| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 415609.8835 | 366384.4315 | 49225.452 | 97793.3297 | 128467.9399 | -30674.6102 |
| Total P&L (%) | 415.6099 | 366.3844 | 49.2255 | 97.7933 | 128.4679 | -30.6746 |
| Avg Daily Profit (%) | 0.1662 | 0.1465 | 0.0197 | 0.0273 | 0.0331 | -0.0147 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133097 | -146731 | -75380 | -866239 | -720837 | -316329 |
| Profit Factor | 1.5998 | 2.0484 | 1.1433 | 1.0364 | 1.0889 | 0.9753 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Profitability (%) | 46.729 | 46.2963 | 47.1698 | 46.729 | 46.2963 | 47.1698 |
| Ratio Avg Win / Avg Loss | 1.8238 | 2.3761 | 1.2805 | 1.1815 | 1.2631 | 1.0924 |
| Largest Winning Trade | 266575 | 266575 | 51104 | 263710 | 263710 | 256930 |
| Largest Losing Trade | -33297 | -29212 | -33297 | -170499 | -170499 | -165086 |
| Avg Bars in Trades | 89 | 84 | 94 | 89 | 84 | 94 |
| Avg Bars in Winners | 126 | 125 | 127 | 126 | 125 | 127 |
| Avg Bars in Losers | 56 | 48 | 65 | 56 | 48 | 65 |
| Bars Traded | 9549 | 4538 | 5011 | 9549 | 4538 | 5011 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337397 | -175023 | -411958 | -337920 | -452953 | -760267 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1544162400000,
"first_datapoint_time": 1549108800000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760207628627,
"expiration_time": 1766664648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"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": [
[
415609.8835187037,
366384.4315029326,
49225.4520157709,
97793.3297392739,
128467.9399191799,
-30674.6101799058
],
[
415.609884,
366.384432,
49.225452,
97.79333,
128.46794,
-30.67461
],
[
0.166227,
0.146539,
0.019688,
0.027283,
0.033051,
-0.014652
],
[
10,
10,
10,
10,
10,
10
],
[
-133097,
-146731,
-75380,
-866239,
-720837,
-316329
],
[
1.599827,
2.04836,
1.143348,
1.036385,
1.088916,
0.97532
],
[
107,
54,
53,
107,
54,
53
],
[
50,
25,
25,
50,
25,
25
],
[
57,
29,
28,
57,
29,
28
],
[
46.728972,
46.296296,
47.169811,
46.728972,
46.296296,
47.169811
],
[
1.823803,
2.376098,
1.280549,
1.181479,
1.263142,
1.092358
],
[
266575,
266575,
51104,
263710,
263710,
256930
],
[
-33297,
-29212,
-33297,
-170499,
-170499,
-165086
],
[
89,
84,
94,
89,
84,
94
],
[
126,
125,
127,
126,
125,
127
],
[
56,
48,
65,
56,
48,
65
],
[
9549,
4538,
5011,
9549,
4538,
5011
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337397,
-175023,
-411958,
-337920,
-452953,
-760267
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1544162400000,
"first_datapoint_time": 1549108800000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760207628627,
"expiration_time": 1766664648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"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) |
|---|