Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386936.0001 | 345471.8554 | 41464.1447 | 84636.1692 | 840267.7861 | -755631.6169 |
Total P&L (%) | 386.936 | 345.4719 | 41.4641 | 84.6362 | 840.2678 | -755.6316 |
Avg Daily Profit (%) | 0.1548 | 0.1382 | 0.0166 | 0.0245 | 0.0897 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250327 | -217268 | -146380 | -1990910 | -1236535 | -1026996 |
Profit Factor | 1.3129 | 1.5625 | 1.0666 | 1.0192 | 1.3952 | 0.6704 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Losing Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Profitability (%) | 46.134 | 46.3918 | 45.8763 | 46.134 | 46.3918 | 45.8763 |
Ratio Avg Win / Avg Loss | 1.533 | 1.8055 | 1.2584 | 1.19 | 1.6123 | 0.7909 |
Largest Winning Trade | 183711 | 183711 | 53572 | 806290 | 806290 | 198337 |
Largest Losing Trade | -43258 | -29732 | -43258 | -600639 | -600639 | -406623 |
Avg Bars in Trades | 38 | 35 | 40 | 38 | 35 | 40 |
Avg Bars in Winners | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
Bars Traded | 14836 | 6893 | 7943 | 14836 | 6893 | 7943 |
Profit Streak | 0 | 0 | 14.8226 | 0 | 0 | 14.8226 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325204 | -6662 | -320093 | -359023 | -71958 | -580848 |
{ "trading_pair": "IOTA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14997, "evaluation_days": 2499.5, "actual_first_datapoint_time": 1543377600000, "first_datapoint_time": 1545062400000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759405470959, "expiration_time": 1765870704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 386936.0000941076, 345471.8554229831, 41464.1446711246, 84636.1692227719, 840267.7860823855, -755631.6168596154 ], [ 386.936, 345.471855, 41.464145, 84.636169, 840.267786, -755.631617 ], [ 0.154805, 0.138216, 0.016589, 0.024537, 0.089698, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -250327, -217268, -146380, -1990910, -1236535, -1026996 ], [ 1.312909, 1.562481, 1.066622, 1.019154, 1.395221, 0.670408 ], [ 388, 194, 194, 388, 194, 194 ], [ 179, 90, 89, 179, 90, 89 ], [ 209, 104, 105, 209, 104, 105 ], [ 46.134021, 46.391753, 45.876289, 46.134021, 46.391753, 45.876289 ], [ 1.53295, 1.805534, 1.258374, 1.189962, 1.612255, 0.790931 ], [ 183711, 183711, 53572, 806290, 806290, 198337 ], [ -43258, -29732, -43258, -600639, -600639, -406623 ], [ 38, 35, 40, 38, 35, 40 ], [ 50, 45, 55, 50, 45, 55 ], [ 27, 27, 28, 27, 27, 28 ], [ 14836, 6893, 7943, 14836, 6893, 7943 ], [ 0, 0, 14.82258, 0, 0, 14.822581 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325204, -6662, -320093, -359023, -71958, -580848 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14997, "evaluation_days": 2499.5, "actual_first_datapoint_time": 1543377600000, "first_datapoint_time": 1545062400000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759405470959, "expiration_time": 1765870704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|