| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 378799.119 | 420598.2669 | -41799.1479 | -72135.7448 | 117788.3686 | -189924.1134 |
| Total P&L (%) | 378.7991 | 420.5983 | -41.7991 | -72.1357 | 117.7884 | -189.9241 |
| Avg Daily Profit (%) | 0.1511 | 0.1678 | -0.0167 | -0.051 | 0.0311 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -172263 | -134005 | -114909 | -504013 | -243666 | -340380 |
| Profit Factor | 1.3712 | 1.8121 | 0.9168 | 0.9491 | 1.1744 | 0.7438 |
| Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
| Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Profitability (%) | 53.1579 | 53.6842 | 52.6316 | 53.1579 | 53.6842 | 52.6316 |
| Ratio Avg Win / Avg Loss | 1.2083 | 1.5634 | 0.8252 | 0.8363 | 1.0132 | 0.6694 |
| Largest Winning Trade | 440855 | 440855 | 54546 | 280813 | 280813 | 122891 |
| Largest Losing Trade | -42790 | -31338 | -42790 | -159993 | -125199 | -159993 |
| Avg Bars in Trades | 25 | 21 | 29 | 25 | 21 | 29 |
| Avg Bars in Winners | 31 | 23 | 39 | 31 | 23 | 39 |
| Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
| Bars Traded | 4859 | 2034 | 2825 | 4859 | 2034 | 2825 |
| Profit Streak | 0 | 0 | 19.61 | 0 | 0 | 19.61 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338552 | 404576 | -579902 | -579095 | -179580 | -579902 |
{
"trading_pair": "IOTA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5013,
"evaluation_days": 2506.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1548460800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759545507648,
"expiration_time": 1766032848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 127,
"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": [
[
378799.1190126553,
420598.2669450029,
-41799.1479323479,
-72135.7448089882,
117788.36857361,
-189924.1133825981
],
[
378.799119,
420.598267,
-41.799148,
-72.135745,
117.788369,
-189.924113
],
[
0.151127,
0.167803,
-0.016676,
-0.050967,
0.031058,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-172263,
-134005,
-114909,
-504013,
-243666,
-340380
],
[
1.371183,
1.812098,
0.916834,
0.949071,
1.174443,
0.74375
],
[
190,
95,
95,
190,
95,
95
],
[
101,
51,
50,
101,
51,
50
],
[
89,
44,
45,
89,
44,
45
],
[
53.157895,
53.684211,
52.631579,
53.157895,
53.684211,
52.631579
],
[
1.20827,
1.563379,
0.825151,
0.83631,
1.013245,
0.669375
],
[
440855,
440855,
54546,
280813,
280813,
122891
],
[
-42790,
-31338,
-42790,
-159993,
-125199,
-159993
],
[
25,
21,
29,
25,
21,
29
],
[
31,
23,
39,
31,
23,
39
],
[
19,
19,
19,
19,
19,
19
],
[
4859,
2034,
2825,
4859,
2034,
2825
],
[
0,
0,
19.610042,
0,
0,
19.610042
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338552,
404576,
-579902,
-579095,
-179580,
-579902
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5013,
"evaluation_days": 2506.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1548460800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759545507648,
"expiration_time": 1766032848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 127,
"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) |
|---|