Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514056.6061 | 486438.7205 | 27617.8856 | 167.1092 | -48309.1026 | 48476.2118 |
Total P&L (%) | 514.0566 | 486.4387 | 27.6179 | 0.1671 | -48.3091 | 48.4762 |
Avg Daily Profit (%) | 0.2052 | 0.1941 | 0.011 | 0.0001 | -0.0263 | 0.0158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239367 | -211788 | -61180 | -1165238 | -1090194 | -260644 |
Profit Factor | 1.5164 | 1.7117 | 1.0885 | 1.0001 | 0.978 | 1.0699 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 47.2222 | 42.2222 | 52.2222 | 47.2222 | 42.2222 | 52.2222 |
Ratio Avg Win / Avg Loss | 1.6948 | 2.3423 | 0.9959 | 1.1177 | 1.3383 | 0.9789 |
Largest Winning Trade | 405820 | 405820 | 28874 | 535400 | 535400 | 112969 |
Largest Losing Trade | -48217 | -48217 | -24195 | -566437 | -566437 | -103632 |
Avg Bars in Trades | 55 | 81 | 28 | 55 | 81 | 28 |
Avg Bars in Winners | 57 | 93 | 29 | 57 | 93 | 29 |
Avg Bars in Losers | 52 | 73 | 27 | 52 | 73 | 27 |
Bars Traded | 9912 | 7359 | 2553 | 9912 | 7359 | 2553 |
Profit Streak | 22.8844 | 22.8844 | 49.1344 | 22.8844 | 22.8844 | 49.1344 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414008 | 288836 | -305429 | -578057 | -581902 | -317677 |
{ "trading_pair": "IOTA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10023, "evaluation_days": 2505.75, "actual_first_datapoint_time": 1543125600000, "first_datapoint_time": 1545307200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759634015005, "expiration_time": 1766117304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 22, "offset": 0, "std": 1.03192 } }, "second_band": { "type": "linreg", "factors": { "length": 102, "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": [ [ 514056.6060934119, 486438.7205114214, 27617.8855819914, 167.1091699113, -48309.1025965977, 48476.2117665088 ], [ 514.056606, 486.438721, 27.617886, 0.167109, -48.309103, 48.476212 ], [ 0.205151, 0.194129, 0.011022, 6.7e-5, -0.026332, 0.015775 ], [ 10, 10, 10, 10, 10, 10 ], [ -239367, -211788, -61180, -1165238, -1090194, -260644 ], [ 1.516382, 1.711655, 1.088529, 1.000058, 0.977975, 1.069948 ], [ 180, 90, 90, 180, 90, 90 ], [ 85, 38, 47, 85, 38, 47 ], [ 95, 52, 43, 95, 52, 43 ], [ 47.222222, 42.222222, 52.222222, 47.222222, 42.222222, 52.222222 ], [ 1.69478, 2.342265, 0.995888, 1.117712, 1.338282, 0.978889 ], [ 405820, 405820, 28874, 535400, 535400, 112969 ], [ -48217, -48217, -24195, -566437, -566437, -103632 ], [ 55, 81, 28, 55, 81, 28 ], [ 57, 93, 29, 57, 93, 29 ], [ 52, 73, 27, 52, 73, 27 ], [ 9912, 7359, 2553, 9912, 7359, 2553 ], [ 22.884433, 22.884433, 49.134433, 22.884433, 22.884433, 49.134433 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 414008, 288836, -305429, -578057, -581902, -317677 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10023, "evaluation_days": 2505.75, "actual_first_datapoint_time": 1543125600000, "first_datapoint_time": 1545307200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759634015005, "expiration_time": 1766117304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 22, "offset": 0, "std": 1.03192 } }, "second_band": { "type": "linreg", "factors": { "length": 102, "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) |
---|