| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 589933.8192 | 504312.5642 | 85621.255 | 274939.7722 | 596058.3672 | -321118.595 |
| Total P&L (%) | 589.9338 | 504.3126 | 85.6213 | 274.9398 | 596.0584 | -321.1186 |
| Avg Daily Profit (%) | 0.236 | 0.2017 | 0.0342 | 0.0529 | 0.0776 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145147 | -152207 | -78637 | -1629303 | -1467260 | -822504 |
| Profit Factor | 1.375 | 1.6326 | 1.1104 | 1.027 | 1.118 | 0.9374 |
| Total Trades | 473 | 236 | 237 | 473 | 236 | 237 |
| Winning Trades | 247 | 120 | 127 | 247 | 120 | 127 |
| Losing Trades | 226 | 116 | 110 | 226 | 116 | 110 |
| Profitability (%) | 52.2199 | 50.8475 | 53.5865 | 52.2199 | 50.8475 | 53.5865 |
| Ratio Avg Win / Avg Loss | 1.2581 | 1.5782 | 0.9617 | 0.9397 | 1.0808 | 0.8119 |
| Largest Winning Trade | 272421 | 272421 | 49814 | 598768 | 598768 | 410918 |
| Largest Losing Trade | -43234 | -26960 | -43234 | -783586 | -356140 | -783586 |
| Avg Bars in Trades | 20 | 22 | 19 | 20 | 22 | 19 |
| Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
| Avg Bars in Losers | 18 | 21 | 16 | 18 | 21 | 16 |
| Bars Traded | 9799 | 5197 | 4602 | 9799 | 5197 | 4602 |
| Profit Streak | 0 | 17.7395 | 0 | 0 | 17.7395 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 429301 | 459971 | -246507 | -311736 | -177922 | -579350 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1544032800000,
"first_datapoint_time": 1547791200000,
"last_datapoint_time": 1760032800000,
"evaluation_time": 1760053493063,
"expiration_time": 1766512800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
589933.8191578808,
504312.5642013488,
85621.2549565313,
274939.7722373555,
596058.3672142187,
-321118.5949768628
],
[
589.933819,
504.312564,
85.621255,
274.939772,
596.058367,
-321.118595
],
[
0.235974,
0.201725,
0.034249,
0.052878,
0.077641,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-145147,
-152207,
-78637,
-1629303,
-1467260,
-822504
],
[
1.37503,
1.632587,
1.110364,
1.02702,
1.118036,
0.937351
],
[
473,
236,
237,
473,
236,
237
],
[
247,
120,
127,
247,
120,
127
],
[
226,
116,
110,
226,
116,
110
],
[
52.219873,
50.847458,
53.586498,
52.219873,
50.847458,
53.586498
],
[
1.258125,
1.578168,
0.961732,
0.939702,
1.080768,
0.811879
],
[
272421,
272421,
49814,
598768,
598768,
410918
],
[
-43234,
-26960,
-43234,
-783586,
-356140,
-783586
],
[
20,
22,
19,
20,
22,
19
],
[
22,
22,
22,
22,
22,
22
],
[
18,
21,
16,
18,
21,
16
],
[
9799,
5197,
4602,
9799,
5197,
4602
],
[
0,
17.739503,
0,
0,
17.739503,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
429301,
459971,
-246507,
-311736,
-177922,
-579350
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1544032800000,
"first_datapoint_time": 1547791200000,
"last_datapoint_time": 1760032800000,
"evaluation_time": 1760053493063,
"expiration_time": 1766512800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|