| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 457637.0595 | 404535.3225 | 53101.737 | -259737.0673 | -175436.7951 | -84300.2722 |
| Total P&L (%) | 457.6371 | 404.5353 | 53.1017 | -259.7371 | -175.4368 | -84.3003 |
| Avg Daily Profit (%) | 0.1829 | 0.1616 | 0.0212 | 0 | 0 | -0.074 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -178764 | -106325 | -201566 | -433947 | -246552 | -282137 |
| Profit Factor | 1.5422 | 2.0759 | 1.1135 | 0.7114 | 0.5929 | 0.8202 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 63 | 28 | 35 | 41 | 21 | 20 |
| Losing Trades | 39 | 23 | 16 | 61 | 30 | 31 |
| Profitability (%) | 61.7647 | 54.902 | 68.6275 | 40.1961 | 41.1765 | 39.2157 |
| Ratio Avg Win / Avg Loss | 0.9547 | 1.7052 | 0.509 | 1.0584 | 0.8471 | 1.2714 |
| Largest Winning Trade | 165588 | 165588 | 33063 | 107540 | 107540 | 106707 |
| Largest Losing Trade | -138542 | -55617 | -138542 | -245394 | -117287 | -245394 |
| Avg Bars in Trades | 70 | 87 | 54 | 70 | 87 | 54 |
| Avg Bars in Winners | 67 | 80 | 57 | 67 | 101 | 32 |
| Avg Bars in Losers | 76 | 95 | 48 | 72 | 77 | 68 |
| Bars Traded | 7226 | 4451 | 2775 | 7226 | 4451 | 2775 |
| Profit Streak | 118.8879 | 165.8879 | 118.8879 | 0 | 0 | 0 |
| Trades During Streak | 6 | 5 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 382553 | -166768 | -439308 | -582652 | -764264 | -763360 |
{
"trading_pair": "IOTA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7508,
"evaluation_days": 2502.67,
"actual_first_datapoint_time": 1543363200000,
"first_datapoint_time": 1550217600000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759583911926,
"expiration_time": 1766051712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 72,
"offset": 0,
"std": 3.80455
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 239,
"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": [
[
457637.0595052553,
404535.3225261475,
53101.7369791075,
-259737.0672634587,
-175436.7950833744,
-84300.2721800843
],
[
457.63706,
404.535323,
53.101737,
-259.737067,
-175.436795,
-84.300272
],
[
0.18286,
0.161641,
0.021218,
0,
0,
-0.073955
],
[
10,
10,
10,
10,
10,
10
],
[
-178764,
-106325,
-201566,
-433947,
-246552,
-282137
],
[
1.542242,
2.075932,
1.113469,
0.711384,
0.592937,
0.82024
],
[
102,
51,
51,
102,
51,
51
],
[
63,
28,
35,
41,
21,
20
],
[
39,
23,
16,
61,
30,
31
],
[
61.764706,
54.901961,
68.627451,
40.196078,
41.176471,
39.215686
],
[
0.954721,
1.70523,
0.509014,
1.058401,
0.847053,
1.271371
],
[
165588,
165588,
33063,
107540,
107540,
106707
],
[
-138542,
-55617,
-138542,
-245394,
-117287,
-245394
],
[
70,
87,
54,
70,
87,
54
],
[
67,
80,
57,
67,
101,
32
],
[
76,
95,
48,
72,
77,
68
],
[
7226,
4451,
2775,
7226,
4451,
2775
],
[
118.887869,
165.887869,
118.887869,
0,
0,
0
],
[
6,
5,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382553,
-166768,
-439308,
-582652,
-764264,
-763360
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7508,
"evaluation_days": 2502.67,
"actual_first_datapoint_time": 1543363200000,
"first_datapoint_time": 1550217600000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759583911926,
"expiration_time": 1766051712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 72,
"offset": 0,
"std": 3.80455
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 239,
"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) |
|---|