| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 422398.2523 | 360622.219 | 61776.0333 | 133895.7625 | 288711.0653 | -154815.3029 |
| Total P&L (%) | 422.3983 | 360.6222 | 61.776 | 133.8958 | 288.7111 | -154.8153 |
| Avg Daily Profit (%) | 0.1685 | 0.1439 | 0.0246 | 0.0339 | 0.0542 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125565 | -118096 | -91014 | -1124256 | -933162 | -504645 |
| Profit Factor | 1.5068 | 1.8367 | 1.1535 | 1.0301 | 1.1169 | 0.9215 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
| Losing Trades | 87 | 41 | 46 | 87 | 41 | 46 |
| Profitability (%) | 48.5207 | 51.1905 | 45.8824 | 48.5207 | 51.1905 | 45.8824 |
| Ratio Avg Win / Avg Loss | 1.5987 | 1.7512 | 1.3605 | 1.093 | 1.065 | 1.0869 |
| Largest Winning Trade | 216029 | 216029 | 51235 | 518052 | 518052 | 221238 |
| Largest Losing Trade | -32627 | -29725 | -32627 | -325597 | -325597 | -198921 |
| Avg Bars in Trades | 57 | 76 | 39 | 57 | 76 | 39 |
| Avg Bars in Winners | 74 | 96 | 49 | 74 | 96 | 49 |
| Avg Bars in Losers | 42 | 54 | 31 | 42 | 54 | 31 |
| Bars Traded | 9756 | 6387 | 3369 | 9756 | 6387 | 3369 |
| 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 | 364343 | 84133 | -214101 | -334657 | -212679 | -581039 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10026,
"evaluation_days": 2506.5,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1545739200000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759701214406,
"expiration_time": 1766184048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 122,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 45,
"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": [
[
422398.2523181263,
360622.2190441643,
61776.0332739625,
133895.7624567453,
288711.0653269969,
-154815.3028702514
],
[
422.398252,
360.622219,
61.776033,
133.895762,
288.711065,
-154.815303
],
[
0.168521,
0.143875,
0.024646,
0.033906,
0.05418,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-125565,
-118096,
-91014,
-1124256,
-933162,
-504645
],
[
1.506783,
1.83665,
1.153497,
1.030144,
1.116899,
0.921499
],
[
169,
84,
85,
169,
84,
85
],
[
82,
43,
39,
82,
43,
39
],
[
87,
41,
46,
87,
41,
46
],
[
48.52071,
51.190476,
45.882353,
48.52071,
51.190476,
45.882353
],
[
1.59866,
1.751225,
1.360535,
1.092957,
1.06495,
1.086896
],
[
216029,
216029,
51235,
518052,
518052,
221238
],
[
-32627,
-29725,
-32627,
-325597,
-325597,
-198921
],
[
57,
76,
39,
57,
76,
39
],
[
74,
96,
49,
74,
96,
49
],
[
42,
54,
31,
42,
54,
31
],
[
9756,
6387,
3369,
9756,
6387,
3369
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
364343,
84133,
-214101,
-334657,
-212679,
-581039
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10026,
"evaluation_days": 2506.5,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1545739200000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759701214406,
"expiration_time": 1766184048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 122,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 45,
"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) |
|---|