Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551864.1858 | 514716.2118 | 37147.974 | 13580.6266 | 57580.4444 | -43999.8177 |
Total P&L (%) | 551.8642 | 514.7162 | 37.148 | 13.5806 | 57.5804 | -43.9998 |
Avg Daily Profit (%) | 0.2208 | 0.2059 | 0.0149 | 0.0051 | 0.0182 | -0.0232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253278 | -197582 | -77348 | -621938 | -478271 | -246121 |
Profit Factor | 1.6507 | 2.1167 | 1.0959 | 1.0089 | 1.0643 | 0.9303 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 50.6849 | 45.2055 | 56.1644 | 50.6849 | 45.2055 | 56.1644 |
Ratio Avg Win / Avg Loss | 1.606 | 2.5656 | 0.8554 | 0.9816 | 1.29 | 0.7261 |
Largest Winning Trade | 359080 | 359080 | 48038 | 230692 | 230692 | 153621 |
Largest Losing Trade | -63660 | -37988 | -63660 | -174462 | -174462 | -114693 |
Avg Bars in Trades | 66 | 81 | 52 | 66 | 81 | 52 |
Avg Bars in Winners | 82 | 109 | 61 | 82 | 109 | 61 |
Avg Bars in Losers | 50 | 58 | 40 | 50 | 58 | 40 |
Bars Traded | 9744 | 5947 | 3798 | 9744 | 5947 | 3798 |
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 | 425390 | -61709 | -363014 | -452331 | -393007 | -651659 |
{ "trading_pair": "IOTA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9999, "evaluation_days": 2499.75, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1546732800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758849523979, "expiration_time": 1765194552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "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": [ [ 551864.1857899236, 514716.2117611606, 37147.974028763, 13580.6266222237, 57580.4443684916, -43999.8177462679 ], [ 551.864186, 514.716212, 37.147974, 13.580627, 57.580444, -43.999818 ], [ 0.220768, 0.205907, 0.014861, 0.005094, 0.018194, -0.023192 ], [ 10, 10, 10, 10, 10, 10 ], [ -253278, -197582, -77348, -621938, -478271, -246121 ], [ 1.650656, 2.116652, 1.095935, 1.008893, 1.064289, 0.930326 ], [ 146, 73, 73, 146, 73, 73 ], [ 74, 33, 41, 74, 33, 41 ], [ 72, 40, 32, 72, 40, 32 ], [ 50.684932, 45.205479, 56.164384, 50.684932, 45.205479, 56.164384 ], [ 1.606044, 2.565638, 0.855364, 0.981625, 1.290048, 0.726108 ], [ 359080, 359080, 48038, 230692, 230692, 153621 ], [ -63660, -37988, -63660, -174462, -174462, -114693 ], [ 66, 81, 52, 66, 81, 52 ], [ 82, 109, 61, 82, 109, 61 ], [ 50, 58, 40, 50, 58, 40 ], [ 9744, 5947, 3798, 9744, 5947, 3798 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 425390, -61709, -363014, -452331, -393007, -651659 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9999, "evaluation_days": 2499.75, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1546732800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758849523979, "expiration_time": 1765194552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "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) |
---|