| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 574048.3313 | 480815.7291 | 93232.6022 | 389590.4163 | -597547.6175 | 987138.0338 |
| Total P&L (%) | 574.0483 | 480.8157 | 93.2326 | 389.5904 | -597.5476 | 987.138 |
| Avg Daily Profit (%) | 0.229 | 0.1918 | 0.0372 | 0.0634 | 0 | 0.0952 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -220901 | -161346 | -110977 | -8192696 | -6653870 | -1795080 |
| Profit Factor | 1.2588 | 1.4438 | 1.0822 | 1.0147 | 0.9587 | 1.0823 |
| Total Trades | 681 | 340 | 341 | 681 | 340 | 341 |
| Winning Trades | 365 | 178 | 187 | 365 | 178 | 187 |
| Losing Trades | 316 | 162 | 154 | 316 | 162 | 154 |
| Profitability (%) | 53.5977 | 52.3529 | 54.8387 | 53.5977 | 52.3529 | 54.8387 |
| Ratio Avg Win / Avg Loss | 1.0898 | 1.314 | 0.8912 | 0.8785 | 0.8725 | 0.8913 |
| Largest Winning Trade | 107790 | 107790 | 49160 | 1565400 | 1565400 | 754696 |
| Largest Losing Trade | -50894 | -48030 | -50894 | -2045615 | -2045615 | -1047614 |
| Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 9967 | 4972 | 4995 | 9967 | 4972 | 4995 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 447104 | 371484 | -272893 | -309987 | -578973 | -194930 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10026,
"evaluation_days": 2506.5,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1543795200000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759701219078,
"expiration_time": 1766184048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.63989
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
574048.3312948963,
480815.7291288599,
93232.6021660357,
389590.4163122382,
-597547.617509146,
987138.0338213851
],
[
574.048331,
480.815729,
93.232602,
389.590416,
-597.547618,
987.138034
],
[
0.229024,
0.191828,
0.037196,
0.063391,
0,
0.095243
],
[
10,
10,
10,
10,
10,
10
],
[
-220901,
-161346,
-110977,
-8192696,
-6653870,
-1795080
],
[
1.258806,
1.443829,
1.082163,
1.014718,
0.958719,
1.0823
],
[
681,
340,
341,
681,
340,
341
],
[
365,
178,
187,
365,
178,
187
],
[
316,
162,
154,
316,
162,
154
],
[
53.597651,
52.352941,
54.83871,
53.597651,
52.352941,
54.83871
],
[
1.089816,
1.314047,
0.891193,
0.878496,
0.872542,
0.891306
],
[
107790,
107790,
49160,
1565400,
1565400,
754696
],
[
-50894,
-48030,
-50894,
-2045615,
-2045615,
-1047614
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
9967,
4972,
4995,
9967,
4972,
4995
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
447104,
371484,
-272893,
-309987,
-578973,
-194930
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10026,
"evaluation_days": 2506.5,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1543795200000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759701219078,
"expiration_time": 1766184048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.63989
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|