| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 452819.362 | 398443.8846 | 54375.4774 | 155357.8702 | 104636.1961 | 50721.6742 |
| Total P&L (%) | 452.8194 | 398.4439 | 54.3755 | 155.3579 | 104.6362 | 50.7217 |
| Avg Daily Profit (%) | 0.181 | 0.1593 | 0.0217 | 0.0375 | 0.0286 | 0.0164 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -205461 | -69137 | -254090 | -363204 | -219467 | -247178 |
| Profit Factor | 1.2041 | 1.3637 | 1.0484 | 1.0473 | 1.0604 | 1.0326 |
| Total Trades | 879 | 439 | 440 | 879 | 439 | 440 |
| Winning Trades | 342 | 171 | 171 | 342 | 171 | 171 |
| Losing Trades | 537 | 268 | 269 | 537 | 268 | 269 |
| Profitability (%) | 38.9079 | 38.9522 | 38.8636 | 38.9079 | 38.9522 | 38.8636 |
| Ratio Avg Win / Avg Loss | 1.8907 | 2.1372 | 1.6493 | 1.6444 | 1.6619 | 1.6245 |
| Largest Winning Trade | 176237 | 176237 | 44526 | 155367 | 155367 | 69251 |
| Largest Losing Trade | -44504 | -44504 | -34753 | -172646 | -172646 | -51176 |
| Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
| Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
| Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
| Bars Traded | 4966 | 2473 | 2493 | 4966 | 2473 | 2493 |
| 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 | 310431 | 236785 | -333304 | -309691 | -309914 | -358033 |
{
"trading_pair": "IOTA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1543752000000,
"first_datapoint_time": 1544443200000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759885302574,
"expiration_time": 1766322288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 7,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 17,
"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": [
[
452819.3619853029,
398443.8845766992,
54375.4774086029,
155357.8702273645,
104636.1960591505,
50721.6741682142
],
[
452.819362,
398.443885,
54.375477,
155.35787,
104.636196,
50.721674
],
[
0.181019,
0.159282,
0.021737,
0.037484,
0.028629,
0.016402
],
[
10,
10,
10,
10,
10,
10
],
[
-205461,
-69137,
-254090,
-363204,
-219467,
-247178
],
[
1.204144,
1.363662,
1.048442,
1.04727,
1.060378,
1.032649
],
[
879,
439,
440,
879,
439,
440
],
[
342,
171,
171,
342,
171,
171
],
[
537,
268,
269,
537,
268,
269
],
[
38.90785,
38.952164,
38.863636,
38.90785,
38.952164,
38.863636
],
[
1.890717,
2.137201,
1.649303,
1.644398,
1.661879,
1.624459
],
[
176237,
176237,
44526,
155367,
155367,
69251
],
[
-44504,
-44504,
-34753,
-172646,
-172646,
-51176
],
[
5,
5,
5,
5,
5,
5
],
[
8,
8,
8,
8,
8,
8
],
[
3,
3,
3,
3,
3,
3
],
[
4966,
2473,
2493,
4966,
2473,
2493
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310431,
236785,
-333304,
-309691,
-309914,
-358033
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1543752000000,
"first_datapoint_time": 1544443200000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759885302574,
"expiration_time": 1766322288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 7,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 17,
"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) |
|---|