| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 474548.6529 | 400627.7272 | 73920.9257 | 243764.0273 | 613589.0594 | -369825.0321 |
| Total P&L (%) | 474.5487 | 400.6277 | 73.9209 | 243.764 | 613.5891 | -369.825 |
| Avg Daily Profit (%) | 0.1896 | 0.16 | 0.0295 | 0.0493 | 0.0785 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168455 | -89437 | -108392 | -867707 | -319782 | -762495 |
| Profit Factor | 1.3979 | 1.6702 | 1.1242 | 1.0577 | 1.3119 | 0.836 |
| Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
| Winning Trades | 156 | 84 | 72 | 156 | 84 | 72 |
| Losing Trades | 142 | 65 | 77 | 142 | 65 | 77 |
| Profitability (%) | 52.349 | 56.3758 | 48.3221 | 52.349 | 56.3758 | 48.3221 |
| Ratio Avg Win / Avg Loss | 1.2724 | 1.2924 | 1.2023 | 0.9628 | 1.0152 | 0.894 |
| Largest Winning Trade | 174752 | 174752 | 63285 | 274459 | 274459 | 163711 |
| Largest Losing Trade | -49933 | -32631 | -49933 | -487876 | -144102 | -487876 |
| Avg Bars in Trades | 32 | 24 | 41 | 32 | 24 | 41 |
| Avg Bars in Winners | 43 | 28 | 61 | 43 | 28 | 61 |
| Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
| Bars Traded | 9737 | 3609 | 6128 | 9737 | 3609 | 6128 |
| Profit Streak | 0 | 0 | 38.7561 | 0 | 0 | 38.7561 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 362764 | 369960 | -237557 | -283838 | -86586 | -581043 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10014,
"evaluation_days": 2503.5,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1547186400000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759450126683,
"expiration_time": 1765917072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
474548.6528952022,
400627.7271661359,
73920.9257290657,
243764.0272997242,
613589.0593876477,
-369825.0320879237
],
[
474.548653,
400.627727,
73.920926,
243.764027,
613.589059,
-369.825032
],
[
0.189554,
0.160027,
0.029527,
0.049335,
0.078526,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-168455,
-89437,
-108392,
-867707,
-319782,
-762495
],
[
1.397873,
1.670208,
1.124248,
1.057744,
1.311936,
0.835957
],
[
298,
149,
149,
298,
149,
149
],
[
156,
84,
72,
156,
84,
72
],
[
142,
65,
77,
142,
65,
77
],
[
52.348993,
56.375839,
48.322148,
52.348993,
56.375839,
48.322148
],
[
1.272423,
1.292423,
1.20232,
0.962818,
1.015189,
0.89401
],
[
174752,
174752,
63285,
274459,
274459,
163711
],
[
-49933,
-32631,
-49933,
-487876,
-144102,
-487876
],
[
32,
24,
41,
32,
24,
41
],
[
43,
28,
61,
43,
28,
61
],
[
20,
19,
22,
20,
19,
22
],
[
9737,
3609,
6128,
9737,
3609,
6128
],
[
0,
0,
38.756096,
0,
0,
38.756096
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
362764,
369960,
-237557,
-283838,
-86586,
-581043
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10014,
"evaluation_days": 2503.5,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1547186400000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759450126683,
"expiration_time": 1765917072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|