| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 411389.8118 | 363146.4455 | 48243.3663 | 62084.2293 | -20031.3884 | 82115.6177 |
| Total P&L (%) | 411.3898 | 363.1464 | 48.2434 | 62.0842 | -20.0314 | 82.1156 |
| Avg Daily Profit (%) | 0.164 | 0.1448 | 0.0192 | 0.0193 | -0.0089 | 0.0239 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157604 | -145509 | -39248 | -877909 | -858384 | -139946 |
| Profit Factor | 1.6688 | 1.7836 | 1.3181 | 1.0329 | 0.9868 | 1.2241 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
| Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Profitability (%) | 55.4622 | 50.8475 | 60 | 55.4622 | 50.8475 | 60 |
| Ratio Avg Win / Avg Loss | 1.3401 | 1.7242 | 0.8787 | 0.8295 | 0.9539 | 0.8161 |
| Largest Winning Trade | 233207 | 233207 | 17774 | 403727 | 403727 | 127235 |
| Largest Losing Trade | -67763 | -67763 | -39248 | -497362 | -497362 | -112018 |
| Avg Bars in Trades | 40 | 76 | 4 | 40 | 76 | 4 |
| Avg Bars in Winners | 26 | 52 | 4 | 26 | 52 | 4 |
| Avg Bars in Losers | 57 | 101 | 4 | 57 | 101 | 4 |
| Bars Traded | 4804 | 4535 | 269 | 4804 | 4535 | 269 |
| Profit Streak | 78.9171 | 0 | 308.4171 | 78.9171 | 0 | 308.4171 |
| Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 394033 | -172934 | -336317 | -352070 | -757348 | -329176 |
{
"trading_pair": "IOTA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5016,
"evaluation_days": 2508,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1544702400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759701640407,
"expiration_time": 1766166336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 40,
"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": [
[
411389.8118225934,
363146.4455475658,
48243.3662750276,
62084.2292819255,
-20031.3884112197,
82115.6176931453
],
[
411.389812,
363.146446,
48.243366,
62.084229,
-20.031388,
82.115618
],
[
0.164031,
0.144795,
0.019236,
0.019258,
-0.008913,
0.023905
],
[
10,
10,
10,
10,
10,
10
],
[
-157604,
-145509,
-39248,
-877909,
-858384,
-139946
],
[
1.668822,
1.783611,
1.318083,
1.032908,
0.986823,
1.224093
],
[
119,
59,
60,
119,
59,
60
],
[
66,
30,
36,
66,
30,
36
],
[
53,
29,
24,
53,
29,
24
],
[
55.462185,
50.847458,
60,
55.462185,
50.847458,
60
],
[
1.340115,
1.724157,
0.878722,
0.829456,
0.953929,
0.816062
],
[
233207,
233207,
17774,
403727,
403727,
127235
],
[
-67763,
-67763,
-39248,
-497362,
-497362,
-112018
],
[
40,
76,
4,
40,
76,
4
],
[
26,
52,
4,
26,
52,
4
],
[
57,
101,
4,
57,
101,
4
],
[
4804,
4535,
269,
4804,
4535,
269
],
[
78.917134,
0,
308.417134,
78.917134,
0,
308.417134
],
[
1,
0,
6,
1,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
394033,
-172934,
-336317,
-352070,
-757348,
-329176
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5016,
"evaluation_days": 2508,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1544702400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759701640407,
"expiration_time": 1766166336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 40,
"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) |
|---|