Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392669.0547 | 347040.6791 | 45628.3756 | 118338.4183 | 284686.3335 | -166347.9152 |
Total P&L (%) | 392.6691 | 347.0407 | 45.6284 | 118.3384 | 284.6863 | -166.3479 |
Avg Daily Profit (%) | 0.1569 | 0.1387 | 0.0182 | 0.0312 | 0.0538 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138901 | -144550 | -91311 | -811448 | -656433 | -306339 |
Profit Factor | 1.5551 | 2.008 | 1.1257 | 1.0516 | 1.224 | 0.8375 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 45.6522 | 43.4783 | 47.8261 | 45.6522 | 43.4783 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.8513 | 2.6104 | 1.228 | 1.2519 | 1.5912 | 0.9137 |
Largest Winning Trade | 177869 | 177869 | 55566 | 368267 | 368267 | 121743 |
Largest Losing Trade | -45954 | -33899 | -45954 | -282880 | -282880 | -110322 |
Avg Bars in Trades | 78 | 56 | 99 | 78 | 56 | 99 |
Avg Bars in Winners | 107 | 77 | 135 | 107 | 77 | 135 |
Avg Bars in Losers | 53 | 41 | 66 | 53 | 41 | 66 |
Bars Traded | 7195 | 2621 | 4574 | 7195 | 2621 | 4574 |
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 | 308194 | -6586 | -253292 | -316452 | -122751 | -581549 |
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7509, "evaluation_days": 2503, "actual_first_datapoint_time": 1543363200000, "first_datapoint_time": 1547712000000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759610117947, "expiration_time": 1766081376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 3.64699 } } }
{ "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": [ [ 392669.0546550914, 347040.6790741277, 45628.3755809635, 118338.4183151492, 284686.3334803549, -166347.9151652056 ], [ 392.669055, 347.040679, 45.628376, 118.338418, 284.686333, -166.347915 ], [ 0.156879, 0.13865, 0.018229, 0.031202, 0.05384, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -138901, -144550, -91311, -811448, -656433, -306339 ], [ 1.555092, 2.007978, 1.125663, 1.051567, 1.22397, 0.837513 ], [ 92, 46, 46, 92, 46, 46 ], [ 42, 20, 22, 42, 20, 22 ], [ 50, 26, 24, 50, 26, 24 ], [ 45.652174, 43.478261, 47.826087, 45.652174, 43.478261, 47.826087 ], [ 1.8513, 2.610372, 1.227996, 1.251865, 1.591161, 0.913651 ], [ 177869, 177869, 55566, 368267, 368267, 121743 ], [ -45954, -33899, -45954, -282880, -282880, -110322 ], [ 78, 56, 99, 78, 56, 99 ], [ 107, 77, 135, 107, 77, 135 ], [ 53, 41, 66, 53, 41, 66 ], [ 7195, 2621, 4574, 7195, 2621, 4574 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308194, -6586, -253292, -316452, -122751, -581549 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7509, "evaluation_days": 2503, "actual_first_datapoint_time": 1543363200000, "first_datapoint_time": 1547712000000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759610117947, "expiration_time": 1766081376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 3.64699 } } }
# | 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) |
---|