Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131730.222 | 99135.8277 | 32594.3943 | 55496.0653 | 19744.6647 | 35751.4006 |
Total P&L (%) | 131.7302 | 99.1358 | 32.5944 | 55.4961 | 19.7447 | 35.7514 |
Avg Daily Profit (%) | 0.2529 | 0.1903 | 0.0626 | 0.0848 | 0.0346 | 0.0587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98739 | -79201 | -66368 | -92628 | -70689 | -79375 |
Profit Factor | 1.1749 | 1.2534 | 1.0901 | 1.0598 | 1.04 | 1.0823 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 187 | 96 | 91 | 187 | 96 | 91 |
Losing Trades | 170 | 83 | 87 | 170 | 83 | 87 |
Profitability (%) | 52.381 | 53.6313 | 51.1236 | 52.381 | 53.6313 | 51.1236 |
Ratio Avg Win / Avg Loss | 1.0681 | 1.0836 | 1.0421 | 0.9634 | 0.8991 | 1.0348 |
Largest Winning Trade | 61157 | 61157 | 28273 | 63050 | 63050 | 34828 |
Largest Losing Trade | -28479 | -21261 | -28479 | -47350 | -47350 | -20441 |
Avg Bars in Trades | 69 | 67 | 71 | 69 | 67 | 71 |
Avg Bars in Winners | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Losers | 65 | 64 | 66 | 65 | 64 | 66 |
Bars Traded | 24678 | 12028 | 12649 | 24678 | 12028 | 12649 |
Profit Streak | 1.6281 | 4.5031 | 0 | 1.6281 | 4.5031 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20877 | 300079 | -233760 | -237954 | -330975 | -247148 |
{ "trading_pair": "IOTA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714467600000, "first_datapoint_time": 1714766400000, "last_datapoint_time": 1759465800000, "evaluation_time": 1759467868884, "expiration_time": 1765945800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 141, "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": [ [ 131730.2220200817, 99135.8277173158, 32594.3943027659, 55496.0653191167, 19744.664697277, 35751.4006218397 ], [ 131.730222, 99.135828, 32.594394, 55.496065, 19.744665, 35.751401 ], [ 0.252924, 0.190342, 0.062582, 0.084795, 0.034603, 0.058703 ], [ 10, 10, 10, 10, 10, 10 ], [ -98739, -79201, -66368, -92628, -70689, -79375 ], [ 1.174885, 1.253357, 1.090052, 1.059773, 1.039953, 1.082328 ], [ 357, 179, 178, 357, 179, 178 ], [ 187, 96, 91, 187, 96, 91 ], [ 170, 83, 87, 170, 83, 87 ], [ 52.380952, 53.631285, 51.123596, 52.380952, 53.631285, 51.123596 ], [ 1.068077, 1.083632, 1.042138, 0.96343, 0.899126, 1.034753 ], [ 61157, 61157, 28273, 63050, 63050, 34828 ], [ -28479, -21261, -28479, -47350, -47350, -20441 ], [ 69, 67, 71, 69, 67, 71 ], [ 72, 69, 75, 72, 69, 75 ], [ 65, 64, 66, 65, 64, 66 ], [ 24678, 12028, 12649, 24678, 12028, 12649 ], [ 1.628112, 4.503112, 0, 1.628112, 4.503112, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -20877, 300079, -233760, -237954, -330975, -247148 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714467600000, "first_datapoint_time": 1714766400000, "last_datapoint_time": 1759465800000, "evaluation_time": 1759467868884, "expiration_time": 1765945800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 141, "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) |
---|