| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 296191.1423 | 309008.4399 | -12817.2975 | -35364.0498 | 84058.9689 | -119423.0187 |
| Total P&L (%) | 296.1911 | 309.0084 | -12.8173 | -35.3641 | 84.059 | -119.423 |
| Avg Daily Profit (%) | 0.1422 | 0.1484 | -0.0062 | -0.021 | 0.0293 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -127155 | -137571 | -93023 | -790699 | -772994 | -258858 |
| Profit Factor | 1.5502 | 1.939 | 0.9388 | 0.9798 | 1.0678 | 0.7662 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 58.4416 | 55.2632 | 61.5385 | 58.4416 | 55.2632 | 61.5385 |
| Ratio Avg Win / Avg Loss | 1.1023 | 1.5697 | 0.5867 | 0.6968 | 0.8644 | 0.4789 |
| Largest Winning Trade | 202372 | 202372 | 22985 | 334542 | 334542 | 72391 |
| Largest Losing Trade | -70326 | -63068 | -70326 | -441194 | -441194 | -161581 |
| Avg Bars in Trades | 300 | 505 | 100 | 300 | 505 | 100 |
| Avg Bars in Winners | 180 | 282 | 90 | 180 | 282 | 90 |
| Avg Bars in Losers | 468 | 779 | 116 | 468 | 779 | 116 |
| Bars Traded | 23124 | 19190 | 3934 | 23124 | 19190 | 3934 |
| Profit Streak | 136.2236 | 136.2236 | 143.4736 | 136.2236 | 136.2236 | 143.4736 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -45125 | 358887 | -578300 | -624332 | -300136 | -578300 |
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1579651200000,
"first_datapoint_time": 1582495200000,
"last_datapoint_time": 1759658400000,
"evaluation_time": 1759663316497,
"expiration_time": 1766136326400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 161,
"offset": 233
}
}
} {
"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": [
[
296191.1423087554,
309008.4398539609,
-12817.2975452054,
-35364.0497994765,
84058.9689061221,
-119423.0187055987
],
[
296.191142,
309.00844,
-12.817298,
-35.36405,
84.058969,
-119.423019
],
[
0.142217,
0.148371,
-0.006154,
-0.020952,
0.029298,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-127155,
-137571,
-93023,
-790699,
-772994,
-258858
],
[
1.550176,
1.939023,
0.938756,
0.979808,
1.067759,
0.766226
],
[
77,
38,
39,
77,
38,
39
],
[
45,
21,
24,
45,
21,
24
],
[
32,
17,
15,
32,
17,
15
],
[
58.441558,
55.263158,
61.538462,
58.441558,
55.263158,
61.538462
],
[
1.102347,
1.569685,
0.586722,
0.696753,
0.864376,
0.478891
],
[
202372,
202372,
22985,
334542,
334542,
72391
],
[
-70326,
-63068,
-70326,
-441194,
-441194,
-161581
],
[
300,
505,
100,
300,
505,
100
],
[
180,
282,
90,
180,
282,
90
],
[
468,
779,
116,
468,
779,
116
],
[
23124,
19190,
3934,
23124,
19190,
3934
],
[
136.22357,
136.22357,
143.47357,
136.223571,
136.223571,
143.473571
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-45125,
358887,
-578300,
-624332,
-300136,
-578300
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1579651200000,
"first_datapoint_time": 1582495200000,
"last_datapoint_time": 1759658400000,
"evaluation_time": 1759663316497,
"expiration_time": 1766136326400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 161,
"offset": 233
}
}
}
| # | 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) |
|---|