| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 540937.8767 | 443412.628 | 97525.2487 | 481720.6812 | 228482.5459 | 253238.1352 |
| Total P&L (%) | 540.9379 | 443.4126 | 97.5252 | 481.7207 | 228.4825 | 253.2381 |
| Avg Daily Profit (%) | 0.2164 | 0.1774 | 0.039 | 0.0705 | 0.0476 | 0.0505 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142623 | -153023 | -24603 | -1034063 | -1125890 | -91967 |
| Profit Factor | 2.1051 | 2.2411 | 1.7376 | 1.1914 | 1.1121 | 1.5293 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
| Profitability (%) | 46.9136 | 42.5 | 51.2195 | 46.9136 | 42.5 | 51.2195 |
| Ratio Avg Win / Avg Loss | 2.382 | 3.032 | 1.6548 | 1.3482 | 1.5046 | 1.4565 |
| Largest Winning Trade | 323261 | 323261 | 45111 | 653954 | 653954 | 118779 |
| Largest Losing Trade | -38345 | -38345 | -21009 | -331206 | -331206 | -75774 |
| Avg Bars in Trades | 177 | 306 | 51 | 177 | 306 | 51 |
| Avg Bars in Winners | 198 | 376 | 54 | 198 | 376 | 54 |
| Avg Bars in Losers | 158 | 254 | 47 | 158 | 254 | 47 |
| Bars Traded | 14355 | 12245 | 2110 | 14355 | 12245 | 2110 |
| Profit Streak | 0 | 86.888 | 0 | 0 | 86.888 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -5296 | 351565 | -137288 | -126246 | -227347 | -123783 |
{
"trading_pair": "IOTA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1547496000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758863927306,
"expiration_time": 1765193040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 194,
"offset": 138
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 112,
"offset": 0,
"std": 3.04569
}
}
} {
"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": [
[
540937.8767373794,
443412.6280184126,
97525.2487189666,
481720.6811647881,
228482.5459332677,
253238.1352315202
],
[
540.937877,
443.412628,
97.525249,
481.720681,
228.482546,
253.238135
],
[
0.216447,
0.177424,
0.039023,
0.070481,
0.0476,
0.050508
],
[
10,
10,
10,
10,
10,
10
],
[
-142623,
-153023,
-24603,
-1034063,
-1125890,
-91967
],
[
2.10506,
2.241068,
1.73756,
1.191446,
1.112124,
1.52928
],
[
81,
40,
41,
81,
40,
41
],
[
38,
17,
21,
38,
17,
21
],
[
43,
23,
20,
43,
23,
20
],
[
46.91358,
42.5,
51.219512,
46.91358,
42.5,
51.219512
],
[
2.382042,
3.032033,
1.654819,
1.348215,
1.504638,
1.456457
],
[
323261,
323261,
45111,
653954,
653954,
118779
],
[
-38345,
-38345,
-21009,
-331206,
-331206,
-75774
],
[
177,
306,
51,
177,
306,
51
],
[
198,
376,
54,
198,
376,
54
],
[
158,
254,
47,
158,
254,
47
],
[
14355,
12245,
2110,
14355,
12245,
2110
],
[
0,
86.888047,
0,
0,
86.888048,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-5296,
351565,
-137288,
-126246,
-227347,
-123783
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1547496000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758863927306,
"expiration_time": 1765193040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 194,
"offset": 138
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 112,
"offset": 0,
"std": 3.04569
}
}
}
| # | 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) |
|---|