| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 319489.2765 | 200019.8753 | 119469.4013 | 864097.6902 | 274146.1873 | 589951.5029 |
| Total P&L (%) | 319.4893 | 200.0199 | 119.4694 | 864.0977 | 274.1462 | 589.9515 |
| Avg Daily Profit (%) | 0.6134 | 0.384 | 0.2294 | 0.436 | 0.2537 | 0.3715 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -48713 | -33690 | -31235 | -595037 | -414739 | -358973 |
| Profit Factor | 2.0177 | 2.0995 | 1.9051 | 1.3558 | 1.1892 | 1.6023 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 68 | 26 | 42 | 68 | 26 | 42 |
| Losing Trades | 85 | 51 | 34 | 85 | 51 | 34 |
| Profitability (%) | 44.4444 | 33.7662 | 55.2632 | 44.4444 | 33.7662 | 55.2632 |
| Ratio Avg Win / Avg Loss | 2.5222 | 4.1182 | 1.5422 | 1.6947 | 2.3326 | 1.2971 |
| Largest Winning Trade | 112228 | 112228 | 25618 | 371008 | 371008 | 208328 |
| Largest Losing Trade | -11549 | -11549 | -9534 | -107922 | -107922 | -102580 |
| Avg Bars in Trades | 159 | 148 | 172 | 159 | 148 | 172 |
| Avg Bars in Winners | 238 | 269 | 219 | 238 | 269 | 219 |
| Avg Bars in Losers | 97 | 86 | 113 | 97 | 86 | 113 |
| Bars Traded | 24477 | 11400 | 13077 | 24477 | 11400 | 13077 |
| Profit Streak | 8.1984 | 8.8859 | 0 | 8.1984 | 8.8859 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 494452 | -34984 | -37577 | 372121 | -51414 | -37641 |
{
"trading_pair": "IOTA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715027400000,
"first_datapoint_time": 1715369400000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760026538572,
"expiration_time": 1766505600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 163,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 191,
"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": [
[
319489.2765492511,
200019.8752835602,
119469.4012656907,
864097.69022706,
274146.1873110027,
589951.5029160571
],
[
319.489277,
200.019875,
119.469401,
864.09769,
274.146187,
589.951503
],
[
0.613423,
0.384041,
0.229383,
0.436027,
0.253662,
0.371529
],
[
10,
10,
10,
10,
10,
10
],
[
-48713,
-33690,
-31235,
-595037,
-414739,
-358973
],
[
2.017745,
2.099486,
1.905089,
1.355797,
1.189176,
1.602319
],
[
153,
77,
76,
153,
77,
76
],
[
68,
26,
42,
68,
26,
42
],
[
85,
51,
34,
85,
51,
34
],
[
44.444444,
33.766234,
55.263158,
44.444444,
33.766234,
55.263158
],
[
2.522181,
4.118222,
1.542215,
1.694746,
2.332614,
1.297115
],
[
112228,
112228,
25618,
371008,
371008,
208328
],
[
-11549,
-11549,
-9534,
-107922,
-107922,
-102580
],
[
159,
148,
172,
159,
148,
172
],
[
238,
269,
219,
238,
269,
219
],
[
97,
86,
113,
97,
86,
113
],
[
24477,
11400,
13077,
24477,
11400,
13077
],
[
8.198363,
8.885863,
0,
8.198363,
8.885863,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
494452,
-34984,
-37577,
372121,
-51414,
-37641
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715027400000,
"first_datapoint_time": 1715369400000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760026538572,
"expiration_time": 1766505600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 163,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 191,
"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) |
|---|