| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 421256.9907 | 449975.5526 | -28718.562 | -71567.5092 | 60191.0913 | -131758.6004 |
| Total P&L (%) | 421.257 | 449.9756 | -28.7186 | -71.5675 | 60.1911 | -131.7586 |
| Avg Daily Profit (%) | 0.1686 | 0.1801 | -0.0115 | -0.0503 | 0.0189 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -227904 | -181478 | -139270 | -238827 | -140731 | -163418 |
| Profit Factor | 1.4651 | 1.9508 | 0.9336 | 0.9009 | 1.1625 | 0.6253 |
| Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
| Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
| Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
| Profitability (%) | 42.236 | 35.8025 | 48.75 | 42.236 | 35.8025 | 48.75 |
| Ratio Avg Win / Avg Loss | 2.0037 | 3.498 | 0.9815 | 1.2321 | 2.0845 | 0.6574 |
| Largest Winning Trade | 488303 | 488303 | 58489 | 165419 | 165419 | 33977 |
| Largest Losing Trade | -48320 | -30854 | -48320 | -73462 | -63385 | -73462 |
| Avg Bars in Trades | 91 | 76 | 107 | 91 | 76 | 107 |
| Avg Bars in Winners | 125 | 107 | 138 | 125 | 107 | 138 |
| Avg Bars in Losers | 67 | 59 | 77 | 67 | 59 | 77 |
| Bars Traded | 14795 | 6189 | 8606 | 14795 | 6189 | 8606 |
| Profit Streak | 45.252 | 52.5853 | 45.252 | 45.252 | 52.5853 | 45.252 |
| Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323244 | -4849 | -599302 | -579688 | -224955 | -599302 |
{
"trading_pair": "IOTA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1544529600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758837771469,
"expiration_time": 1765193040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 30,
"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": [
[
421256.9906540507,
449975.5526474285,
-28718.561993378,
-71567.5091960077,
60191.0912517434,
-131758.6004477512
],
[
421.256991,
449.975553,
-28.718562,
-71.567509,
60.191091,
-131.7586
],
[
0.168559,
0.18005,
-0.011491,
-0.05031,
0.018856,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-227904,
-181478,
-139270,
-238827,
-140731,
-163418
],
[
1.465082,
1.950799,
0.9336,
0.900875,
1.162531,
0.625318
],
[
161,
81,
80,
161,
81,
80
],
[
68,
29,
39,
68,
29,
39
],
[
93,
52,
41,
93,
52,
41
],
[
42.236025,
35.802469,
48.75,
42.236025,
35.802469,
48.75
],
[
2.003715,
3.497984,
0.981477,
1.232078,
2.084539,
0.657386
],
[
488303,
488303,
58489,
165419,
165419,
33977
],
[
-48320,
-30854,
-48320,
-73462,
-63385,
-73462
],
[
91,
76,
107,
91,
76,
107
],
[
125,
107,
138,
125,
107,
138
],
[
67,
59,
77,
67,
59,
77
],
[
14795,
6189,
8606,
14795,
6189,
8606
],
[
45.251984,
52.585318,
45.251984,
45.251985,
52.585318,
45.251985
],
[
7,
4,
3,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323244,
-4849,
-599302,
-579688,
-224955,
-599302
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1544529600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758837771469,
"expiration_time": 1765193040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 30,
"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) |
|---|