| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 460019.2002 | 437881.1122 | 22138.0881 | -18902.4338 | -48655.9446 | 29753.5108 |
| Total P&L (%) | 460.0192 | 437.8811 | 22.1381 | -18.9024 | -48.6559 | 29.7535 |
| Avg Daily Profit (%) | 0.184 | 0.1752 | 0.0089 | -0.0084 | -0.0267 | 0.0104 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101625 | -116098 | -95040 | -331026 | -297706 | -236755 |
| Profit Factor | 1.6514 | 2.2635 | 1.0616 | 0.986 | 0.9343 | 1.0488 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
| Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
| Profitability (%) | 48.3516 | 41.3043 | 55.5556 | 48.3516 | 41.3043 | 55.5556 |
| Ratio Avg Win / Avg Loss | 1.764 | 3.2166 | 0.8493 | 1.0532 | 1.3277 | 0.839 |
| Largest Winning Trade | 450263 | 450263 | 54426 | 179700 | 179700 | 90107 |
| Largest Losing Trade | -42503 | -27785 | -42503 | -104815 | -92043 | -104815 |
| Avg Bars in Trades | 107 | 97 | 117 | 107 | 97 | 117 |
| Avg Bars in Winners | 138 | 135 | 141 | 138 | 135 | 141 |
| Avg Bars in Losers | 78 | 71 | 87 | 78 | 71 | 87 |
| Bars Traded | 9767 | 4489 | 5278 | 9767 | 4489 | 5278 |
| Profit Streak | 0 | 0 | 72.1046 | 0 | 0 | 72.1046 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367700 | 302743 | -339591 | -579509 | -582419 | -349236 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1545480000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758832237105,
"expiration_time": 1765194552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 128,
"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": [
[
460019.2002448936,
437881.1121920203,
22138.0880528734,
-18902.4338151367,
-48655.9446285878,
29753.510813451
],
[
460.0192,
437.881112,
22.138088,
-18.902434,
-48.655945,
29.753511
],
[
0.184026,
0.17517,
0.008856,
-0.008381,
-0.026664,
0.01042
],
[
10,
10,
10,
10,
10,
10
],
[
-101625,
-116098,
-95040,
-331026,
-297706,
-236755
],
[
1.65144,
2.2635,
1.061564,
0.986002,
0.934283,
1.048781
],
[
91,
46,
45,
91,
46,
45
],
[
44,
19,
25,
44,
19,
25
],
[
47,
27,
20,
47,
27,
20
],
[
48.351648,
41.304348,
55.555556,
48.351648,
41.304348,
55.555556
],
[
1.764038,
3.216553,
0.849251,
1.053229,
1.327666,
0.839025
],
[
450263,
450263,
54426,
179700,
179700,
90107
],
[
-42503,
-27785,
-42503,
-104815,
-92043,
-104815
],
[
107,
97,
117,
107,
97,
117
],
[
138,
135,
141,
138,
135,
141
],
[
78,
71,
87,
78,
71,
87
],
[
9767,
4489,
5278,
9767,
4489,
5278
],
[
0,
0,
72.104596,
0,
0,
72.104596
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367700,
302743,
-339591,
-579509,
-582419,
-349236
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1545480000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758832237105,
"expiration_time": 1765194552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 128,
"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) |
|---|