Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694345.1813 | 617843.1445 | 76502.0368 | 376231.4733 | 281326.7108 | 94904.7625 |
Total P&L (%) | 694.3452 | 617.8431 | 76.502 | 376.2315 | 281.3267 | 94.9048 |
Avg Daily Profit (%) | 0.2775 | 0.2469 | 0.0306 | 0.0624 | 0.0535 | 0.0267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126064 | -116266 | -67791 | -1189938 | -1002277 | -548780 |
Profit Factor | 2.1884 | 3.0268 | 1.2738 | 1.1108 | 1.141 | 1.0677 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 40.7895 | 42.1053 | 39.4737 | 40.7895 | 42.1053 | 39.4737 |
Ratio Avg Win / Avg Loss | 3.1767 | 4.1619 | 1.9531 | 1.6124 | 1.5689 | 1.6372 |
Largest Winning Trade | 506172 | 506172 | 62839 | 656980 | 656980 | 314073 |
Largest Losing Trade | -33854 | -28983 | -33854 | -327550 | -327550 | -277077 |
Avg Bars in Trades | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Winners | 95 | 104 | 86 | 95 | 104 | 86 |
Avg Bars in Losers | 41 | 35 | 46 | 41 | 35 | 46 |
Bars Traded | 4815 | 2444 | 2371 | 4815 | 2444 | 2371 |
Profit Streak | 169.72 | 184.22 | 169.72 | 169.72 | 184.22 | 169.72 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43140 | 436880 | -154503 | -263173 | -187846 | -305652 |
{ "trading_pair": "IOTA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1543752000000, "first_datapoint_time": 1546948800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759900609213, "expiration_time": 1766366784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.7275 } }, "second_band": { "type": "dcm", "factors": { "length": 27, "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": [ [ 694345.1813358866, 617843.1445023865, 76502.0368335002, 376231.4733196668, 281326.710803669, 94904.7625159974 ], [ 694.345181, 617.843145, 76.502037, 376.231473, 281.326711, 94.904763 ], [ 0.277516, 0.24694, 0.030576, 0.062399, 0.053511, 0.026676 ], [ 10, 10, 10, 10, 10, 10 ], [ -126064, -116266, -67791, -1189938, -1002277, -548780 ], [ 2.188398, 3.026828, 1.273772, 1.110777, 1.141012, 1.067729 ], [ 76, 38, 38, 76, 38, 38 ], [ 31, 16, 15, 31, 16, 15 ], [ 45, 22, 23, 45, 22, 23 ], [ 40.789474, 42.105263, 39.473684, 40.789474, 42.105263, 39.473684 ], [ 3.176707, 4.161888, 1.953117, 1.612418, 1.568892, 1.637184 ], [ 506172, 506172, 62839, 656980, 656980, 314073 ], [ -33854, -28983, -33854, -327550, -327550, -277077 ], [ 63, 64, 62, 63, 64, 62 ], [ 95, 104, 86, 95, 104, 86 ], [ 41, 35, 46, 41, 35, 46 ], [ 4815, 2444, 2371, 4815, 2444, 2371 ], [ 169.720014, 184.220014, 169.720014, 169.720014, 184.220014, 169.720014 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -43140, 436880, -154503, -263173, -187846, -305652 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1543752000000, "first_datapoint_time": 1546948800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759900609213, "expiration_time": 1766366784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.7275 } }, "second_band": { "type": "dcm", "factors": { "length": 27, "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) |
---|