| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 419774.6997 | 343559.8057 | 76214.8941 | 283437.7896 | 182929.5571 | 100508.2325 |
| Total P&L (%) | 419.7747 | 343.5598 | 76.2149 | 283.4378 | 182.9296 | 100.5082 |
| Avg Daily Profit (%) | 0.1677 | 0.1372 | 0.0304 | 0.0537 | 0.0416 | 0.0278 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115927 | -106796 | -51976 | -438346 | -351903 | -300972 |
| Profit Factor | 1.7149 | 2.1046 | 1.276 | 1.1684 | 1.185 | 1.1447 |
| Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
| Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Profitability (%) | 52.4272 | 50.9804 | 53.8462 | 52.4272 | 50.9804 | 53.8462 |
| Ratio Avg Win / Avg Loss | 1.5561 | 2.0237 | 1.0937 | 1.0602 | 1.1394 | 0.9812 |
| Largest Winning Trade | 205821 | 205821 | 54404 | 378601 | 378601 | 99432 |
| Largest Losing Trade | -42223 | -42223 | -36170 | -233291 | -233291 | -228737 |
| Avg Bars in Trades | 94 | 126 | 62 | 94 | 126 | 62 |
| Avg Bars in Winners | 94 | 131 | 60 | 94 | 131 | 60 |
| Avg Bars in Losers | 93 | 122 | 63 | 93 | 122 | 63 |
| Bars Traded | 9689 | 6461 | 3228 | 9689 | 6461 | 3228 |
| Profit Streak | 46.1958 | 46.1958 | 75.6958 | 46.1958 | 46.1958 | 75.6958 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 453684 | -185180 | -330866 | -154523 | -333823 | -397358 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10013,
"evaluation_days": 2503.25,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1546387200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759423318368,
"expiration_time": 1765894824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 45,
"offset": 85,
"scalar": 1
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 152,
"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": [
[
419774.6997206632,
343559.8056536763,
76214.894066987,
283437.7896228714,
182929.5570802487,
100508.2325426228
],
[
419.7747,
343.559806,
76.214894,
283.43779,
182.929557,
100.508233
],
[
0.167692,
0.137246,
0.030446,
0.053705,
0.041556,
0.027795
],
[
10,
10,
10,
10,
10,
10
],
[
-115927,
-106796,
-51976,
-438346,
-351903,
-300972
],
[
1.714898,
2.104611,
1.275983,
1.16836,
1.184975,
1.144703
],
[
103,
51,
52,
103,
51,
52
],
[
54,
26,
28,
54,
26,
28
],
[
49,
25,
24,
49,
25,
24
],
[
52.427184,
50.980392,
53.846154,
52.427184,
50.980392,
53.846154
],
[
1.556111,
2.023665,
1.093699,
1.060178,
1.139399,
0.981174
],
[
205821,
205821,
54404,
378601,
378601,
99432
],
[
-42223,
-42223,
-36170,
-233291,
-233291,
-228737
],
[
94,
126,
62,
94,
126,
62
],
[
94,
131,
60,
94,
131,
60
],
[
93,
122,
63,
93,
122,
63
],
[
9689,
6461,
3228,
9689,
6461,
3228
],
[
46.195814,
46.195814,
75.695814,
46.195814,
46.195814,
75.695814
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
453684,
-185180,
-330866,
-154523,
-333823,
-397358
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10013,
"evaluation_days": 2503.25,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1546387200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759423318368,
"expiration_time": 1765894824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 45,
"offset": 85,
"scalar": 1
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 152,
"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) |
|---|