Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301914.7443 | 247703.7359 | 54211.0084 | 50617.3816 | 94722.5257 | -44105.1441 |
Total P&L (%) | 301.9147 | 247.7037 | 54.211 | 50.6174 | 94.7225 | -44.1051 |
Avg Daily Profit (%) | 0.2215 | 0.1817 | 0.0398 | 0.03 | 0.0489 | -0.0427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102000 | -88753 | -81274 | -226792 | -176416 | -209723 |
Profit Factor | 1.6498 | 2.0048 | 1.2485 | 1.0614 | 1.2272 | 0.8917 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 49.1228 | 55.1724 | 42.8571 | 49.1228 | 55.1724 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.7087 | 1.6289 | 1.6647 | 1.0993 | 0.9971 | 1.189 |
Largest Winning Trade | 119383 | 119383 | 41201 | 150616 | 150616 | 63503 |
Largest Losing Trade | -64765 | -49380 | -64765 | -192792 | -104387 | -192792 |
Avg Bars in Trades | 68 | 76 | 60 | 68 | 76 | 60 |
Avg Bars in Winners | 92 | 97 | 85 | 92 | 97 | 85 |
Avg Bars in Losers | 45 | 50 | 41 | 45 | 50 | 41 |
Bars Traded | 3904 | 2211 | 1693 | 3904 | 2211 | 1693 |
Profit Streak | 20.618 | 175.618 | 0 | 20.618 | 175.618 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168358 | 476826 | -163792 | -486300 | -127672 | -602944 |
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4090, "evaluation_days": 1363.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1646236800000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759589395279, "expiration_time": 1763098560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 61, "offset": 29 } }, "second_band": { "type": "kcb", "factors": { "length": 155, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 301914.7443049102, 247703.7359067131, 54211.008398197, 50617.3815735333, 94722.5257056859, -44105.1441321528 ], [ 301.914744, 247.703736, 54.211008, 50.617382, 94.722526, -44.105144 ], [ 0.221454, 0.18169, 0.039764, 0.030047, 0.048893, -0.042658 ], [ 10, 10, 10, 10, 10, 10 ], [ -102000, -88753, -81274, -226792, -176416, -209723 ], [ 1.6498, 2.004847, 1.24854, 1.061409, 1.22722, 0.891736 ], [ 57, 29, 28, 57, 29, 28 ], [ 28, 16, 12, 28, 16, 12 ], [ 29, 13, 16, 29, 13, 16 ], [ 49.122807, 55.172414, 42.857143, 49.122807, 55.172414, 42.857143 ], [ 1.708721, 1.628938, 1.664719, 1.099317, 0.997116, 1.188982 ], [ 119383, 119383, 41201, 150616, 150616, 63503 ], [ -64765, -49380, -64765, -192792, -104387, -192792 ], [ 68, 76, 60, 68, 76, 60 ], [ 92, 97, 85, 92, 97, 85 ], [ 45, 50, 41, 45, 50, 41 ], [ 3904, 2211, 1693, 3904, 2211, 1693 ], [ 20.618001, 175.618001, 0, 20.618001, 175.618001, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168358, 476826, -163792, -486300, -127672, -602944 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4090, "evaluation_days": 1363.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1646236800000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759589395279, "expiration_time": 1763098560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 61, "offset": 29 } }, "second_band": { "type": "kcb", "factors": { "length": 155, "offset": 0, "scalar": 4 } } }
# | 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) |
---|