| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 278112.5815 | 341336.6647 | -63224.0831 | -84631.8953 | 90641.34 | -175273.2353 |
| Total P&L (%) | 278.1126 | 341.3367 | -63.2241 | -84.6319 | 90.6413 | -175.2732 |
| Avg Daily Profit (%) | 0.1335 | 0.1638 | -0.0303 | -0.0899 | 0.031 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -241860 | -130773 | -238427 | -238043 | -54401 | -244031 |
| Profit Factor | 1.2258 | 1.6665 | 0.9121 | 0.8429 | 1.5585 | 0.5343 |
| Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
| Winning Trades | 121 | 63 | 58 | 121 | 63 | 58 |
| Losing Trades | 137 | 66 | 71 | 137 | 66 | 71 |
| Profitability (%) | 46.8992 | 48.8372 | 44.9612 | 46.8992 | 48.8372 | 44.9612 |
| Ratio Avg Win / Avg Loss | 1.3879 | 1.7459 | 1.1165 | 0.9543 | 1.6327 | 0.6541 |
| Largest Winning Trade | 322244 | 322244 | 62836 | 62836 | 51244 | 62836 |
| Largest Losing Trade | -69067 | -26130 | -69067 | -37656 | -31625 | -37656 |
| Avg Bars in Trades | 95 | 84 | 106 | 95 | 84 | 106 |
| Avg Bars in Winners | 119 | 99 | 142 | 119 | 99 | 142 |
| Avg Bars in Losers | 73 | 70 | 76 | 73 | 70 | 76 |
| Bars Traded | 24546 | 10869 | 13677 | 24546 | 10869 | 13677 |
| Profit Streak | 0 | 0 | 21.7569 | 0 | 0 | 21.7569 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -15039 | 352966 | -580733 | -580634 | -149394 | -582399 |
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579435200000,
"first_datapoint_time": 1580904000000,
"last_datapoint_time": 1759500000000,
"evaluation_time": 1759507794309,
"expiration_time": 1765980000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "sma",
"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": [
[
278112.5815332793,
341336.6646722108,
-63224.0831389315,
-84631.8952618227,
90641.3400370691,
-175273.2352988918
],
[
278.112582,
341.336665,
-63.224083,
-84.631895,
90.64134,
-175.273235
],
[
0.133494,
0.163842,
-0.030348,
-0.089858,
0.030976,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-241860,
-130773,
-238427,
-238043,
-54401,
-244031
],
[
1.225846,
1.666528,
0.912105,
0.842889,
1.558518,
0.534326
],
[
258,
129,
129,
258,
129,
129
],
[
121,
63,
58,
121,
63,
58
],
[
137,
66,
71,
137,
66,
71
],
[
46.899225,
48.837209,
44.96124,
46.899225,
48.837209,
44.96124
],
[
1.387941,
1.745886,
1.116542,
0.954345,
1.632733,
0.654089
],
[
322244,
322244,
62836,
62836,
51244,
62836
],
[
-69067,
-26130,
-69067,
-37656,
-31625,
-37656
],
[
95,
84,
106,
95,
84,
106
],
[
119,
99,
142,
119,
99,
142
],
[
73,
70,
76,
73,
70,
76
],
[
24546,
10869,
13677,
24546,
10869,
13677
],
[
0,
0,
21.756878,
0,
0,
21.756879
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-15039,
352966,
-580733,
-580634,
-149394,
-582399
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579435200000,
"first_datapoint_time": 1580904000000,
"last_datapoint_time": 1759500000000,
"evaluation_time": 1759507794309,
"expiration_time": 1765980000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "sma",
"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) |
|---|