| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 638867.5263 | 522906.9958 | 115960.5305 | 758358.4415 | 352434.3753 | 405924.0662 |
| Total P&L (%) | 638.8675 | 522.907 | 115.9605 | 758.3584 | 352.4344 | 405.9241 |
| Avg Daily Profit (%) | 0.2554 | 0.209 | 0.0464 | 0.086 | 0.0604 | 0.0648 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93120 | -108794 | -55996 | -451357 | -477808 | -393263 |
| Profit Factor | 1.9797 | 2.6357 | 1.3488 | 1.2387 | 1.2096 | 1.2715 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
| Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
| Profitability (%) | 51.7442 | 50 | 53.4884 | 51.7442 | 50 | 53.4884 |
| Ratio Avg Win / Avg Loss | 1.8462 | 2.6357 | 1.1729 | 1.1552 | 1.2096 | 1.1056 |
| Largest Winning Trade | 411941 | 411941 | 59963 | 643797 | 643797 | 265168 |
| Largest Losing Trade | -41024 | -32683 | -41024 | -204241 | -171157 | -204241 |
| Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
| Avg Bars in Winners | 54 | 48 | 60 | 54 | 48 | 60 |
| Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
| Bars Traded | 7274 | 3212 | 4063 | 7274 | 3212 | 4063 |
| Profit Streak | 0 | 0 | 14.3998 | 0 | 0 | 14.3998 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 482368 | 461441 | -129899 | -76921 | -113123 | -105741 |
{
"trading_pair": "IOTA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1548403200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758879346076,
"expiration_time": 1765329120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 198,
"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": [
[
638867.5262926236,
522906.9957554614,
115960.530537162,
758358.4415208115,
352434.3753264385,
405924.0661943729
],
[
638.867526,
522.906996,
115.960531,
758.358442,
352.434375,
405.924066
],
[
0.255376,
0.209023,
0.046353,
0.085974,
0.060357,
0.064826
],
[
10,
10,
10,
10,
10,
10
],
[
-93120,
-108794,
-55996,
-451357,
-477808,
-393263
],
[
1.9797,
2.635734,
1.348829,
1.23872,
1.209585,
1.271487
],
[
172,
86,
86,
172,
86,
86
],
[
89,
43,
46,
89,
43,
46
],
[
83,
43,
40,
83,
43,
40
],
[
51.744186,
50,
53.488372,
51.744186,
50,
53.488372
],
[
1.846237,
2.635734,
1.172895,
1.155211,
1.209585,
1.105641
],
[
411941,
411941,
59963,
643797,
643797,
265168
],
[
-41024,
-32683,
-41024,
-204241,
-171157,
-204241
],
[
42,
37,
47,
42,
37,
47
],
[
54,
48,
60,
54,
48,
60
],
[
29,
26,
32,
29,
26,
32
],
[
7274,
3212,
4063,
7274,
3212,
4063
],
[
0,
0,
14.399839,
0,
0,
14.399839
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
482368,
461441,
-129899,
-76921,
-113123,
-105741
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1548403200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758879346076,
"expiration_time": 1765329120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 198,
"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) |
|---|