| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 214194.2344 | 134572.8953 | 79621.3391 | 330293.9046 | 147863.8432 | 182430.0614 |
| Total P&L (%) | 214.1942 | 134.5729 | 79.6213 | 330.2939 | 147.8638 | 182.4301 |
| Avg Daily Profit (%) | 0.4113 | 0.2584 | 0.1529 | 0.2806 | 0.1744 | 0.1995 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -57708 | -61955 | -38558 | -199571 | -217083 | -90904 |
| Profit Factor | 1.2758 | 1.3419 | 1.2078 | 1.1872 | 1.1599 | 1.2173 |
| Total Trades | 601 | 300 | 301 | 601 | 300 | 301 |
| Winning Trades | 235 | 118 | 117 | 235 | 118 | 117 |
| Losing Trades | 366 | 182 | 184 | 366 | 182 | 184 |
| Profitability (%) | 39.1015 | 39.3333 | 38.8704 | 39.1015 | 39.3333 | 38.8704 |
| Ratio Avg Win / Avg Loss | 1.987 | 2.0698 | 1.8995 | 1.849 | 1.789 | 1.9143 |
| Largest Winning Trade | 61702 | 61702 | 21404 | 84930 | 84930 | 60819 |
| Largest Losing Trade | -13559 | -8604 | -13559 | -30463 | -30463 | -23447 |
| Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
| Avg Bars in Winners | 65 | 63 | 66 | 65 | 63 | 66 |
| Avg Bars in Losers | 26 | 26 | 25 | 26 | 26 | 25 |
| Bars Traded | 24850 | 12398 | 12452 | 24850 | 12398 | 12452 |
| Profit Streak | 0 | 3.5171 | 0 | 0 | 3.5171 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 317035 | 187281 | 142981 | -6861 | -40499 | 159415 |
{
"trading_pair": "IOTA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714537800000,
"first_datapoint_time": 1714667400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759537480352,
"expiration_time": 1766016000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 34,
"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": [
[
214194.2343696069,
134572.895283194,
79621.3390864125,
330293.9045677529,
147863.8431806656,
182430.0613870869
],
[
214.194234,
134.572895,
79.621339,
330.293905,
147.863843,
182.430061
],
[
0.411256,
0.258382,
0.152874,
0.28058,
0.174433,
0.199546
],
[
10,
10,
10,
10,
10,
10
],
[
-57708,
-61955,
-38558,
-199571,
-217083,
-90904
],
[
1.275791,
1.341937,
1.207838,
1.187193,
1.159894,
1.217258
],
[
601,
300,
301,
601,
300,
301
],
[
235,
118,
117,
235,
118,
117
],
[
366,
182,
184,
366,
182,
184
],
[
39.101498,
39.333333,
38.870432,
39.101498,
39.333333,
38.870432
],
[
1.986976,
2.069767,
1.899505,
1.84899,
1.788989,
1.914321
],
[
61702,
61702,
21404,
84930,
84930,
60819
],
[
-13559,
-8604,
-13559,
-30463,
-30463,
-23447
],
[
41,
41,
41,
41,
41,
41
],
[
65,
63,
66,
65,
63,
66
],
[
26,
26,
25,
26,
26,
25
],
[
24850,
12398,
12452,
24850,
12398,
12452
],
[
0,
3.517134,
0,
0,
3.517134,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317035,
187281,
142981,
-6861,
-40499,
159415
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714537800000,
"first_datapoint_time": 1714667400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759537480352,
"expiration_time": 1766016000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 34,
"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) |
|---|