Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610044.3138 | 509504.6669 | 100539.6469 | 531435.5009 | 2108560.5277 | -1577125.0268 |
Total P&L (%) | 610.0443 | 509.5047 | 100.5396 | 531.4355 | 2108.5605 | -1577.125 |
Avg Daily Profit (%) | 0.244 | 0.2038 | 0.0402 | 0.0737 | 0.1239 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239644 | -196368 | -110662 | -7210278 | -3756340 | -5283665 |
Profit Factor | 1.908 | 2.3649 | 1.3368 | 1.0442 | 1.3751 | 0.7532 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 43.9655 | 39.6552 | 48.2759 | 43.9655 | 39.6552 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.4318 | 3.5988 | 1.4322 | 1.3309 | 2.0926 | 0.807 |
Largest Winning Trade | 358093 | 358093 | 56210 | 3678310 | 3678310 | 2719745 |
Largest Losing Trade | -34545 | -34545 | -32363 | -1830812 | -946009 | -1830812 |
Avg Bars in Trades | 126 | 109 | 142 | 126 | 109 | 142 |
Avg Bars in Winners | 199 | 185 | 209 | 199 | 185 | 209 |
Avg Bars in Losers | 69 | 59 | 80 | 69 | 59 | 80 |
Bars Traded | 14651 | 6358 | 8293 | 14651 | 6358 | 8293 |
Profit Streak | 0 | 0 | 43.7966 | 0 | 0 | 43.7966 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359921 | -171781 | -318618 | -267969 | -209938 | -760516 |
{ "trading_pair": "IOTA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15001, "evaluation_days": 2500.17, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545537600000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759129629274, "expiration_time": 1765598832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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": [ [ 610044.3137702697, 509504.6669129042, 100539.6468573657, 531435.5008825221, 2108560.527731219, -1577125.0268486976 ], [ 610.044314, 509.504667, 100.539647, 531.435501, 2108.560528, -1577.125027 ], [ 0.244001, 0.203788, 0.040213, 0.073735, 0.123865, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -239644, -196368, -110662, -7210278, -3756340, -5283665 ], [ 1.908035, 2.36493, 1.336763, 1.044248, 1.375123, 0.753163 ], [ 116, 58, 58, 116, 58, 58 ], [ 51, 23, 28, 51, 23, 28 ], [ 65, 35, 30, 65, 35, 30 ], [ 43.965517, 39.655172, 48.275862, 43.965517, 39.655172, 48.275862 ], [ 2.431809, 3.598807, 1.432247, 1.330905, 2.092579, 0.806961 ], [ 358093, 358093, 56210, 3678310, 3678310, 2719745 ], [ -34545, -34545, -32363, -1830812, -946009, -1830812 ], [ 126, 109, 142, 126, 109, 142 ], [ 199, 185, 209, 199, 185, 209 ], [ 69, 59, 80, 69, 59, 80 ], [ 14651, 6358, 8293, 14651, 6358, 8293 ], [ 0, 0, 43.796635, 0, 0, 43.796635 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359921, -171781, -318618, -267969, -209938, -760516 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15001, "evaluation_days": 2500.17, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545537600000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759129629274, "expiration_time": 1765598832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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) |
---|