| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 455476.0328 | 375296.1676 | 80179.8652 | 226298.7 | 410538.6899 | -184239.9899 |
| Total P&L (%) | 455.476 | 375.2962 | 80.1799 | 226.2987 | 410.5387 | -184.24 |
| Avg Daily Profit (%) | 0.2186 | 0.1801 | 0.0385 | 0.0568 | 0.0783 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -189278 | -162703 | -120604 | -538311 | -322453 | -452254 |
| Profit Factor | 1.6264 | 2.0608 | 1.2148 | 1.148 | 1.6681 | 0.7986 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
| Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
| Profitability (%) | 46.1538 | 40 | 52.3077 | 46.1538 | 40 | 52.3077 |
| Ratio Avg Win / Avg Loss | 1.8975 | 3.0912 | 1.1076 | 1.3393 | 2.5022 | 0.7281 |
| Largest Winning Trade | 215009 | 215009 | 58110 | 210471 | 210471 | 107988 |
| Largest Losing Trade | -66034 | -31359 | -66034 | -326862 | -95250 | -326862 |
| Avg Bars in Trades | 188 | 183 | 194 | 188 | 183 | 194 |
| Avg Bars in Winners | 265 | 272 | 259 | 265 | 272 | 259 |
| Avg Bars in Losers | 123 | 123 | 122 | 123 | 123 | 122 |
| Bars Traded | 24531 | 11905 | 12626 | 24531 | 11905 | 12626 |
| Profit Streak | 0 | 0 | 50.4769 | 0 | 0 | 50.477 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349505 | -124478 | -272745 | -175998 | -221113 | -711594 |
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579406400000,
"first_datapoint_time": 1580875200000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759476408443,
"expiration_time": 1765951200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 131,
"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": [
[
455476.0327679189,
375296.1675878034,
80179.8651801155,
226298.7000050399,
410538.6898759806,
-184239.9898709405
],
[
455.476033,
375.296168,
80.179865,
226.2987,
410.53869,
-184.23999
],
[
0.218629,
0.180142,
0.038486,
0.056783,
0.078285,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-189278,
-162703,
-120604,
-538311,
-322453,
-452254
],
[
1.626445,
2.060821,
1.214786,
1.147978,
1.668129,
0.798602
],
[
130,
65,
65,
130,
65,
65
],
[
60,
26,
34,
60,
26,
34
],
[
70,
39,
31,
70,
39,
31
],
[
46.153846,
40,
52.307692,
46.153846,
40,
52.307692
],
[
1.89752,
3.091231,
1.107599,
1.339308,
2.502194,
0.728138
],
[
215009,
215009,
58110,
210471,
210471,
107988
],
[
-66034,
-31359,
-66034,
-326862,
-95250,
-326862
],
[
188,
183,
194,
188,
183,
194
],
[
265,
272,
259,
265,
272,
259
],
[
123,
123,
122,
123,
123,
122
],
[
24531,
11905,
12626,
24531,
11905,
12626
],
[
0,
0,
50.476949,
0,
0,
50.47695
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349505,
-124478,
-272745,
-175998,
-221113,
-711594
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579406400000,
"first_datapoint_time": 1580875200000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759476408443,
"expiration_time": 1765951200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 131,
"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) |
|---|