| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 653354.6212 | 533683.1584 | 119671.4628 | 722385.7439 | 1059763.4202 | -337377.6763 |
| Total P&L (%) | 653.3546 | 533.6832 | 119.6715 | 722.3857 | 1059.7634 | -337.3777 |
| Avg Daily Profit (%) | 0.2611 | 0.2133 | 0.0478 | 0.0842 | 0.098 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121072 | -135476 | -87169 | -1446955 | -1275440 | -866958 |
| Profit Factor | 2.0879 | 2.8184 | 1.3897 | 1.151 | 1.4846 | 0.8701 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
| Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
| Profitability (%) | 41.8367 | 32.6531 | 51.0204 | 41.8367 | 32.6531 | 51.0204 |
| Ratio Avg Win / Avg Loss | 2.9027 | 5.8129 | 1.3341 | 1.6002 | 3.062 | 0.8353 |
| Largest Winning Trade | 383568 | 383568 | 59160 | 801827 | 801827 | 364572 |
| Largest Losing Trade | -55499 | -21145 | -55499 | -770463 | -333078 | -770463 |
| Avg Bars in Trades | 98 | 77 | 119 | 98 | 77 | 119 |
| Avg Bars in Winners | 156 | 152 | 159 | 156 | 152 | 159 |
| Avg Bars in Losers | 56 | 41 | 77 | 56 | 41 | 77 |
| Bars Traded | 9675 | 3821 | 5854 | 9675 | 3821 | 5854 |
| Profit Streak | 58.5342 | 72.2842 | 58.5342 | 58.5342 | 72.2842 | 58.5342 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 398594 | 282524 | -127199 | -134809 | -65093 | -579570 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10009,
"evaluation_days": 2502.25,
"actual_first_datapoint_time": 1544162400000,
"first_datapoint_time": 1547640000000,
"last_datapoint_time": 1760356800000,
"evaluation_time": 1760359751581,
"expiration_time": 1766842632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 53,
"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": [
[
653354.6211839877,
533683.1584166996,
119671.462767288,
722385.7438748458,
1059763.4201698143,
-337377.6762949676
],
[
653.354621,
533.683158,
119.671463,
722.385744,
1059.76342,
-337.377676
],
[
0.261107,
0.213281,
0.047826,
0.084241,
0.097992,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-121072,
-135476,
-87169,
-1446955,
-1275440,
-866958
],
[
2.08792,
2.818398,
1.389729,
1.15103,
1.484617,
0.870052
],
[
98,
49,
49,
98,
49,
49
],
[
41,
16,
25,
41,
16,
25
],
[
57,
33,
24,
57,
33,
24
],
[
41.836735,
32.653061,
51.020408,
41.836735,
32.653061,
51.020408
],
[
2.902718,
5.812946,
1.33414,
1.600213,
3.062022,
0.83525
],
[
383568,
383568,
59160,
801827,
801827,
364572
],
[
-55499,
-21145,
-55499,
-770463,
-333078,
-770463
],
[
98,
77,
119,
98,
77,
119
],
[
156,
152,
159,
156,
152,
159
],
[
56,
41,
77,
56,
41,
77
],
[
9675,
3821,
5854,
9675,
3821,
5854
],
[
58.534162,
72.284162,
58.534162,
58.534162,
72.284162,
58.534162
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398594,
282524,
-127199,
-134809,
-65093,
-579570
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10009,
"evaluation_days": 2502.25,
"actual_first_datapoint_time": 1544162400000,
"first_datapoint_time": 1547640000000,
"last_datapoint_time": 1760356800000,
"evaluation_time": 1760359751581,
"expiration_time": 1766842632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 53,
"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) |
|---|