| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 445031.1333 | 367377.6174 | 77653.5159 | 197188.7249 | 381127.6423 | -183938.9174 |
| Total P&L (%) | 445.0311 | 367.3776 | 77.6535 | 197.1887 | 381.1276 | -183.9389 |
| Avg Daily Profit (%) | 0.1778 | 0.1468 | 0.031 | 0.0435 | 0.0628 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -114847 | -117656 | -144515 | -415015 | -227965 | -525472 |
| Profit Factor | 1.6324 | 2.0857 | 1.2126 | 1.1377 | 1.6799 | 0.7889 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Profitability (%) | 48.4848 | 46 | 51.0204 | 48.4848 | 46 | 51.0204 |
| Ratio Avg Win / Avg Loss | 1.7344 | 2.4484 | 1.1641 | 1.2088 | 1.972 | 0.7573 |
| Largest Winning Trade | 175631 | 175631 | 51654 | 170922 | 170922 | 107169 |
| Largest Losing Trade | -62605 | -26363 | -62605 | -215991 | -44926 | -215991 |
| Avg Bars in Trades | 97 | 101 | 93 | 97 | 101 | 93 |
| Avg Bars in Winners | 131 | 132 | 130 | 131 | 132 | 130 |
| Avg Bars in Losers | 65 | 74 | 55 | 65 | 74 | 55 |
| Bars Traded | 9647 | 5051 | 4596 | 9647 | 5051 | 4596 |
| Profit Streak | 0 | 0 | 326.1958 | 0 | 0 | 326.1958 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367072 | -174771 | -150301 | -204139 | -287532 | -579184 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10013,
"evaluation_days": 2503.25,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1547985600000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759423315110,
"expiration_time": 1765894824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 90,
"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": [
[
445031.1333019945,
367377.6174157427,
77653.5158862517,
197188.7248640233,
381127.6422538924,
-183938.9173898693
],
[
445.031133,
367.377617,
77.653516,
197.188725,
381.127642,
-183.938917
],
[
0.177781,
0.14676,
0.031021,
0.043521,
0.062777,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-114847,
-117656,
-144515,
-415015,
-227965,
-525472
],
[
1.632418,
2.08568,
1.212567,
1.13772,
1.679883,
0.788876
],
[
99,
50,
49,
99,
50,
49
],
[
48,
23,
25,
48,
23,
25
],
[
51,
27,
24,
51,
27,
24
],
[
48.484848,
46,
51.020408,
48.484848,
46,
51.020408
],
[
1.734444,
2.448407,
1.164065,
1.208827,
1.972037,
0.757321
],
[
175631,
175631,
51654,
170922,
170922,
107169
],
[
-62605,
-26363,
-62605,
-215991,
-44926,
-215991
],
[
97,
101,
93,
97,
101,
93
],
[
131,
132,
130,
131,
132,
130
],
[
65,
74,
55,
65,
74,
55
],
[
9647,
5051,
4596,
9647,
5051,
4596
],
[
0,
0,
326.195777,
0,
0,
326.195777
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367072,
-174771,
-150301,
-204139,
-287532,
-579184
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10013,
"evaluation_days": 2503.25,
"actual_first_datapoint_time": 1543125600000,
"first_datapoint_time": 1547985600000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759423315110,
"expiration_time": 1765894824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 90,
"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) |
|---|