| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 337048.1632 | 202989.4766 | 134058.6866 | 290776.3775 | 262461.6437 | 28314.7338 |
| Total P&L (%) | 337.0482 | 202.9895 | 134.0587 | 290.7764 | 262.4616 | 28.3147 |
| Avg Daily Profit (%) | 0.2476 | 0.1491 | 0.0985 | 0.1002 | 0.0946 | 0.0183 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91059 | -73049 | -106862 | -136951 | -120096 | -190734 |
| Profit Factor | 1.3575 | 1.4626 | 1.2659 | 1.2077 | 1.4075 | 1.0375 |
| Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
| Winning Trades | 89 | 38 | 51 | 89 | 38 | 51 |
| Losing Trades | 126 | 69 | 57 | 126 | 69 | 57 |
| Profitability (%) | 41.3953 | 35.514 | 47.2222 | 41.3953 | 35.514 | 47.2222 |
| Ratio Avg Win / Avg Loss | 1.9218 | 2.6558 | 1.4149 | 1.7098 | 2.5558 | 1.1595 |
| Largest Winning Trade | 48147 | 48147 | 42719 | 115520 | 115520 | 62672 |
| Largest Losing Trade | -40014 | -18686 | -40014 | -42290 | -42290 | -38442 |
| Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Winners | 28 | 30 | 27 | 28 | 30 | 27 |
| Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
| Bars Traded | 4003 | 2021 | 1982 | 4003 | 2021 | 1982 |
| Profit Streak | 28.9973 | 33.9973 | 28.9973 | 28.9973 | 33.9973 | 28.9973 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 310938 | 112088 | -62158 | -59551 | -69850 | -351491 |
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4084,
"evaluation_days": 1361.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1643385600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759420568738,
"expiration_time": 1762920576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 33,
"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": [
[
337048.1631634188,
202989.4766104996,
134058.6865529189,
290776.3774995392,
262461.6436989103,
28314.7338006288
],
[
337.048163,
202.989477,
134.058687,
290.776377,
262.461644,
28.314734
],
[
0.247587,
0.149111,
0.098476,
0.10017,
0.09464,
0.018316
],
[
10,
10,
10,
10,
10,
10
],
[
-91059,
-73049,
-106862,
-136951,
-120096,
-190734
],
[
1.357461,
1.462595,
1.265943,
1.207729,
1.407543,
1.037464
],
[
215,
107,
108,
215,
107,
108
],
[
89,
38,
51,
89,
38,
51
],
[
126,
69,
57,
126,
69,
57
],
[
41.395349,
35.514019,
47.222222,
41.395349,
35.514019,
47.222222
],
[
1.921799,
2.655765,
1.414877,
1.709818,
2.555802,
1.159519
],
[
48147,
48147,
42719,
115520,
115520,
62672
],
[
-40014,
-18686,
-40014,
-42290,
-42290,
-38442
],
[
18,
18,
18,
18,
18,
18
],
[
28,
30,
27,
28,
30,
27
],
[
11,
12,
10,
11,
12,
10
],
[
4003,
2021,
1982,
4003,
2021,
1982
],
[
28.997323,
33.997323,
28.997323,
28.997323,
33.997323,
28.997323
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310938,
112088,
-62158,
-59551,
-69850,
-351491
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4084,
"evaluation_days": 1361.33,
"actual_first_datapoint_time": 1641801600000,
"first_datapoint_time": 1643385600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759420568738,
"expiration_time": 1762920576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 33,
"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) |
|---|