| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 523259.7297 | 497903.6659 | 25356.0638 | 14320.7065 | 20437.1584 | -6116.4519 |
| Total P&L (%) | 523.2597 | 497.9037 | 25.3561 | 14.3207 | 20.4372 | -6.1165 |
| Avg Daily Profit (%) | 0.2093 | 0.1991 | 0.0101 | 0.0054 | 0.0074 | -0.0025 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -179504 | -131006 | -124521 | -142770 | -69710 | -89365 |
| Profit Factor | 1.6483 | 2.3443 | 1.0581 | 1.0262 | 1.0807 | 0.9791 |
| Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
| Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
| Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
| Profitability (%) | 48.9051 | 44.1176 | 53.6232 | 48.9051 | 44.1176 | 53.6232 |
| Ratio Avg Win / Avg Loss | 1.7221 | 2.9695 | 0.9151 | 1.0722 | 1.3689 | 0.8468 |
| Largest Winning Trade | 384929 | 384929 | 62165 | 68386 | 68386 | 47004 |
| Largest Losing Trade | -59928 | -44758 | -59928 | -52292 | -37037 | -52292 |
| Avg Bars in Trades | 71 | 67 | 75 | 71 | 67 | 75 |
| Avg Bars in Winners | 101 | 99 | 103 | 101 | 99 | 103 |
| Avg Bars in Losers | 42 | 42 | 42 | 42 | 42 | 42 |
| Bars Traded | 9763 | 4569 | 5194 | 9763 | 4569 | 5194 |
| Profit Streak | 0 | 96.8824 | 0 | 0 | 96.8824 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 402318 | -98708 | -442347 | -408789 | -432049 | -681988 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10002,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1544032800000,
"first_datapoint_time": 1548460800000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760087442125,
"expiration_time": 1766557296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 206,
"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": [
[
523259.7297423717,
497903.6659269128,
25356.0638154588,
14320.7065061649,
20437.158427496,
-6116.4519213311
],
[
523.25973,
497.903666,
25.356064,
14.320707,
20.437158,
-6.116452
],
[
0.209262,
0.199122,
0.01014,
0.005353,
0.007437,
-0.002524
],
[
10,
10,
10,
10,
10,
10
],
[
-179504,
-131006,
-124521,
-142770,
-69710,
-89365
],
[
1.648332,
2.344328,
1.058061,
1.026205,
1.080684,
0.979139
],
[
137,
68,
69,
137,
68,
69
],
[
67,
30,
37,
67,
30,
37
],
[
70,
38,
32,
70,
38,
32
],
[
48.905109,
44.117647,
53.623188,
48.905109,
44.117647,
53.623188
],
[
1.722138,
2.969482,
0.91508,
1.072154,
1.368867,
0.846823
],
[
384929,
384929,
62165,
68386,
68386,
47004
],
[
-59928,
-44758,
-59928,
-52292,
-37037,
-52292
],
[
71,
67,
75,
71,
67,
75
],
[
101,
99,
103,
101,
99,
103
],
[
42,
42,
42,
42,
42,
42
],
[
9763,
4569,
5194,
9763,
4569,
5194
],
[
0,
96.882432,
0,
0,
96.882432,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402318,
-98708,
-442347,
-408789,
-432049,
-681988
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10002,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1544032800000,
"first_datapoint_time": 1548460800000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760087442125,
"expiration_time": 1766557296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 206,
"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) |
|---|