Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446419.261 | 382959.9823 | 63459.2788 | 202666.6475 | 1219051.2701 | -1016384.6226 |
Total P&L (%) | 446.4193 | 382.96 | 63.4593 | 202.6666 | 1219.0513 | -1016.3846 |
Avg Daily Profit (%) | 0.1782 | 0.1529 | 0.0253 | 0.0442 | 0.103 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143806 | -128128 | -106259 | -1432351 | -856603 | -1416689 |
Profit Factor | 1.3514 | 1.5793 | 1.1041 | 1.0253 | 1.3148 | 0.7536 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Losing Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Profitability (%) | 54.6512 | 54.6512 | 54.6512 | 54.6512 | 54.6512 | 54.6512 |
Ratio Avg Win / Avg Loss | 1.1214 | 1.3105 | 0.9162 | 0.8508 | 1.091 | 0.6253 |
Largest Winning Trade | 150691 | 150691 | 45860 | 874477 | 874477 | 220321 |
Largest Losing Trade | -33664 | -33664 | -30222 | -366445 | -284761 | -366445 |
Avg Bars in Trades | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Winners | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Losers | 19 | 23 | 15 | 19 | 23 | 15 |
Bars Traded | 7309 | 3936 | 3373 | 7309 | 3936 | 3373 |
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 | 378439 | 368462 | -265875 | -325478 | -53601 | -579551 |
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7514, "evaluation_days": 2504.67, "actual_first_datapoint_time": 1543363200000, "first_datapoint_time": 1548662400000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759752768464, "expiration_time": 1766229696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 185, "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": [ [ 446419.2610051001, 382959.9822530245, 63459.278752076, 202666.6475061959, 1219051.2701430141, -1016384.6226368179 ], [ 446.419261, 382.959982, 63.459279, 202.666648, 1219.05127, -1016.384623 ], [ 0.178235, 0.152898, 0.025336, 0.044226, 0.103041, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -143806, -128128, -106259, -1432351, -856603, -1416689 ], [ 1.351377, 1.579267, 1.104139, 1.02534, 1.314774, 0.75361 ], [ 344, 172, 172, 344, 172, 172 ], [ 188, 94, 94, 188, 94, 94 ], [ 156, 78, 78, 156, 78, 78 ], [ 54.651163, 54.651163, 54.651163, 54.651163, 54.651163, 54.651163 ], [ 1.121356, 1.310456, 0.9162, 0.850814, 1.090983, 0.625336 ], [ 150691, 150691, 45860, 874477, 874477, 220321 ], [ -33664, -33664, -30222, -366445, -284761, -366445 ], [ 21, 22, 19, 21, 22, 19 ], [ 22, 22, 23, 22, 22, 23 ], [ 19, 23, 15, 19, 23, 15 ], [ 7309, 3936, 3373, 7309, 3936, 3373 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378439, 368462, -265875, -325478, -53601, -579551 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7514, "evaluation_days": 2504.67, "actual_first_datapoint_time": 1543363200000, "first_datapoint_time": 1548662400000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759752768464, "expiration_time": 1766229696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 185, "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) |
---|