Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529506.6931 | 414143.6346 | 115363.0584 | 455124.1201 | 732562.0674 | -277437.9473 |
Total P&L (%) | 529.5067 | 414.1436 | 115.3631 | 455.1241 | 732.5621 | -277.4379 |
Avg Daily Profit (%) | 0.2115 | 0.1654 | 0.0461 | 0.0685 | 0.0847 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188376 | -179976 | -113126 | -1269888 | -946274 | -838743 |
Profit Factor | 1.3912 | 1.5944 | 1.1756 | 1.0793 | 1.2496 | 0.9009 |
Total Trades | 411 | 206 | 205 | 411 | 206 | 205 |
Winning Trades | 174 | 83 | 91 | 174 | 83 | 91 |
Losing Trades | 237 | 123 | 114 | 237 | 123 | 114 |
Profitability (%) | 42.3358 | 40.2913 | 44.3902 | 42.3358 | 40.2913 | 44.3902 |
Ratio Avg Win / Avg Loss | 1.8949 | 2.3629 | 1.4727 | 1.4701 | 1.8518 | 1.1287 |
Largest Winning Trade | 199331 | 199331 | 46658 | 735523 | 735523 | 204193 |
Largest Losing Trade | -21699 | -20942 | -21699 | -219054 | -197653 | -219054 |
Avg Bars in Trades | 18 | 20 | 15 | 18 | 20 | 15 |
Avg Bars in Winners | 24 | 27 | 20 | 24 | 27 | 20 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 7400 | 4164 | 3237 | 7400 | 4164 | 3237 |
Profit Streak | 0 | 0 | 13.2778 | 0 | 0 | 13.2778 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336023 | 264421 | -159495 | -235281 | -81548 | -579892 |
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7510, "evaluation_days": 2503.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545148800000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759329602497, "expiration_time": 1765794240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 74, "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": [ [ 529506.6930653366, 414143.634623955, 115363.0584413821, 455124.1201291494, 732562.0674063545, -277437.947277206 ], [ 529.506693, 414.143635, 115.363058, 455.12412, 732.562067, -277.437947 ], [ 0.211521, 0.165437, 0.046084, 0.068493, 0.084697, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -188376, -179976, -113126, -1269888, -946274, -838743 ], [ 1.391183, 1.594449, 1.175613, 1.079348, 1.249602, 0.900947 ], [ 411, 206, 205, 411, 206, 205 ], [ 174, 83, 91, 174, 83, 91 ], [ 237, 123, 114, 237, 123, 114 ], [ 42.335766, 40.291262, 44.390244, 42.335766, 40.291262, 44.390244 ], [ 1.894887, 2.362858, 1.472745, 1.470146, 1.85182, 1.128659 ], [ 199331, 199331, 46658, 735523, 735523, 204193 ], [ -21699, -20942, -21699, -219054, -197653, -219054 ], [ 18, 20, 15, 18, 20, 15 ], [ 24, 27, 20, 24, 27, 20 ], [ 13, 15, 11, 13, 15, 11 ], [ 7400, 4164, 3237, 7400, 4164, 3237 ], [ 0, 0, 13.277806, 0, 0, 13.277807 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336023, 264421, -159495, -235281, -81548, -579892 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7510, "evaluation_days": 2503.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545148800000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759329602497, "expiration_time": 1765794240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 74, "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) |
---|