| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 507045.2543 | 429241.52 | 77803.7344 | 228257.7566 | -107869.4759 | 336127.2325 |
| Total P&L (%) | 507.0453 | 429.2415 | 77.8037 | 228.2578 | -107.8695 | 336.1272 |
| Avg Daily Profit (%) | 0.2434 | 0.206 | 0.0373 | 0.0571 | 0 | 0.0707 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129941 | -126576 | -99987 | -1091172 | -978924 | -468247 |
| Profit Factor | 1.4258 | 1.7036 | 1.134 | 1.0399 | 0.9663 | 1.1333 |
| Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
| Winning Trades | 126 | 64 | 62 | 126 | 64 | 62 |
| Losing Trades | 124 | 61 | 63 | 124 | 61 | 63 |
| Profitability (%) | 50.4 | 51.2 | 49.6 | 50.4 | 51.2 | 49.6 |
| Ratio Avg Win / Avg Loss | 1.4032 | 1.6237 | 1.1523 | 1.0234 | 0.921 | 1.1516 |
| Largest Winning Trade | 201773 | 201773 | 47439 | 440521 | 440521 | 256514 |
| Largest Losing Trade | -41352 | -24330 | -41352 | -201865 | -201865 | -163506 |
| Avg Bars in Trades | 98 | 96 | 100 | 98 | 96 | 100 |
| Avg Bars in Winners | 117 | 111 | 124 | 117 | 111 | 124 |
| Avg Bars in Losers | 78 | 80 | 76 | 78 | 80 | 76 |
| Bars Traded | 24605 | 12081 | 12524 | 24605 | 12081 | 12524 |
| Profit Streak | 9.5481 | 9.5481 | 50.3814 | 9.5481 | 9.5481 | 50.3814 |
| Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 422274 | 413981 | -214962 | -290863 | -580179 | -171244 |
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579327200000,
"first_datapoint_time": 1580709600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759396154842,
"expiration_time": 1765872000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 123,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 193,
"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": [
[
507045.2543370439,
429241.5199620593,
77803.7343749843,
228257.7565998121,
-107869.4759261649,
336127.2325259771
],
[
507.045254,
429.24152,
77.803734,
228.257757,
-107.869476,
336.127233
],
[
0.243382,
0.206036,
0.037346,
0.057071,
0,
0.070718
],
[
10,
10,
10,
10,
10,
10
],
[
-129941,
-126576,
-99987,
-1091172,
-978924,
-468247
],
[
1.425838,
1.703568,
1.134004,
1.039915,
0.966259,
1.133297
],
[
250,
125,
125,
250,
125,
125
],
[
126,
64,
62,
126,
64,
62
],
[
124,
61,
63,
124,
61,
63
],
[
50.4,
51.2,
49.6,
50.4,
51.2,
49.6
],
[
1.403206,
1.623713,
1.152294,
1.023408,
0.920966,
1.151576
],
[
201773,
201773,
47439,
440521,
440521,
256514
],
[
-41352,
-24330,
-41352,
-201865,
-201865,
-163506
],
[
98,
96,
100,
98,
96,
100
],
[
117,
111,
124,
117,
111,
124
],
[
78,
80,
76,
78,
80,
76
],
[
24605,
12081,
12524,
24605,
12081,
12524
],
[
9.548088,
9.548088,
50.381422,
9.548088,
9.548088,
50.381422
],
[
2,
1,
5,
2,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422274,
413981,
-214962,
-290863,
-580179,
-171244
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579327200000,
"first_datapoint_time": 1580709600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759396154842,
"expiration_time": 1765872000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 123,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 193,
"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) |
|---|