Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653996.3097 | 504357.3034 | 149639.0062 | 1402497.1647 | 1195034.8162 | 207462.3484 |
Total P&L (%) | 653.9963 | 504.3573 | 149.639 | 1402.4972 | 1195.0348 | 207.4623 |
Avg Daily Profit (%) | 0.2616 | 0.2017 | 0.0599 | 0.1084 | 0.1025 | 0.0449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148432 | -154454 | -128950 | -648052 | -476481 | -851325 |
Profit Factor | 2.2173 | 2.9088 | 1.5481 | 1.6391 | 2.3853 | 1.1558 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 47.1429 | 42.8571 | 51.4286 | 47.1429 | 42.8571 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.4861 | 3.8785 | 1.4621 | 1.8378 | 3.1804 | 1.0916 |
Largest Winning Trade | 230217 | 230217 | 48202 | 520315 | 520315 | 209903 |
Largest Losing Trade | -50887 | -24614 | -50887 | -351227 | -121058 | -351227 |
Avg Bars in Trades | 68 | 76 | 61 | 68 | 76 | 61 |
Avg Bars in Winners | 90 | 106 | 76 | 90 | 106 | 76 |
Avg Bars in Losers | 49 | 53 | 44 | 49 | 53 | 44 |
Bars Traded | 4808 | 2672 | 2136 | 4808 | 2672 | 2136 |
Profit Streak | 237.7854 | 237.7854 | 317.7854 | 237.7854 | 237.7854 | 317.7854 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85703 | 424503 | -109856 | -143176 | -52998 | -180524 |
{ "trading_pair": "IOTA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1549756800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758826255193, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 123, "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": [ [ 653996.3096633486, 504357.3034259978, 149639.006237351, 1402497.164657985, 1195034.8162293592, 207462.3484286258 ], [ 653.99631, 504.357303, 149.639006, 1402.497165, 1195.034816, 207.462348 ], [ 0.261599, 0.201743, 0.059856, 0.108447, 0.102497, 0.044937 ], [ 10, 10, 10, 10, 10, 10 ], [ -148432, -154454, -128950, -648052, -476481, -851325 ], [ 2.217308, 2.908847, 1.548074, 1.639099, 2.385265, 1.155774 ], [ 70, 35, 35, 70, 35, 35 ], [ 33, 15, 18, 33, 15, 18 ], [ 37, 20, 17, 37, 20, 17 ], [ 47.142857, 42.857143, 51.428571, 47.142857, 42.857143, 51.428571 ], [ 2.486072, 3.878462, 1.46207, 1.837777, 3.180353, 1.091564 ], [ 230217, 230217, 48202, 520315, 520315, 209903 ], [ -50887, -24614, -50887, -351227, -121058, -351227 ], [ 68, 76, 61, 68, 76, 61 ], [ 90, 106, 76, 90, 106, 76 ], [ 49, 53, 44, 49, 53, 44 ], [ 4808, 2672, 2136, 4808, 2672, 2136 ], [ 237.785361, 237.785361, 317.785361, 237.785361, 237.785361, 317.785361 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -85703, 424503, -109856, -143176, -52998, -180524 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1549756800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758826255193, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 123, "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) |
---|