Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471428.0292 | 413659.0624 | 57768.9668 | 180786.3662 | 119880.0475 | 60906.3187 |
Total P&L (%) | 471.428 | 413.6591 | 57.769 | 180.7864 | 119.88 | 60.9063 |
Avg Daily Profit (%) | 0.1878 | 0.1648 | 0.023 | 0.0411 | 0.0314 | 0.019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118008 | -100281 | -76731 | -202832 | -122302 | -124406 |
Profit Factor | 1.8414 | 2.6224 | 1.1892 | 1.2491 | 1.359 | 1.1554 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 45.2055 | 40.5405 | 50 | 45.2055 | 40.5405 | 50 |
Ratio Avg Win / Avg Loss | 2.232 | 3.8461 | 1.1892 | 1.5141 | 1.9932 | 1.1554 |
Largest Winning Trade | 293098 | 293098 | 57410 | 164812 | 164812 | 123380 |
Largest Losing Trade | -45142 | -31757 | -45142 | -124406 | -52299 | -124406 |
Avg Bars in Trades | 130 | 128 | 133 | 130 | 128 | 133 |
Avg Bars in Winners | 161 | 154 | 167 | 161 | 154 | 167 |
Avg Bars in Losers | 105 | 111 | 98 | 105 | 111 | 98 |
Bars Traded | 9561 | 4763 | 4798 | 9561 | 4763 | 4798 |
Profit Streak | 0 | 0 | 79.8296 | 0 | 0 | 79.8296 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67131 | 311335 | -174791 | -215215 | -153066 | -217127 |
{ "trading_pair": "IOTA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10041, "evaluation_days": 2510.25, "actual_first_datapoint_time": 1543125600000, "first_datapoint_time": 1548871200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760018075885, "expiration_time": 1766517768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 136, "offset": 131 } }, "second_band": { "type": "t3", "factors": { "length": 78, "offset": 0, "a": 0.34071 } } }
{ "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": [ [ 471428.0291554215, 413659.0623964458, 57768.9667589758, 180786.3661770197, 119880.0475143197, 60906.3186627 ], [ 471.428029, 413.659062, 57.768967, 180.786366, 119.880048, 60.906319 ], [ 0.187801, 0.164788, 0.023013, 0.041137, 0.031393, 0.01895 ], [ 10, 10, 10, 10, 10, 10 ], [ -118008, -100281, -76731, -202832, -122302, -124406 ], [ 1.841372, 2.622372, 1.189198, 1.249103, 1.358998, 1.155445 ], [ 73, 37, 36, 73, 37, 36 ], [ 33, 15, 18, 33, 15, 18 ], [ 40, 22, 18, 40, 22, 18 ], [ 45.205479, 40.540541, 50, 45.205479, 40.540541, 50 ], [ 2.231966, 3.846145, 1.189198, 1.514064, 1.993197, 1.155445 ], [ 293098, 293098, 57410, 164812, 164812, 123380 ], [ -45142, -31757, -45142, -124406, -52299, -124406 ], [ 130, 128, 133, 130, 128, 133 ], [ 161, 154, 167, 161, 154, 167 ], [ 105, 111, 98, 105, 111, 98 ], [ 9561, 4763, 4798, 9561, 4763, 4798 ], [ 0, 0, 79.829582, 0, 0, 79.829582 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -67131, 311335, -174791, -215215, -153066, -217127 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10041, "evaluation_days": 2510.25, "actual_first_datapoint_time": 1543125600000, "first_datapoint_time": 1548871200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760018075885, "expiration_time": 1766517768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 136, "offset": 131 } }, "second_band": { "type": "t3", "factors": { "length": 78, "offset": 0, "a": 0.34071 } } }
# | 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) |
---|