| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 308081.4019 | 222515.5696 | 85565.8323 | 43923.7036 | -5610.7146 | 49534.4182 |
| Total P&L (%) | 308.0814 | 222.5156 | 85.5658 | 43.9237 | -5.6107 | 49.5344 |
| Avg Daily Profit (%) | 0.2251 | 0.1626 | 0.0625 | 0.0266 | -0.0042 | 0.0294 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -243462 | -151683 | -106531 | -235661 | -179655 | -72712 |
| Profit Factor | 1.2858 | 1.3563 | 1.1887 | 1.0677 | 0.9866 | 1.2164 |
| Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
| Winning Trades | 144 | 66 | 78 | 144 | 66 | 78 |
| Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
| Profitability (%) | 58.2996 | 53.6585 | 62.9032 | 58.2996 | 53.6585 | 62.9032 |
| Ratio Avg Win / Avg Loss | 0.9197 | 1.1714 | 0.701 | 0.7637 | 0.8521 | 0.7173 |
| Largest Winning Trade | 120680 | 120680 | 40299 | 61727 | 61727 | 23850 |
| Largest Losing Trade | -52827 | -52827 | -31601 | -68034 | -68034 | -24210 |
| Avg Bars in Trades | 65 | 66 | 64 | 65 | 66 | 64 |
| Avg Bars in Winners | 62 | 65 | 59 | 62 | 65 | 59 |
| Avg Bars in Losers | 70 | 68 | 72 | 70 | 68 | 72 |
| Bars Traded | 16251 | 8234 | 8017 | 16251 | 8234 | 8017 |
| Profit Streak | 0 | 42.1889 | 0 | 0 | 42.1889 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307245 | 338378 | -122577 | -304521 | -579107 | -155619 |
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16422,
"evaluation_days": 1368.5,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1642766400000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760041921930,
"expiration_time": 1764296582400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 173,
"offset": 0,
"std": 3.57752
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 134,
"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": [
[
308081.4019075283,
222515.569605196,
85565.8323023326,
43923.7036399811,
-5610.7146074131,
49534.4182473942
],
[
308.081402,
222.51557,
85.565832,
43.923704,
-5.610715,
49.534418
],
[
0.225123,
0.162598,
0.062525,
0.02661,
-0.004219,
0.029406
],
[
10,
10,
10,
10,
10,
10
],
[
-243462,
-151683,
-106531,
-235661,
-179655,
-72712
],
[
1.285822,
1.356302,
1.188735,
1.067731,
0.986627,
1.216368
],
[
247,
123,
124,
247,
123,
124
],
[
144,
66,
78,
144,
66,
78
],
[
103,
57,
46,
103,
57,
46
],
[
58.299595,
53.658537,
62.903226,
58.299595,
53.658537,
62.903226
],
[
0.91972,
1.171352,
0.701049,
0.763724,
0.852087,
0.717345
],
[
120680,
120680,
40299,
61727,
61727,
23850
],
[
-52827,
-52827,
-31601,
-68034,
-68034,
-24210
],
[
65,
66,
64,
65,
66,
64
],
[
62,
65,
59,
62,
65,
59
],
[
70,
68,
72,
70,
68,
72
],
[
16251,
8234,
8017,
16251,
8234,
8017
],
[
0,
42.188911,
0,
0,
42.188911,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307245,
338378,
-122577,
-304521,
-579107,
-155619
]
]
}
{
"trading_pair": "IMX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16422,
"evaluation_days": 1368.5,
"actual_first_datapoint_time": 1641808800000,
"first_datapoint_time": 1642766400000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760041921930,
"expiration_time": 1764296582400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 173,
"offset": 0,
"std": 3.57752
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 134,
"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) |
|---|