| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 333243.8053 | 209285.788 | 123958.0173 | 873338.4291 | 536816.3217 | 336522.1075 |
| Total P&L (%) | 333.2438 | 209.2858 | 123.958 | 873.3384 | 536.8163 | 336.5221 |
| Avg Daily Profit (%) | 0.6398 | 0.4018 | 0.238 | 0.4379 | 0.3561 | 0.2833 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -51003 | -36058 | -36911 | -395797 | -270611 | -243132 |
| Profit Factor | 1.6746 | 1.8303 | 1.5123 | 1.3952 | 1.4538 | 1.3278 |
| Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
| Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
| Losing Trades | 134 | 72 | 62 | 134 | 72 | 62 |
| Profitability (%) | 39.6396 | 35.1351 | 44.1441 | 39.6396 | 35.1351 | 44.1441 |
| Ratio Avg Win / Avg Loss | 2.5499 | 3.3791 | 1.9136 | 2.1246 | 2.684 | 1.68 |
| Largest Winning Trade | 86771 | 86771 | 44644 | 309165 | 309165 | 232555 |
| Largest Losing Trade | -14368 | -12131 | -14368 | -89288 | -69439 | -89288 |
| Avg Bars in Trades | 111 | 108 | 113 | 111 | 108 | 113 |
| Avg Bars in Winners | 169 | 179 | 160 | 169 | 179 | 160 |
| Avg Bars in Losers | 73 | 70 | 76 | 73 | 70 | 76 |
| Bars Traded | 24719 | 12077 | 12642 | 24719 | 12077 | 12642 |
| Profit Streak | 0 | 14.4628 | 0 | 0 | 14.4628 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 400198 | 277313 | 264007 | 302825 | 230078 | 237350 |
{
"trading_pair": "IOTA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715308200000,
"first_datapoint_time": 1715601600000,
"last_datapoint_time": 1760306400000,
"evaluation_time": 1760308584901,
"expiration_time": 1766786400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 47,
"offset": 0,
"std": 1.21292
}
}
} {
"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": [
[
333243.8053474334,
209285.7880196809,
123958.0173277524,
873338.4291459932,
536816.3216846862,
336522.1074613067
],
[
333.243805,
209.285788,
123.958017,
873.338429,
536.816322,
336.522107
],
[
0.639832,
0.401831,
0.238001,
0.437866,
0.356086,
0.283347
],
[
10,
10,
10,
10,
10,
10
],
[
-51003,
-36058,
-36911,
-395797,
-270611,
-243132
],
[
1.674591,
1.830327,
1.512347,
1.395243,
1.453826,
1.327753
],
[
222,
111,
111,
222,
111,
111
],
[
88,
39,
49,
88,
39,
49
],
[
134,
72,
62,
134,
72,
62
],
[
39.63964,
35.135135,
44.144144,
39.63964,
35.135135,
44.144144
],
[
2.549946,
3.379066,
1.913582,
2.124575,
2.683986,
1.680014
],
[
86771,
86771,
44644,
309165,
309165,
232555
],
[
-14368,
-12131,
-14368,
-89288,
-69439,
-89288
],
[
111,
108,
113,
111,
108,
113
],
[
169,
179,
160,
169,
179,
160
],
[
73,
70,
76,
73,
70,
76
],
[
24719,
12077,
12642,
24719,
12077,
12642
],
[
0,
14.462788,
0,
0,
14.462788,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
400198,
277313,
264007,
302825,
230078,
237350
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715308200000,
"first_datapoint_time": 1715601600000,
"last_datapoint_time": 1760306400000,
"evaluation_time": 1760308584901,
"expiration_time": 1766786400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 47,
"offset": 0,
"std": 1.21292
}
}
}
| # | 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) |
|---|