| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 557968.7362 | 484443.2302 | 73525.506 | 163253.0368 | 363838.195 | -200585.1582 |
| Total P&L (%) | 557.9687 | 484.4432 | 73.5255 | 163.253 | 363.8382 | -200.5852 |
| Avg Daily Profit (%) | 0.2229 | 0.1935 | 0.0294 | 0.0387 | 0.0613 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -156422 | -156289 | -94912 | -1024624 | -956135 | -484995 |
| Profit Factor | 1.3455 | 1.5971 | 1.0915 | 1.0248 | 1.1114 | 0.9397 |
| Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
| Winning Trades | 248 | 122 | 126 | 248 | 122 | 126 |
| Losing Trades | 226 | 115 | 111 | 226 | 115 | 111 |
| Profitability (%) | 52.3207 | 51.4768 | 53.1646 | 52.3207 | 51.4768 | 53.1646 |
| Ratio Avg Win / Avg Loss | 1.2261 | 1.5054 | 0.9615 | 0.9339 | 1.0477 | 0.8278 |
| Largest Winning Trade | 272421 | 272421 | 49814 | 349822 | 349822 | 281992 |
| Largest Losing Trade | -43234 | -26960 | -43234 | -457800 | -214407 | -457800 |
| Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
| Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
| Avg Bars in Losers | 18 | 21 | 16 | 18 | 21 | 16 |
| Bars Traded | 9792 | 5187 | 4605 | 9792 | 5187 | 4605 |
| Profit Streak | 10.5254 | 10.5254 | 18.5254 | 10.5254 | 10.5254 | 18.5254 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 458961 | 445730 | -272779 | -332037 | -207207 | -578339 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10013,
"evaluation_days": 2503.25,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1546840800000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759430191401,
"expiration_time": 1765894824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
557968.7362144646,
484443.2301833486,
73525.5060311158,
163253.0368213349,
363838.1949808273,
-200585.1581594923
],
[
557.968736,
484.44323,
73.525506,
163.253037,
363.838195,
-200.585158
],
[
0.222898,
0.193526,
0.029372,
0.038675,
0.061314,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-156422,
-156289,
-94912,
-1024624,
-956135,
-484995
],
[
1.34546,
1.597084,
1.091472,
1.024766,
1.111426,
0.9397
],
[
474,
237,
237,
474,
237,
237
],
[
248,
122,
126,
248,
122,
126
],
[
226,
115,
111,
226,
115,
111
],
[
52.320675,
51.476793,
53.164557,
52.320675,
51.476793,
53.164557
],
[
1.226104,
1.505448,
0.961535,
0.93386,
1.047656,
0.827831
],
[
272421,
272421,
49814,
349822,
349822,
281992
],
[
-43234,
-26960,
-43234,
-457800,
-214407,
-457800
],
[
20,
21,
19,
20,
21,
19
],
[
22,
22,
22,
22,
22,
22
],
[
18,
21,
16,
18,
21,
16
],
[
9792,
5187,
4605,
9792,
5187,
4605
],
[
10.525363,
10.525363,
18.525363,
10.525363,
10.525363,
18.525363
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
458961,
445730,
-272779,
-332037,
-207207,
-578339
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10013,
"evaluation_days": 2503.25,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1546840800000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759430191401,
"expiration_time": 1765894824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|