [
[
252971.1054539318,
175290.0123257225,
77681.0931282094,
9962.1073562176,
47370.8183689064,
-37408.7110126887
],
[
252.971105,
175.290012,
77.681093,
9.962107,
47.370818,
-37.408711
],
[
0.184965,
0.128167,
0.056798,
0.006944,
0.028357,
-0.034253
],
[
10,
10,
10,
10,
10,
10
],
[
-210389,
-152975,
-90917,
-472365,
-311189,
-225232
],
[
1.273782,
1.34527,
1.186599,
1.006118,
1.055355,
0.951584
],
[
165,
82,
83,
165,
82,
83
],
[
85,
42,
43,
85,
42,
43
],
[
80,
40,
40,
80,
40,
40
],
[
51.515152,
51.219512,
51.807229,
51.515152,
51.219512,
51.807229
],
[
1.198853,
1.281209,
1.103813,
0.946934,
1.0051,
0.885195
],
[
114212,
114212,
44617,
189081,
189081,
129358
],
[
-46275,
-31641,
-46275,
-164107,
-120966,
-164107
],
[
24,
24,
23,
24,
24,
23
],
[
27,
23,
32,
27,
23,
32
],
[
20,
26,
13,
20,
26,
13
],
[
3967,
2017,
1951,
3967,
2017,
1951
],
[
0,
117.817748,
0,
0,
117.817748,
0
],
[
0,
6,
0,
0,
6,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315172,
-24120,
-132163,
-563450,
-318764,
-580597
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4103,
"evaluation_days": 1367.67,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1643328000000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759952253467,
"expiration_time": 1763484192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 33
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 15,
"offset": 0,
"multiplier": 4.5039
}
}
}
| # | 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) |
|---|