Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583637.5995 | 492558.1151 | 91079.4844 | 460033.8621 | 309202.1538 | 150831.7082 |
Total P&L (%) | 583.6376 | 492.5581 | 91.0795 | 460.0339 | 309.2022 | 150.8317 |
Avg Daily Profit (%) | 0.2335 | 0.197 | 0.0364 | 0.0689 | 0.0564 | 0.0368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106903 | -123040 | -89564 | -701615 | -614153 | -362122 |
Profit Factor | 2.2204 | 3.2876 | 1.3464 | 1.233 | 1.3165 | 1.1512 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.7328 | 4.0462 | 1.6571 | 1.5175 | 1.6203 | 1.4168 |
Largest Winning Trade | 393361 | 393361 | 54725 | 360292 | 360292 | 247294 |
Largest Losing Trade | -45205 | -25112 | -45205 | -193372 | -114099 | -193372 |
Avg Bars in Trades | 82 | 78 | 87 | 82 | 78 | 87 |
Avg Bars in Winners | 120 | 118 | 122 | 120 | 118 | 122 |
Avg Bars in Losers | 52 | 45 | 59 | 52 | 45 | 59 |
Bars Traded | 4805 | 2263 | 2542 | 4805 | 2263 | 2542 |
Profit Streak | 77.0656 | 120.5656 | 0 | 77.0656 | 120.5656 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168404 | 445644 | -144818 | -281058 | -117842 | -200056 |
{ "trading_pair": "IOTA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1545048000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759023263788, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 54, "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": [ [ 583637.599494869, 492558.1151392846, 91079.4843555841, 460033.8620508397, 309202.1538077105, 150831.7082431291 ], [ 583.637599, 492.558115, 91.079484, 460.033862, 309.202154, 150.831708 ], [ 0.233455, 0.197023, 0.036432, 0.068937, 0.056377, 0.036791 ], [ 10, 10, 10, 10, 10, 10 ], [ -106903, -123040, -89564, -701615, -614153, -362122 ], [ 2.220423, 3.287573, 1.346433, 1.232971, 1.316515, 1.151172 ], [ 58, 29, 29, 58, 29, 29 ], [ 26, 13, 13, 26, 13, 13 ], [ 32, 16, 16, 32, 16, 16 ], [ 44.827586, 44.827586, 44.827586, 44.827586, 44.827586, 44.827586 ], [ 2.732828, 4.046244, 1.657148, 1.517502, 1.620326, 1.416827 ], [ 393361, 393361, 54725, 360292, 360292, 247294 ], [ -45205, -25112, -45205, -193372, -114099, -193372 ], [ 82, 78, 87, 82, 78, 87 ], [ 120, 118, 122, 120, 118, 122 ], [ 52, 45, 59, 52, 45, 59 ], [ 4805, 2263, 2542, 4805, 2263, 2542 ], [ 77.065553, 120.565553, 0, 77.065553, 120.565553, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168404, 445644, -144818, -281058, -117842, -200056 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1545048000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759023263788, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 54, "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) |
---|