| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 405150.0383 | 393934.0646 | 11215.9737 | -28282.5728 | -35074.2785 | 6791.7057 |
| Total P&L (%) | 405.15 | 393.9341 | 11.216 | -28.2826 | -35.0743 | 6.7917 |
| Avg Daily Profit (%) | 0.1945 | 0.1891 | 0.0054 | -0.016 | -0.0207 | 0.0032 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -127720 | -148339 | -71716 | -347260 | -384060 | -114604 |
| Profit Factor | 1.3957 | 1.5141 | 1.0435 | 0.9827 | 0.9713 | 1.0166 |
| Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
| Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
| Losing Trades | 124 | 64 | 60 | 124 | 64 | 60 |
| Profitability (%) | 50.5976 | 48.8 | 52.381 | 50.5976 | 48.8 | 52.381 |
| Ratio Avg Win / Avg Loss | 1.3627 | 1.5885 | 0.9487 | 0.9594 | 1.019 | 0.9241 |
| Largest Winning Trade | 245848 | 245848 | 18579 | 198093 | 198093 | 49589 |
| Largest Losing Trade | -51439 | -51439 | -17046 | -161057 | -161057 | -42744 |
| Avg Bars in Trades | 97 | 184 | 11 | 97 | 184 | 11 |
| Avg Bars in Winners | 110 | 218 | 10 | 110 | 218 | 10 |
| Avg Bars in Losers | 84 | 152 | 12 | 84 | 152 | 12 |
| Bars Traded | 24531 | 23106 | 1425 | 24531 | 23106 | 1425 |
| Profit Streak | 6.8124 | 0 | 65.9791 | 6.8124 | 0 | 65.9791 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 371498 | 336312 | -486018 | -578701 | -579800 | -556507 |
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579176000000,
"first_datapoint_time": 1579600800000,
"last_datapoint_time": 1759240800000,
"evaluation_time": 1759246192359,
"expiration_time": 1765720800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 25,
"offset": 0,
"std": 1.49459
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 60,
"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": [
[
405150.0383232084,
393934.0645914128,
11215.9737317958,
-28282.5727679156,
-35074.278487286,
6791.7057193704
],
[
405.150038,
393.934065,
11.215974,
-28.282573,
-35.074278,
6.791706
],
[
0.194472,
0.189089,
0.005384,
-0.015956,
-0.02073,
0.003154
],
[
10,
10,
10,
10,
10,
10
],
[
-127720,
-148339,
-71716,
-347260,
-384060,
-114604
],
[
1.395689,
1.514077,
1.043538,
0.982656,
0.971259,
1.016552
],
[
251,
125,
126,
251,
125,
126
],
[
127,
61,
66,
127,
61,
66
],
[
124,
64,
60,
124,
64,
60
],
[
50.59761,
48.8,
52.380952,
50.59761,
48.8,
52.380952
],
[
1.36272,
1.58854,
0.94867,
0.959443,
1.019025,
0.924138
],
[
245848,
245848,
18579,
198093,
198093,
49589
],
[
-51439,
-51439,
-17046,
-161057,
-161057,
-42744
],
[
97,
184,
11,
97,
184,
11
],
[
110,
218,
10,
110,
218,
10
],
[
84,
152,
12,
84,
152,
12
],
[
24531,
23106,
1425,
24531,
23106,
1425
],
[
6.812411,
0,
65.979078,
6.812412,
0,
65.979078
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
371498,
336312,
-486018,
-578701,
-579800,
-556507
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579176000000,
"first_datapoint_time": 1579600800000,
"last_datapoint_time": 1759240800000,
"evaluation_time": 1759246192359,
"expiration_time": 1765720800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 25,
"offset": 0,
"std": 1.49459
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 60,
"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) |
|---|