| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 851285.8719 | 664046.143 | 187239.729 | 3569266.9196 | 2306740.1024 | 1262526.8171 |
| Total P&L (%) | 851.2859 | 664.0461 | 187.2397 | 3569.2669 | 2306.7401 | 1262.5268 |
| Avg Daily Profit (%) | 0.3397 | 0.265 | 0.0747 | 0.1438 | 0.127 | 0.1043 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98476 | -123178 | -43499 | -5644174 | -3807721 | -1836453 |
| Profit Factor | 2.3914 | 2.7329 | 1.8191 | 1.2294 | 1.2309 | 1.2266 |
| Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Profitability (%) | 48.7603 | 48.3333 | 49.1803 | 48.7603 | 48.3333 | 49.1803 |
| Ratio Avg Win / Avg Loss | 2.513 | 2.9213 | 1.8797 | 1.2919 | 1.3158 | 1.2675 |
| Largest Winning Trade | 290748 | 290748 | 56334 | 5573118 | 5573118 | 978479 |
| Largest Losing Trade | -35740 | -35740 | -35359 | -2888648 | -2888648 | -1836453 |
| Avg Bars in Trades | 80 | 76 | 85 | 80 | 76 | 85 |
| Avg Bars in Winners | 89 | 73 | 105 | 89 | 73 | 105 |
| Avg Bars in Losers | 72 | 79 | 65 | 72 | 79 | 65 |
| Bars Traded | 9773 | 4585 | 5188 | 9773 | 4585 | 5188 |
| Profit Streak | 0 | 34.3481 | 0 | 0 | 34.3481 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 490538 | -155479 | -251742 | -1102 | -192683 | -215725 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10025,
"evaluation_days": 2506.25,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1546516800000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759674075562,
"expiration_time": 1766161800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 35,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
851285.8719498258,
664046.1429771432,
187239.7289726826,
3569266.919555016,
2306740.1024277434,
1262526.8171272755
],
[
851.285872,
664.046143,
187.239729,
3569.26692,
2306.740102,
1262.526817
],
[
0.339665,
0.264956,
0.074709,
0.143847,
0.126998,
0.104271
],
[
10,
10,
10,
10,
10,
10
],
[
-98476,
-123178,
-43499,
-5644174,
-3807721,
-1836453
],
[
2.391439,
2.732874,
1.819081,
1.229388,
1.230942,
1.226601
],
[
121,
60,
61,
121,
60,
61
],
[
59,
29,
30,
59,
29,
30
],
[
62,
31,
31,
62,
31,
31
],
[
48.760331,
48.333333,
49.180328,
48.760331,
48.333333,
49.180328
],
[
2.513038,
2.921348,
1.879717,
1.291899,
1.315835,
1.267488
],
[
290748,
290748,
56334,
5573118,
5573118,
978479
],
[
-35740,
-35740,
-35359,
-2888648,
-2888648,
-1836453
],
[
80,
76,
85,
80,
76,
85
],
[
89,
73,
105,
89,
73,
105
],
[
72,
79,
65,
72,
79,
65
],
[
9773,
4585,
5188,
9773,
4585,
5188
],
[
0,
34.348097,
0,
0,
34.348097,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
490538,
-155479,
-251742,
-1102,
-192683,
-215725
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10025,
"evaluation_days": 2506.25,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1546516800000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759674075562,
"expiration_time": 1766161800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 35,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|