| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 707193.7111 | 590324.4368 | 116869.2743 | 712022.1542 | 271031.1339 | 440991.0203 |
| Total P&L (%) | 707.1937 | 590.3244 | 116.8693 | 712.0222 | 271.0311 | 440.991 |
| Avg Daily Profit (%) | 0.2828 | 0.2361 | 0.0467 | 0.0838 | 0.0525 | 0.0675 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -183034 | -176943 | -78207 | -1323809 | -1064872 | -471069 |
| Profit Factor | 2.1159 | 2.7211 | 1.4019 | 1.23 | 1.1544 | 1.3289 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
| Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
| Profitability (%) | 47.619 | 41.2698 | 53.9683 | 47.619 | 41.2698 | 53.9683 |
| Ratio Avg Win / Avg Loss | 2.3274 | 3.8723 | 1.1958 | 1.353 | 1.6428 | 1.1335 |
| Largest Winning Trade | 458340 | 458340 | 49398 | 463952 | 463952 | 279064 |
| Largest Losing Trade | -29851 | -25885 | -29851 | -290224 | -290224 | -239012 |
| Avg Bars in Trades | 78 | 65 | 90 | 78 | 65 | 90 |
| Avg Bars in Winners | 109 | 103 | 113 | 109 | 103 | 113 |
| Avg Bars in Losers | 49 | 39 | 62 | 49 | 39 | 62 |
| Bars Traded | 9829 | 4139 | 5690 | 9829 | 4139 | 5690 |
| Profit Streak | 40.2735 | 40.2735 | 47.5235 | 40.2735 | 40.2735 | 47.5235 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 473956 | -136266 | -275381 | -80603 | -322225 | -248091 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1544162400000,
"first_datapoint_time": 1546884000000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760207626571,
"expiration_time": 1766664648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
707193.7111307943,
590324.4368097015,
116869.2743210927,
712022.1542373209,
271031.1338887571,
440991.020348564
],
[
707.193711,
590.324437,
116.869274,
712.022154,
271.031134,
440.99102
],
[
0.282849,
0.236106,
0.046743,
0.083801,
0.052453,
0.067545
],
[
10,
10,
10,
10,
10,
10
],
[
-183034,
-176943,
-78207,
-1323809,
-1064872,
-471069
],
[
2.115858,
2.721079,
1.401931,
1.229981,
1.154422,
1.328885
],
[
126,
63,
63,
126,
63,
63
],
[
60,
26,
34,
60,
26,
34
],
[
66,
37,
29,
66,
37,
29
],
[
47.619048,
41.269841,
53.968254,
47.619048,
41.269841,
53.968254
],
[
2.327444,
3.872304,
1.195764,
1.35298,
1.642831,
1.133461
],
[
458340,
458340,
49398,
463952,
463952,
279064
],
[
-29851,
-25885,
-29851,
-290224,
-290224,
-239012
],
[
78,
65,
90,
78,
65,
90
],
[
109,
103,
113,
109,
103,
113
],
[
49,
39,
62,
49,
39,
62
],
[
9829,
4139,
5690,
9829,
4139,
5690
],
[
40.273456,
40.273456,
47.523456,
40.273456,
40.273456,
47.523456
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
473956,
-136266,
-275381,
-80603,
-322225,
-248091
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1544162400000,
"first_datapoint_time": 1546884000000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760207626571,
"expiration_time": 1766664648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|