Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398603.4204 | 355170.6799 | 43432.7405 | 102848.7191 | 642684.1661 | -539835.447 |
Total P&L (%) | 398.6034 | 355.1707 | 43.4327 | 102.8487 | 642.6842 | -539.8354 |
Avg Daily Profit (%) | 0.1595 | 0.1421 | 0.0174 | 0.0283 | 0.0802 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127119 | -105727 | -97565 | -956924 | -710590 | -791327 |
Profit Factor | 1.3103 | 1.5599 | 1.0668 | 1.0169 | 1.227 | 0.8349 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 136 | 64 | 72 | 136 | 64 | 72 |
Losing Trades | 190 | 99 | 91 | 190 | 99 | 91 |
Profitability (%) | 41.7178 | 39.2638 | 44.1718 | 41.7178 | 39.2638 | 44.1718 |
Ratio Avg Win / Avg Loss | 1.8306 | 2.413 | 1.3483 | 1.4206 | 1.898 | 1.0552 |
Largest Winning Trade | 175873 | 175873 | 46697 | 509774 | 509774 | 319796 |
Largest Losing Trade | -34074 | -27907 | -34074 | -352426 | -145336 | -352426 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 9914 | 4812 | 5102 | 9914 | 4812 | 5102 |
Profit Streak | 37.1242 | 37.1242 | 49.1242 | 37.1242 | 37.1242 | 49.1242 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306779 | -3189 | -319584 | -357067 | -87258 | -580089 |
{ "trading_pair": "IOTA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9999, "evaluation_days": 2499.75, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1543946400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758877130007, "expiration_time": 1765194552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 25, "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": [ [ 398603.4203727738, 355170.6798540236, 43432.7405187503, 102848.7191454904, 642684.1661431034, -539835.4469976125 ], [ 398.60342, 355.17068, 43.432741, 102.848719, 642.684166, -539.835447 ], [ 0.159457, 0.142082, 0.017375, 0.028298, 0.080244, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -127119, -105727, -97565, -956924, -710590, -791327 ], [ 1.310303, 1.559893, 1.066798, 1.01686, 1.22702, 0.834869 ], [ 326, 163, 163, 326, 163, 163 ], [ 136, 64, 72, 136, 64, 72 ], [ 190, 99, 91, 190, 99, 91 ], [ 41.717791, 39.263804, 44.171779, 41.717791, 39.263804, 44.171779 ], [ 1.830571, 2.412959, 1.348315, 1.420614, 1.898046, 1.055181 ], [ 175873, 175873, 46697, 509774, 509774, 319796 ], [ -34074, -27907, -34074, -352426, -145336, -352426 ], [ 30, 29, 31, 30, 29, 31 ], [ 45, 44, 46, 45, 44, 46 ], [ 19, 19, 19, 19, 19, 19 ], [ 9914, 4812, 5102, 9914, 4812, 5102 ], [ 37.12419, 37.12419, 49.12419, 37.12419, 37.12419, 49.12419 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306779, -3189, -319584, -357067, -87258, -580089 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9999, "evaluation_days": 2499.75, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1543946400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758877130007, "expiration_time": 1765194552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 25, "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) |
---|