| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 583093.1562 | 455570.0604 | 127523.0959 | 788844.2316 | 1591636.8352 | -802792.6036 |
| Total P&L (%) | 583.0932 | 455.5701 | 127.5231 | 788.8442 | 1591.6368 | -802.7926 |
| Avg Daily Profit (%) | 0.2333 | 0.1823 | 0.051 | 0.0874 | 0.1132 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -188268 | -120031 | -72434 | -6512904 | -4239847 | -2300607 |
| Profit Factor | 1.7735 | 2.0223 | 1.4138 | 1.0644 | 1.2051 | 0.8213 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
| Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
| Profitability (%) | 47.9452 | 43.8356 | 52.0548 | 47.9452 | 43.8356 | 52.0548 |
| Ratio Avg Win / Avg Loss | 1.9255 | 2.591 | 1.3022 | 1.1556 | 1.5441 | 0.7564 |
| Largest Winning Trade | 232272 | 232272 | 63197 | 5054445 | 5054445 | 582974 |
| Largest Losing Trade | -44434 | -44434 | -25395 | -1618657 | -1618657 | -1240041 |
| Avg Bars in Trades | 100 | 92 | 107 | 100 | 92 | 107 |
| Avg Bars in Winners | 147 | 139 | 154 | 147 | 139 | 154 |
| Avg Bars in Losers | 56 | 56 | 57 | 56 | 56 | 57 |
| Bars Traded | 14644 | 6768 | 7875 | 14644 | 6768 | 7875 |
| Profit Streak | 0 | 0 | 63.3224 | 0 | 0 | 63.3224 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 405813 | -63042 | -195134 | -225900 | -115172 | -651910 |
{
"trading_pair": "IOTA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14997,
"evaluation_days": 2499.5,
"actual_first_datapoint_time": 1543377600000,
"first_datapoint_time": 1545350400000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759405458852,
"expiration_time": 1765870704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 107,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 138,
"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": [
[
583093.1562277903,
455570.0603697804,
127523.0958580101,
788844.2316242931,
1591636.8352438568,
-802792.603619562
],
[
583.093156,
455.57006,
127.523096,
788.844232,
1591.636835,
-802.792604
],
[
0.233284,
0.182264,
0.051019,
0.087446,
0.113218,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-188268,
-120031,
-72434,
-6512904,
-4239847,
-2300607
],
[
1.773506,
2.022276,
1.413783,
1.064395,
1.205144,
0.82126
],
[
146,
73,
73,
146,
73,
73
],
[
70,
32,
38,
70,
32,
38
],
[
76,
41,
35,
76,
41,
35
],
[
47.945205,
43.835616,
52.054795,
47.945205,
43.835616,
52.054795
],
[
1.925521,
2.591041,
1.302168,
1.155629,
1.544091,
0.756424
],
[
232272,
232272,
63197,
5054445,
5054445,
582974
],
[
-44434,
-44434,
-25395,
-1618657,
-1618657,
-1240041
],
[
100,
92,
107,
100,
92,
107
],
[
147,
139,
154,
147,
139,
154
],
[
56,
56,
57,
56,
56,
57
],
[
14644,
6768,
7875,
14644,
6768,
7875
],
[
0,
0,
63.32244,
0,
0,
63.32244
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
405813,
-63042,
-195134,
-225900,
-115172,
-651910
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14997,
"evaluation_days": 2499.5,
"actual_first_datapoint_time": 1543377600000,
"first_datapoint_time": 1545350400000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759405458852,
"expiration_time": 1765870704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 107,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 138,
"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) |
|---|