| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 340217.4408 | 305159.0102 | 35058.4307 | -3580589.7512 | -966205.013 | -2614384.7382 |
| Total P&L (%) | 340.2174 | 305.159 | 35.0584 | -3580.5898 | -966.205 | -2614.3847 |
| Avg Daily Profit (%) | 0.2497 | 0.224 | 0.0257 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -222060 | -68026 | -226120 | -4417023 | -1968020 | -3069682 |
| Profit Factor | 1.6095 | 2.2362 | 1.1126 | 0.6087 | 0.8102 | 0.3561 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 40 | 16 | 24 | 37 | 19 | 18 |
| Losing Trades | 23 | 16 | 7 | 26 | 13 | 13 |
| Profitability (%) | 63.4921 | 50 | 77.4194 | 58.7302 | 59.375 | 58.0645 |
| Ratio Avg Win / Avg Loss | 0.9255 | 2.2362 | 0.3245 | 0.4277 | 0.5543 | 0.2572 |
| Largest Winning Trade | 85210 | 85210 | 28616 | 1982946 | 1982946 | 337686 |
| Largest Losing Trade | -212390 | -60200 | -212390 | -1427630 | -1427630 | -1259327 |
| Avg Bars in Trades | 41 | 45 | 36 | 41 | 45 | 36 |
| Avg Bars in Winners | 29 | 30 | 28 | 37 | 41 | 32 |
| Avg Bars in Losers | 61 | 59 | 65 | 46 | 50 | 42 |
| Bars Traded | 2586 | 1449 | 1137 | 2586 | 1449 | 1137 |
| Profit Streak | 44.3893 | 44.3893 | 55.3893 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -139948 | 453749 | -255410 | -730646 | -579595 | -579772 |
{
"trading_pair": "IMX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2725,
"evaluation_days": 1362.5,
"actual_first_datapoint_time": 1641772800000,
"first_datapoint_time": 1645704000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759483238594,
"expiration_time": 1762981200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 102,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 92,
"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": [
[
340217.4408426717,
305159.0101896839,
35058.4306529879,
-3580589.751227974,
-966205.0130421054,
-2614384.7381858695
],
[
340.217441,
305.15901,
35.058431,
-3580.589751,
-966.205013,
-2614.384738
],
[
0.249701,
0.22397,
0.025731,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-222060,
-68026,
-226120,
-4417023,
-1968020,
-3069682
],
[
1.6095,
2.236196,
1.112606,
0.608717,
0.810203,
0.356089
],
[
63,
32,
31,
63,
32,
31
],
[
40,
16,
24,
37,
19,
18
],
[
23,
16,
7,
26,
13,
13
],
[
63.492063,
50,
77.419355,
58.730159,
59.375,
58.064516
],
[
0.925462,
2.236196,
0.32451,
0.427747,
0.554349,
0.257176
],
[
85210,
85210,
28616,
1982946,
1982946,
337686
],
[
-212390,
-60200,
-212390,
-1427630,
-1427630,
-1259327
],
[
41,
45,
36,
41,
45,
36
],
[
29,
30,
28,
37,
41,
32
],
[
61,
59,
65,
46,
50,
42
],
[
2586,
1449,
1137,
2586,
1449,
1137
],
[
44.389335,
44.389336,
55.389335,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-139948,
453749,
-255410,
-730646,
-579595,
-579772
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2725,
"evaluation_days": 1362.5,
"actual_first_datapoint_time": 1641772800000,
"first_datapoint_time": 1645704000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759483238594,
"expiration_time": 1762981200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 102,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 92,
"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) |
|---|