| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 422476.8672 | 351369.1204 | 71107.7468 | 165705.7001 | 322200.4243 | -156494.7242 |
| Total P&L (%) | 422.4769 | 351.3691 | 71.1077 | 165.7057 | 322.2004 | -156.4947 |
| Avg Daily Profit (%) | 0.2029 | 0.1687 | 0.0341 | 0.0469 | 0.0692 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174138 | -120246 | -145750 | -475816 | -320008 | -335724 |
| Profit Factor | 1.2642 | 1.4688 | 1.0837 | 1.0463 | 1.1976 | 0.9196 |
| Total Trades | 548 | 274 | 274 | 548 | 274 | 274 |
| Winning Trades | 299 | 149 | 150 | 299 | 149 | 150 |
| Losing Trades | 249 | 125 | 124 | 249 | 125 | 124 |
| Profitability (%) | 54.562 | 54.3796 | 54.7445 | 54.562 | 54.3796 | 54.7445 |
| Ratio Avg Win / Avg Loss | 1.0528 | 1.2322 | 0.8959 | 0.8714 | 1.0047 | 0.7602 |
| Largest Winning Trade | 106280 | 106280 | 36807 | 171398 | 171398 | 98730 |
| Largest Losing Trade | -56008 | -23641 | -56008 | -219037 | -135906 | -219037 |
| Avg Bars in Trades | 45 | 42 | 47 | 45 | 42 | 47 |
| Avg Bars in Winners | 43 | 43 | 44 | 43 | 43 | 44 |
| Avg Bars in Losers | 46 | 41 | 52 | 46 | 41 | 52 |
| Bars Traded | 24797 | 11677 | 13120 | 24797 | 11677 | 13120 |
| Profit Streak | 0 | 0 | 16.3619 | 0 | 0 | 16.3619 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 394753 | 356926 | -275344 | -298005 | -102266 | -578710 |
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579903200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758933666656,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 153,
"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": [
[
422476.8672162092,
351369.1204324913,
71107.7467837174,
165705.7001328609,
322200.4242991949,
-156494.7241663346
],
[
422.476867,
351.36912,
71.107747,
165.7057,
322.200424,
-156.494724
],
[
0.20287,
0.168725,
0.034145,
0.046936,
0.069186,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-174138,
-120246,
-145750,
-475816,
-320008,
-335724
],
[
1.264189,
1.468797,
1.083692,
1.046326,
1.197612,
0.9196
],
[
548,
274,
274,
548,
274,
274
],
[
299,
149,
150,
299,
149,
150
],
[
249,
125,
124,
249,
125,
124
],
[
54.562044,
54.379562,
54.744526,
54.562044,
54.379562,
54.744526
],
[
1.052786,
1.232212,
0.895852,
0.871355,
1.004708,
0.760202
],
[
106280,
106280,
36807,
171398,
171398,
98730
],
[
-56008,
-23641,
-56008,
-219037,
-135906,
-219037
],
[
45,
42,
47,
45,
42,
47
],
[
43,
43,
44,
43,
43,
44
],
[
46,
41,
52,
46,
41,
52
],
[
24797,
11677,
13120,
24797,
11677,
13120
],
[
0,
0,
16.361882,
0,
0,
16.361883
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
394753,
356926,
-275344,
-298005,
-102266,
-578710
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579903200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758933666656,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 153,
"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) |
|---|