| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 291464.8391 | 257645.3936 | 33819.4455 | 1854001.831 | 1388153.0244 | 465848.8066 |
| Total P&L (%) | 291.4648 | 257.6454 | 33.8194 | 1854.0018 | 1388.153 | 465.8488 |
| Avg Daily Profit (%) | 0.2153 | 0.1903 | 0.025 | 0.2198 | 0.1996 | 0.1281 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -195818 | -49521 | -273198 | -1811683 | -573253 | -1709866 |
| Profit Factor | 1.4509 | 2.3531 | 1.0742 | 1.3437 | 1.7261 | 1.1338 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 45 | 22 | 23 | 45 | 24 | 21 |
| Losing Trades | 29 | 15 | 14 | 29 | 13 | 16 |
| Profitability (%) | 60.8108 | 59.4595 | 62.1622 | 60.8108 | 64.8649 | 56.7568 |
| Ratio Avg Win / Avg Loss | 0.935 | 1.6044 | 0.6538 | 0.8659 | 0.935 | 0.8638 |
| Largest Winning Trade | 63424 | 63424 | 49232 | 1455890 | 679343 | 1455890 |
| Largest Losing Trade | -175122 | -32701 | -175122 | -1203537 | -538612 | -1203537 |
| Avg Bars in Trades | 34 | 28 | 41 | 34 | 28 | 41 |
| Avg Bars in Winners | 31 | 24 | 37 | 28 | 22 | 35 |
| Avg Bars in Losers | 39 | 33 | 46 | 43 | 37 | 48 |
| Bars Traded | 2557 | 1038 | 1519 | 2557 | 1038 | 1519 |
| Profit Streak | 53.8766 | 92.8766 | 53.8766 | 53.8766 | 92.8766 | 53.8766 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -58601 | 535996 | -300746 | -58800 | 435529 | -95630 |
{
"trading_pair": "IMX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2708,
"evaluation_days": 1354,
"actual_first_datapoint_time": 1641772800000,
"first_datapoint_time": 1646092800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758920541517,
"expiration_time": 1762224768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 94,
"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": [
[
291464.8391404634,
257645.3936034709,
33819.4455369923,
1854001.8310176255,
1388153.0244181305,
465848.8065994949
],
[
291.464839,
257.645394,
33.819446,
1854.001831,
1388.153024,
465.848807
],
[
0.215262,
0.190285,
0.024977,
0.219773,
0.199617,
0.128085
],
[
10,
10,
10,
10,
10,
10
],
[
-195818,
-49521,
-273198,
-1811683,
-573253,
-1709866
],
[
1.450886,
2.353134,
1.074162,
1.343695,
1.72608,
1.133769
],
[
74,
37,
37,
74,
37,
37
],
[
45,
22,
23,
45,
24,
21
],
[
29,
15,
14,
29,
13,
16
],
[
60.810811,
59.459459,
62.162162,
60.810811,
64.864865,
56.756757
],
[
0.935016,
1.604409,
0.653838,
0.865937,
0.93496,
0.863824
],
[
63424,
63424,
49232,
1455890,
679343,
1455890
],
[
-175122,
-32701,
-175122,
-1203537,
-538612,
-1203537
],
[
34,
28,
41,
34,
28,
41
],
[
31,
24,
37,
28,
22,
35
],
[
39,
33,
46,
43,
37,
48
],
[
2557,
1038,
1519,
2557,
1038,
1519
],
[
53.876638,
92.876638,
53.876638,
53.876638,
92.876638,
53.876638
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-58601,
535996,
-300746,
-58800,
435529,
-95630
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2708,
"evaluation_days": 1354,
"actual_first_datapoint_time": 1641772800000,
"first_datapoint_time": 1646092800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758920541517,
"expiration_time": 1762224768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 94,
"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) |
|---|