| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 535008.9471 | 459708.2726 | 75300.6745 | 196005.3447 | 29831.799 | 166173.5456 |
| Total P&L (%) | 535.0089 | 459.7083 | 75.3007 | 196.0053 | 29.8318 | 166.1735 |
| Avg Daily Profit (%) | 0.2135 | 0.1834 | 0.03 | 0.0433 | 0.0104 | 0.0391 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113424 | -108530 | -92589 | -181326 | -211410 | -80288 |
| Profit Factor | 2.03 | 2.8608 | 1.2764 | 1.2237 | 1.0611 | 1.4285 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
| Profitability (%) | 43.038 | 37.5 | 48.7179 | 43.038 | 37.5 | 48.7179 |
| Ratio Avg Win / Avg Loss | 2.6867 | 4.7681 | 1.3436 | 1.6196 | 1.7685 | 1.5037 |
| Largest Winning Trade | 391914 | 391914 | 53976 | 216226 | 216226 | 93900 |
| Largest Losing Trade | -50901 | -21809 | -50901 | -84190 | -84190 | -80288 |
| Avg Bars in Trades | 60 | 53 | 67 | 60 | 53 | 67 |
| Avg Bars in Winners | 90 | 84 | 95 | 90 | 84 | 95 |
| Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
| Bars Traded | 4770 | 2138 | 2632 | 4770 | 2138 | 2632 |
| Profit Streak | 47.3459 | 47.3459 | 82.3459 | 47.3459 | 47.3459 | 82.3459 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -20985 | 312041 | -152722 | -167321 | -338523 | -138648 |
{
"trading_pair": "IOTA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5012,
"evaluation_days": 2506,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1548936000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759522687187,
"expiration_time": 1765988352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 15,
"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": [
[
535008.9471224123,
459708.2726226887,
75300.6744997237,
196005.3446732931,
29831.7990311889,
166173.5456421043
],
[
535.008947,
459.708273,
75.300674,
196.005345,
29.831799,
166.173546
],
[
0.213491,
0.183443,
0.030048,
0.043314,
0.010418,
0.039073
],
[
10,
10,
10,
10,
10,
10
],
[
-113424,
-108530,
-92589,
-181326,
-211410,
-80288
],
[
2.029953,
2.860831,
1.276429,
1.223733,
1.061098,
1.428493
],
[
79,
40,
39,
79,
40,
39
],
[
34,
15,
19,
34,
15,
19
],
[
45,
25,
20,
45,
25,
20
],
[
43.037975,
37.5,
48.717949,
43.037975,
37.5,
48.717949
],
[
2.686703,
4.768052,
1.343609,
1.619646,
1.768497,
1.503677
],
[
391914,
391914,
53976,
216226,
216226,
93900
],
[
-50901,
-21809,
-50901,
-84190,
-84190,
-80288
],
[
60,
53,
67,
60,
53,
67
],
[
90,
84,
95,
90,
84,
95
],
[
37,
34,
40,
37,
34,
40
],
[
4770,
2138,
2632,
4770,
2138,
2632
],
[
47.345916,
47.345916,
82.345916,
47.345916,
47.345917,
82.345916
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-20985,
312041,
-152722,
-167321,
-338523,
-138648
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5012,
"evaluation_days": 2506,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1548936000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759522687187,
"expiration_time": 1765988352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 15,
"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) |
|---|