| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 188215.9956 | 123886.6929 | 64329.3027 | 190001.5014 | 77203.2415 | 112798.2599 |
| Total P&L (%) | 188.216 | 123.8867 | 64.3293 | 190.0015 | 77.2032 | 112.7983 |
| Avg Daily Profit (%) | 0.3614 | 0.2379 | 0.1235 | 0.2046 | 0.1099 | 0.1451 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -65295 | -70281 | -33491 | -353166 | -346376 | -200085 |
| Profit Factor | 1.2659 | 1.3535 | 1.18 | 1.0844 | 1.0677 | 1.1016 |
| Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
| Winning Trades | 254 | 119 | 135 | 254 | 119 | 135 |
| Losing Trades | 308 | 162 | 146 | 308 | 162 | 146 |
| Profitability (%) | 45.1957 | 42.3488 | 48.0427 | 45.1957 | 42.3488 | 48.0427 |
| Ratio Avg Win / Avg Loss | 1.5351 | 1.8426 | 1.2762 | 1.315 | 1.4535 | 1.1914 |
| Largest Winning Trade | 104320 | 104320 | 20997 | 163906 | 163906 | 103476 |
| Largest Losing Trade | -10661 | -10661 | -9872 | -49132 | -49132 | -35844 |
| Avg Bars in Trades | 43 | 40 | 47 | 43 | 40 | 47 |
| Avg Bars in Winners | 62 | 57 | 67 | 62 | 57 | 67 |
| Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
| Bars Traded | 24606 | 11329 | 13277 | 24606 | 11329 | 13277 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377511 | 246125 | -51420 | -119489 | -194931 | -108519 |
{
"trading_pair": "IOTA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713981600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758858683759,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
188215.9956094718,
123886.6928929542,
64329.3027165186,
190001.5014160268,
77203.2415231702,
112798.259892857
],
[
188.215996,
123.886693,
64.329303,
190.001501,
77.203242,
112.79826
],
[
0.361377,
0.237864,
0.123513,
0.204636,
0.109909,
0.1451
],
[
10,
10,
10,
10,
10,
10
],
[
-65295,
-70281,
-33491,
-353166,
-346376,
-200085
],
[
1.26593,
1.353536,
1.180021,
1.084434,
1.067715,
1.101603
],
[
562,
281,
281,
562,
281,
281
],
[
254,
119,
135,
254,
119,
135
],
[
308,
162,
146,
308,
162,
146
],
[
45.19573,
42.348754,
48.042705,
45.19573,
42.348754,
48.042705
],
[
1.535065,
1.842629,
1.276171,
1.314983,
1.453528,
1.191364
],
[
104320,
104320,
20997,
163906,
163906,
103476
],
[
-10661,
-10661,
-9872,
-49132,
-49132,
-35844
],
[
43,
40,
47,
43,
40,
47
],
[
62,
57,
67,
62,
57,
67
],
[
28,
27,
28,
28,
27,
28
],
[
24606,
11329,
13277,
24606,
11329,
13277
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377511,
246125,
-51420,
-119489,
-194931,
-108519
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713981600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758858683759,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|