Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531234.2091 | 474613.088 | 56621.121 | 137878.1311 | 131511.6941 | 6366.4371 |
Total P&L (%) | 531.2342 | 474.6131 | 56.6211 | 137.8781 | 131.5117 | 6.3664 |
Avg Daily Profit (%) | 0.2125 | 0.1898 | 0.0226 | 0.0347 | 0.0336 | 0.0025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121854 | -124909 | -109910 | -211718 | -137328 | -154097 |
Profit Factor | 1.7725 | 2.4039 | 1.1619 | 1.13 | 1.2549 | 1.0117 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 49.3671 | 44.3038 | 54.4304 | 49.3671 | 44.3038 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.8179 | 3.0221 | 0.9728 | 1.159 | 1.5776 | 0.847 |
Largest Winning Trade | 442931 | 442931 | 61715 | 189406 | 189406 | 82222 |
Largest Losing Trade | -36495 | -29053 | -36495 | -69716 | -69509 | -69716 |
Avg Bars in Trades | 61 | 48 | 74 | 61 | 48 | 74 |
Avg Bars in Winners | 89 | 73 | 102 | 89 | 73 | 102 |
Avg Bars in Losers | 34 | 29 | 40 | 34 | 29 | 40 |
Bars Traded | 9736 | 3854 | 5882 | 9736 | 3854 | 5882 |
Profit Streak | 0 | 0 | 49.7137 | 0 | 0 | 49.7137 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435140 | -17059 | -232522 | -223506 | -176285 | -589590 |
{ "trading_pair": "IOTA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1543125600000, "first_datapoint_time": 1547488800000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759165663191, "expiration_time": 1765627848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 203, "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": [ [ 531234.2090507961, 474613.0880298495, 56621.1210209465, 137878.1311397123, 131511.6940562752, 6366.4370834372 ], [ 531.234209, 474.613088, 56.621121, 137.878131, 131.511694, 6.366437 ], [ 0.212472, 0.189826, 0.022646, 0.034666, 0.033581, 0.002469 ], [ 10, 10, 10, 10, 10, 10 ], [ -121854, -124909, -109910, -211718, -137328, -154097 ], [ 1.772491, 2.403926, 1.161947, 1.130022, 1.254888, 1.011693 ], [ 158, 79, 79, 158, 79, 79 ], [ 78, 35, 43, 78, 35, 43 ], [ 80, 44, 36, 80, 44, 36 ], [ 49.367089, 44.303797, 54.43038, 49.367089, 44.303797, 54.43038 ], [ 1.817939, 3.022078, 0.972792, 1.158996, 1.577574, 0.846999 ], [ 442931, 442931, 61715, 189406, 189406, 82222 ], [ -36495, -29053, -36495, -69716, -69509, -69716 ], [ 61, 48, 74, 61, 48, 74 ], [ 89, 73, 102, 89, 73, 102 ], [ 34, 29, 40, 34, 29, 40 ], [ 9736, 3854, 5882, 9736, 3854, 5882 ], [ 0, 0, 49.713694, 0, 0, 49.713694 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 435140, -17059, -232522, -223506, -176285, -589590 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1543125600000, "first_datapoint_time": 1547488800000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759165663191, "expiration_time": 1765627848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 203, "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) |
---|