Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165322.7041 | 102740.8834 | 62581.8207 | 155099.7442 | 83073.1616 | 72026.5826 |
Total P&L (%) | 165.3227 | 102.7409 | 62.5818 | 155.0997 | 83.0732 | 72.0266 |
Avg Daily Profit (%) | 0.3174 | 0.1973 | 0.1202 | 0.18 | 0.1162 | 0.1042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82932 | -70034 | -47670 | -200345 | -152085 | -101470 |
Profit Factor | 1.2173 | 1.2932 | 1.1525 | 1.1152 | 1.1305 | 1.1016 |
Total Trades | 611 | 306 | 305 | 611 | 306 | 305 |
Winning Trades | 306 | 149 | 157 | 306 | 149 | 157 |
Losing Trades | 305 | 157 | 148 | 305 | 157 | 148 |
Profitability (%) | 50.0818 | 48.6928 | 51.4754 | 50.0818 | 48.6928 | 51.4754 |
Ratio Avg Win / Avg Loss | 1.2134 | 1.3626 | 1.0865 | 1.1116 | 1.1912 | 1.0384 |
Largest Winning Trade | 52660 | 52660 | 21894 | 106880 | 106880 | 46193 |
Largest Losing Trade | -18777 | -15404 | -18777 | -49996 | -46342 | -49996 |
Avg Bars in Trades | 40 | 36 | 43 | 40 | 36 | 43 |
Avg Bars in Winners | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Losers | 38 | 33 | 44 | 38 | 33 | 44 |
Bars Traded | 24695 | 11321 | 13374 | 24695 | 11321 | 13374 |
Profit Streak | 0 | 0 | 8.2376 | 0 | 0 | 8.2376 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390143 | 273872 | -84031 | -83678 | -114962 | -160863 |
{ "trading_pair": "IOTA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714082400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758917531302, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 198, "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": [ [ 165322.7041050119, 102740.8833879677, 62581.8207170443, 155099.7441947337, 83073.1615801062, 72026.5826146276 ], [ 165.322704, 102.740883, 62.581821, 155.099744, 83.073162, 72.026583 ], [ 0.317422, 0.197264, 0.120158, 0.179968, 0.116174, 0.104211 ], [ 10, 10, 10, 10, 10, 10 ], [ -82932, -70034, -47670, -200345, -152085, -101470 ], [ 1.217337, 1.2932, 1.152542, 1.115241, 1.130459, 1.101575 ], [ 611, 306, 305, 611, 306, 305 ], [ 306, 149, 157, 306, 149, 157 ], [ 305, 157, 148, 305, 157, 148 ], [ 50.081833, 48.69281, 51.47541, 50.081833, 48.69281, 51.47541 ], [ 1.213359, 1.362633, 1.086472, 1.111597, 1.191155, 1.038428 ], [ 52660, 52660, 21894, 106880, 106880, 46193 ], [ -18777, -15404, -18777, -49996, -46342, -49996 ], [ 40, 36, 43, 40, 36, 43 ], [ 42, 41, 43, 42, 41, 43 ], [ 38, 33, 44, 38, 33, 44 ], [ 24695, 11321, 13374, 24695, 11321, 13374 ], [ 0, 0, 8.237631, 0, 0, 8.237631 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390143, 273872, -84031, -83678, -114962, -160863 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714082400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758917531302, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 198, "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) |
---|