| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 577241.8392 | 420309.7215 | 156932.1178 | 1611101.7494 | 1695178.3527 | -84076.6033 |
| Total P&L (%) | 577.2418 | 420.3097 | 156.9321 | 1611.1017 | 1695.1784 | -84.0766 |
| Avg Daily Profit (%) | 0.2309 | 0.1681 | 0.0628 | 0.1137 | 0.1156 | -0.0735 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -150128 | -136653 | -80432 | -2514890 | -1518536 | -1310296 |
| Profit Factor | 1.8817 | 2.2882 | 1.4779 | 1.2465 | 1.5915 | 0.9771 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 45.614 | 40.3509 | 50.8772 | 45.614 | 40.3509 | 50.8772 |
| Ratio Avg Win / Avg Loss | 2.2436 | 3.3826 | 1.4269 | 1.4862 | 2.3527 | 0.9434 |
| Largest Winning Trade | 179097 | 179097 | 54534 | 866523 | 866523 | 413865 |
| Largest Losing Trade | -31452 | -21145 | -31452 | -764404 | -431753 | -764404 |
| Avg Bars in Trades | 85 | 68 | 103 | 85 | 68 | 103 |
| Avg Bars in Winners | 128 | 105 | 147 | 128 | 105 | 147 |
| Avg Bars in Losers | 49 | 43 | 57 | 49 | 43 | 57 |
| Bars Traded | 9770 | 3890 | 5880 | 9770 | 3890 | 5880 |
| Profit Streak | 29.5603 | 29.5603 | 33.8103 | 29.5603 | 29.5603 | 33.8103 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 413123 | -171562 | -287330 | -41477 | -218566 | -760178 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1545480000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758828408620,
"expiration_time": 1765194552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 56,
"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": [
[
577241.8392334952,
420309.7214744117,
156932.1177590835,
1611101.7493885956,
1695178.3526828508,
-84076.6032942547
],
[
577.241839,
420.309721,
156.932118,
1611.101749,
1695.178353,
-84.076603
],
[
0.23092,
0.168141,
0.062779,
0.113665,
0.115586,
-0.073476
],
[
10,
10,
10,
10,
10,
10
],
[
-150128,
-136653,
-80432,
-2514890,
-1518536,
-1310296
],
[
1.881732,
2.288208,
1.477878,
1.246467,
1.591536,
0.977097
],
[
114,
57,
57,
114,
57,
57
],
[
52,
23,
29,
52,
23,
29
],
[
62,
34,
28,
62,
34,
28
],
[
45.614035,
40.350877,
50.877193,
45.614035,
40.350877,
50.877193
],
[
2.243603,
3.382568,
1.426917,
1.486173,
2.352706,
0.943404
],
[
179097,
179097,
54534,
866523,
866523,
413865
],
[
-31452,
-21145,
-31452,
-764404,
-431753,
-764404
],
[
85,
68,
103,
85,
68,
103
],
[
128,
105,
147,
128,
105,
147
],
[
49,
43,
57,
49,
43,
57
],
[
9770,
3890,
5880,
9770,
3890,
5880
],
[
29.560285,
29.560285,
33.810285,
29.560285,
29.560285,
33.810285
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
413123,
-171562,
-287330,
-41477,
-218566,
-760178
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1545480000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758828408620,
"expiration_time": 1765194552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 56,
"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) |
|---|