Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491445.5445 | 466125.1238 | 25320.4207 | 25472.2392 | 7818.959 | 17653.2802 |
Total P&L (%) | 491.4455 | 466.1251 | 25.3204 | 25.4722 | 7.819 | 17.6533 |
Avg Daily Profit (%) | 0.1965 | 0.1864 | 0.0101 | 0.0091 | 0.003 | 0.0065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78656 | -95663 | -68139 | -147708 | -179831 | -77172 |
Profit Factor | 1.6536 | 2.1301 | 1.0746 | 1.0265 | 1.0142 | 1.0428 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 52.2989 | 48.2759 | 56.3218 | 52.2989 | 48.2759 | 56.3218 |
Ratio Avg Win / Avg Loss | 1.5082 | 2.2822 | 0.8334 | 0.9362 | 1.0867 | 0.8087 |
Largest Winning Trade | 435534 | 435534 | 57717 | 154683 | 154683 | 66077 |
Largest Losing Trade | -41441 | -41441 | -37806 | -92150 | -92150 | -66676 |
Avg Bars in Trades | 41 | 42 | 41 | 41 | 42 | 41 |
Avg Bars in Winners | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Losers | 35 | 34 | 35 | 35 | 34 | 35 |
Bars Traded | 7283 | 3656 | 3627 | 7283 | 3656 | 3627 |
Profit Streak | 5.6116 | 17.2783 | 5.6116 | 5.6116 | 17.2783 | 5.6116 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471852 | 400776 | -321775 | -374906 | -559882 | -366452 |
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543968000000, "first_datapoint_time": 1549958400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760078444781, "expiration_time": 1766537856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 209, "offset": 0, "a": 0.71034 } }, "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": [ [ 491445.544515953, 466125.1237793752, 25320.4207365775, 25472.2392069271, 7818.9590317012, 17653.2801752258 ], [ 491.445545, 466.125124, 25.320421, 25.472239, 7.818959, 17.65328 ], [ 0.196474, 0.186351, 0.010123, 0.009072, 0.00301, 0.0065 ], [ 10, 10, 10, 10, 10, 10 ], [ -78656, -95663, -68139, -147708, -179831, -77172 ], [ 1.653588, 2.130075, 1.074593, 1.026479, 1.014217, 1.042847 ], [ 174, 87, 87, 174, 87, 87 ], [ 91, 42, 49, 91, 42, 49 ], [ 83, 45, 38, 83, 45, 38 ], [ 52.298851, 48.275862, 56.321839, 52.298851, 48.275862, 56.321839 ], [ 1.508217, 2.282223, 0.833358, 0.936239, 1.086661, 0.808739 ], [ 435534, 435534, 57717, 154683, 154683, 66077 ], [ -41441, -41441, -37806, -92150, -92150, -66676 ], [ 41, 42, 41, 41, 42, 41 ], [ 47, 49, 46, 47, 49, 46 ], [ 35, 34, 35, 35, 34, 35 ], [ 7283, 3656, 3627, 7283, 3656, 3627 ], [ 5.611629, 17.278296, 5.611629, 5.611629, 17.278296, 5.611629 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 471852, 400776, -321775, -374906, -559882, -366452 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543968000000, "first_datapoint_time": 1549958400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760078444781, "expiration_time": 1766537856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 209, "offset": 0, "a": 0.71034 } }, "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) |
---|