Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495552.6525 | 306650.22 | 188902.4325 | 1458947.0086 | 1326580.1777 | 132366.8309 |
Total P&L (%) | 495.5527 | 306.6502 | 188.9024 | 1458.947 | 1326.5802 | 132.3668 |
Avg Daily Profit (%) | 0.3645 | 0.2256 | 0.139 | 0.2022 | 0.1957 | 0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103629 | -81845 | -116289 | -960200 | -800028 | -1041973 |
Profit Factor | 1.7409 | 1.8647 | 1.6011 | 1.3231 | 1.5753 | 1.0599 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 41.9118 | 41.1765 | 42.6471 | 41.9118 | 41.1765 | 42.6471 |
Ratio Avg Win / Avg Loss | 2.4128 | 2.6638 | 2.1532 | 1.8337 | 2.2505 | 1.4254 |
Largest Winning Trade | 116369 | 116369 | 39162 | 652991 | 652991 | 347071 |
Largest Losing Trade | -26624 | -26624 | -24178 | -223196 | -216949 | -223196 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 2638 | 1390 | 1248 | 2638 | 1390 | 1248 |
Profit Streak | 37.0482 | 37.0482 | 38.0482 | 37.0482 | 37.0482 | 38.0482 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389140 | -100688 | -116003 | 283497 | -101189 | -376232 |
{ "trading_pair": "IMX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2719, "evaluation_days": 1359.5, "actual_first_datapoint_time": 1641772800000, "first_datapoint_time": 1644062400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759194564392, "expiration_time": 1762714224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 51, "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": [ [ 495552.6524704259, 306650.2199542357, 188902.4325161899, 1458947.0085761393, 1326580.177670105, 132366.8309060346 ], [ 495.552652, 306.65022, 188.902433, 1458.947009, 1326.580178, 132.366831 ], [ 0.364511, 0.225561, 0.13895, 0.202234, 0.195694, 0.062038 ], [ 10, 10, 10, 10, 10, 10 ], [ -103629, -81845, -116289, -960200, -800028, -1041973 ], [ 1.740853, 1.864665, 1.601124, 1.323063, 1.575327, 1.059889 ], [ 136, 68, 68, 136, 68, 68 ], [ 57, 28, 29, 57, 28, 29 ], [ 79, 40, 39, 79, 40, 39 ], [ 41.911765, 41.176471, 42.647059, 41.911765, 41.176471, 42.647059 ], [ 2.412761, 2.663807, 2.153236, 1.833718, 2.250468, 1.425368 ], [ 116369, 116369, 39162, 652991, 652991, 347071 ], [ -26624, -26624, -24178, -223196, -216949, -223196 ], [ 19, 20, 18, 19, 20, 18 ], [ 31, 33, 30, 31, 33, 30 ], [ 10, 11, 9, 10, 11, 9 ], [ 2638, 1390, 1248, 2638, 1390, 1248 ], [ 37.048199, 37.048199, 38.048199, 37.048199, 37.048199, 38.048199 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 389140, -100688, -116003, 283497, -101189, -376232 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2719, "evaluation_days": 1359.5, "actual_first_datapoint_time": 1641772800000, "first_datapoint_time": 1644062400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759194564392, "expiration_time": 1762714224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 51, "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) |
---|