| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 427301.8473 | 359064.5271 | 68237.3202 | 148707.68 | 531411.44 | -382703.7601 |
| Total P&L (%) | 427.3018 | 359.0645 | 68.2373 | 148.7077 | 531.4114 | -382.7038 |
| Avg Daily Profit (%) | 0.1709 | 0.1436 | 0.0273 | 0.0364 | 0.0737 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158929 | -143355 | -127954 | -1227383 | -912450 | -733227 |
| Profit Factor | 1.4708 | 1.7186 | 1.1673 | 1.0463 | 1.2922 | 0.7256 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Profitability (%) | 47.2603 | 47.9452 | 46.5753 | 47.2603 | 47.9452 | 46.5753 |
| Ratio Avg Win / Avg Loss | 1.6413 | 1.8659 | 1.3389 | 1.1676 | 1.403 | 0.8323 |
| Largest Winning Trade | 160265 | 160265 | 53439 | 256987 | 256987 | 143423 |
| Largest Losing Trade | -45284 | -45284 | -41882 | -517468 | -517468 | -275060 |
| Avg Bars in Trades | 100 | 83 | 116 | 100 | 83 | 116 |
| Avg Bars in Winners | 122 | 102 | 144 | 122 | 102 | 144 |
| Avg Bars in Losers | 80 | 66 | 93 | 80 | 66 | 93 |
| Bars Traded | 14654 | 6124 | 8530 | 14654 | 6124 | 8530 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321541 | -70857 | -266362 | -314514 | -166818 | -654067 |
{
"trading_pair": "IOTA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15004,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1543377600000,
"first_datapoint_time": 1545984000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759507005673,
"expiration_time": 1765974528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 150,
"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": [
[
427301.8473463416,
359064.5270995609,
68237.3202467808,
148707.6799883793,
531411.440048542,
-382703.7600601626
],
[
427.301847,
359.064527,
68.23732,
148.70768,
531.41144,
-382.70376
],
[
0.170875,
0.143587,
0.027288,
0.036441,
0.073719,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-158929,
-143355,
-127954,
-1227383,
-912450,
-733227
],
[
1.470789,
1.718595,
1.167268,
1.046282,
1.292236,
0.725588
],
[
146,
73,
73,
146,
73,
73
],
[
69,
35,
34,
69,
35,
34
],
[
77,
38,
39,
77,
38,
39
],
[
47.260274,
47.945205,
46.575342,
47.260274,
47.945205,
46.575342
],
[
1.641316,
1.865903,
1.338925,
1.16759,
1.402999,
0.832292
],
[
160265,
160265,
53439,
256987,
256987,
143423
],
[
-45284,
-45284,
-41882,
-517468,
-517468,
-275060
],
[
100,
83,
116,
100,
83,
116
],
[
122,
102,
144,
122,
102,
144
],
[
80,
66,
93,
80,
66,
93
],
[
14654,
6124,
8530,
14654,
6124,
8530
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321541,
-70857,
-266362,
-314514,
-166818,
-654067
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15004,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1543377600000,
"first_datapoint_time": 1545984000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759507005673,
"expiration_time": 1765974528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 150,
"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) |
|---|