| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 446070.6735 | 381717.9557 | 64352.7178 | 124062.6714 | 59569.1319 | 64493.5395 |
| Total P&L (%) | 446.0707 | 381.718 | 64.3527 | 124.0627 | 59.5691 | 64.4935 |
| Avg Daily Profit (%) | 0.2142 | 0.1833 | 0.0309 | 0.0387 | 0.0224 | 0.0239 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168545 | -158762 | -54248 | -947568 | -954313 | -289516 |
| Profit Factor | 1.5459 | 1.6504 | 1.2794 | 1.0391 | 1.026 | 1.0734 |
| Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
| Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
| Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
| Profitability (%) | 56 | 54.5455 | 57.4713 | 56 | 54.5455 | 57.4713 |
| Ratio Avg Win / Avg Loss | 1.2146 | 1.3753 | 0.9468 | 0.8165 | 0.855 | 0.7943 |
| Largest Winning Trade | 183028 | 183028 | 17894 | 454932 | 454932 | 159911 |
| Largest Losing Trade | -63125 | -63125 | -18739 | -480190 | -480190 | -156294 |
| Avg Bars in Trades | 141 | 251 | 30 | 141 | 251 | 30 |
| Avg Bars in Winners | 100 | 180 | 24 | 100 | 180 | 24 |
| Avg Bars in Losers | 193 | 336 | 38 | 193 | 336 | 38 |
| Bars Traded | 24782 | 22125 | 2657 | 24782 | 22125 | 2657 |
| Profit Streak | 0 | 0 | 56.2342 | 0 | 0 | 56.2342 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396825 | 351464 | -152485 | -318598 | -356903 | -301591 |
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579968000000,
"first_datapoint_time": 1580968800000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759988237320,
"expiration_time": 1766460585600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 40,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 140,
"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": [
[
446070.6734887576,
381717.9556734824,
64352.7178152755,
124062.6714378947,
59569.1319170801,
64493.5395208146
],
[
446.070673,
381.717956,
64.352718,
124.062671,
59.569132,
64.49354
],
[
0.214174,
0.183276,
0.030898,
0.038743,
0.02244,
0.023899
],
[
10,
10,
10,
10,
10,
10
],
[
-168545,
-158762,
-54248,
-947568,
-954313,
-289516
],
[
1.545857,
1.6504,
1.279434,
1.039136,
1.026002,
1.073365
],
[
175,
88,
87,
175,
88,
87
],
[
98,
48,
50,
98,
48,
50
],
[
77,
40,
37,
77,
40,
37
],
[
56,
54.545455,
57.471264,
56,
54.545455,
57.471264
],
[
1.214602,
1.375334,
0.946781,
0.816464,
0.855001,
0.79429
],
[
183028,
183028,
17894,
454932,
454932,
159911
],
[
-63125,
-63125,
-18739,
-480190,
-480190,
-156294
],
[
141,
251,
30,
141,
251,
30
],
[
100,
180,
24,
100,
180,
24
],
[
193,
336,
38,
193,
336,
38
],
[
24782,
22125,
2657,
24782,
22125,
2657
],
[
0,
0,
56.234228,
0,
0,
56.234228
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396825,
351464,
-152485,
-318598,
-356903,
-301591
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579968000000,
"first_datapoint_time": 1580968800000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759988237320,
"expiration_time": 1766460585600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 40,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 140,
"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) |
|---|