Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36861.4603 | 65084.6493 | -28223.189 | -1627459.8845 | 690214.0429 | -2317673.9273 |
Total P&L (%) | 36.8615 | 65.0846 | -28.2232 | -1627.4599 | 690.214 | -2317.6739 |
Avg Daily Profit (%) | 0.0271 | 0.0479 | -0.0208 | 0 | 0.1522 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275173 | -52699 | -275173 | -2447155 | -480576 | -2623000 |
Profit Factor | 1.0723 | 1.4747 | 0.9242 | 0.635 | 1.6079 | 0.3026 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 40 | 18 | 22 | 37 | 19 | 18 |
Losing Trades | 20 | 12 | 8 | 23 | 11 | 12 |
Profitability (%) | 66.6667 | 60 | 73.3333 | 61.6667 | 63.3333 | 60 |
Ratio Avg Win / Avg Loss | 0.5362 | 0.9831 | 0.3361 | 0.3947 | 0.9309 | 0.2017 |
Largest Winning Trade | 38867 | 28352 | 38867 | 563698 | 563698 | 210027 |
Largest Losing Trade | -275173 | -29327 | -275173 | -1444814 | -286345 | -1444814 |
Avg Bars in Trades | 40 | 25 | 55 | 40 | 25 | 55 |
Avg Bars in Winners | 31 | 19 | 41 | 32 | 29 | 35 |
Avg Bars in Losers | 58 | 33 | 94 | 53 | 16 | 86 |
Bars Traded | 2418 | 750 | 1668 | 2418 | 750 | 1668 |
Profit Streak | 87.9963 | 87.9963 | 237.4963 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -472156 | -127708 | -576828 | -752765 | 354736 | -579529 |
{ "trading_pair": "IMX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2718, "evaluation_days": 1359, "actual_first_datapoint_time": 1641772800000, "first_datapoint_time": 1647043200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759190079278, "expiration_time": 1762669728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 17, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ema", "factors": { "length": 123, "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": [ [ 36861.4602877826, 65084.6493125973, -28223.1890248148, -1627459.8844669384, 690214.0428653981, -2317673.9273323365 ], [ 36.86146, 65.084649, -28.223189, -1627.459884, 690.214043, -2317.673927 ], [ 0.027124, 0.047892, -0.020768, 0, 0.152223, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -275173, -52699, -275173, -2447155, -480576, -2623000 ], [ 1.072326, 1.474723, 0.924245, 0.634985, 1.607883, 0.302572 ], [ 60, 30, 30, 60, 30, 30 ], [ 40, 18, 22, 37, 19, 18 ], [ 20, 12, 8, 23, 11, 12 ], [ 66.666667, 60, 73.333333, 61.666667, 63.333333, 60 ], [ 0.536163, 0.983148, 0.336089, 0.39472, 0.93088, 0.201715 ], [ 38867, 28352, 38867, 563698, 563698, 210027 ], [ -275173, -29327, -275173, -1444814, -286345, -1444814 ], [ 40, 25, 55, 40, 25, 55 ], [ 31, 19, 41, 32, 29, 35 ], [ 58, 33, 94, 53, 16, 86 ], [ 2418, 750, 1668, 2418, 750, 1668 ], [ 87.996288, 87.996288, 237.496288, 0, 0, 0 ], [ 2, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -472156, -127708, -576828, -752765, 354736, -579529 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2718, "evaluation_days": 1359, "actual_first_datapoint_time": 1641772800000, "first_datapoint_time": 1647043200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759190079278, "expiration_time": 1762669728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 17, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ema", "factors": { "length": 123, "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) |
---|