| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 226855.2793 | 142612.204 | 84243.0753 | 304336.0534 | 157080.9991 | 147255.0543 |
| Total P&L (%) | 226.8553 | 142.6122 | 84.2431 | 304.3361 | 157.081 | 147.2551 |
| Avg Daily Profit (%) | 0.4356 | 0.2738 | 0.1617 | 0.2686 | 0.1815 | 0.174 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -55344 | -45076 | -47550 | -313713 | -248769 | -181705 |
| Profit Factor | 1.2551 | 1.333 | 1.1828 | 1.096 | 1.097 | 1.095 |
| Total Trades | 603 | 302 | 301 | 603 | 302 | 301 |
| Winning Trades | 327 | 164 | 163 | 327 | 164 | 163 |
| Losing Trades | 276 | 138 | 138 | 276 | 138 | 138 |
| Profitability (%) | 54.2289 | 54.3046 | 54.1528 | 54.2289 | 54.3046 | 54.1528 |
| Ratio Avg Win / Avg Loss | 1.0594 | 1.1217 | 1.0013 | 0.9251 | 0.9231 | 0.927 |
| Largest Winning Trade | 44399 | 44399 | 25356 | 134236 | 134236 | 87030 |
| Largest Losing Trade | -19263 | -14387 | -19263 | -92866 | -68689 | -92866 |
| Avg Bars in Trades | 40 | 36 | 45 | 40 | 36 | 45 |
| Avg Bars in Winners | 36 | 34 | 39 | 36 | 34 | 39 |
| Avg Bars in Losers | 45 | 38 | 52 | 45 | 38 | 52 |
| Bars Traded | 24660 | 10973 | 13687 | 24660 | 10973 | 13687 |
| Profit Streak | 0 | 0 | 8.5069 | 0 | 0 | 8.5069 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 452655 | 343818 | -9622 | -105229 | -106994 | -107727 |
{
"trading_pair": "IOTA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714023000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758906593682,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 165,
"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": [
[
226855.2793303526,
142612.2040286147,
84243.0753017378,
304336.0533675714,
157080.9990639378,
147255.0543036335
],
[
226.855279,
142.612204,
84.243075,
304.336053,
157.080999,
147.255054
],
[
0.435565,
0.273817,
0.161748,
0.2686,
0.181456,
0.17396
],
[
10,
10,
10,
10,
10,
10
],
[
-55344,
-45076,
-47550,
-313713,
-248769,
-181705
],
[
1.255108,
1.332988,
1.18275,
1.096025,
1.097022,
1.094984
],
[
603,
302,
301,
603,
302,
301
],
[
327,
164,
163,
327,
164,
163
],
[
276,
138,
138,
276,
138,
138
],
[
54.228856,
54.304636,
54.152824,
54.228856,
54.304636,
54.152824
],
[
1.059357,
1.121661,
1.001347,
0.925086,
0.923104,
0.927042
],
[
44399,
44399,
25356,
134236,
134236,
87030
],
[
-19263,
-14387,
-19263,
-92866,
-68689,
-92866
],
[
40,
36,
45,
40,
36,
45
],
[
36,
34,
39,
36,
34,
39
],
[
45,
38,
52,
45,
38,
52
],
[
24660,
10973,
13687,
24660,
10973,
13687
],
[
0,
0,
8.506871,
0,
0,
8.506871
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
452655,
343818,
-9622,
-105229,
-106994,
-107727
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714023000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758906593682,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 165,
"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) |
|---|