Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126100.4603 | 117402.2394 | 8698.2209 | 3023.7561 | -6624.5193 | 9648.2754 |
Total P&L (%) | 126.1005 | 117.4022 | 8.6982 | 3.0238 | -6.6245 | 9.6483 |
Avg Daily Profit (%) | 0.2421 | 0.2254 | 0.0167 | 0.0057 | -0.0132 | 0.0177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96915 | -100327 | -5501 | -177874 | -183666 | -6697 |
Profit Factor | 1.4456 | 1.4471 | 1.4253 | 1.008 | 0.9811 | 1.3808 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 46.9565 | 42.1053 | 51.7241 | 46.9565 | 42.1053 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.633 | 1.9898 | 1.3303 | 1.1387 | 1.349 | 1.2887 |
Largest Winning Trade | 195339 | 195339 | 3539 | 173177 | 173177 | 6800 |
Largest Losing Trade | -27110 | -27110 | -1880 | -46953 | -46953 | -4922 |
Avg Bars in Trades | 215 | 431 | 2 | 215 | 431 | 2 |
Avg Bars in Winners | 294 | 659 | 2 | 294 | 659 | 2 |
Avg Bars in Losers | 144 | 265 | 2 | 144 | 265 | 2 |
Bars Traded | 24737 | 24574 | 163 | 24737 | 24574 | 163 |
Profit Streak | 0 | 13.511 | 0 | 0 | 13.511 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310269 | -173159 | -515033 | -564082 | -762203 | -514270 |
{ "trading_pair": "IOTA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715027400000, "first_datapoint_time": 1715108400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760026546975, "expiration_time": 1766505600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 9, "offset": 46, "std": 4.46657 } }, "second_band": { "type": "tema", "factors": { "length": 46, "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": [ [ 126100.4602782082, 117402.2393820096, 8698.2208961987, 3023.7560972536, -6624.5192905242, 9648.2753877779 ], [ 126.10046, 117.402239, 8.698221, 3.023756, -6.624519, 9.648275 ], [ 0.242114, 0.225414, 0.016701, 0.00572, -0.013159, 0.017686 ], [ 10, 10, 10, 10, 10, 10 ], [ -96915, -100327, -5501, -177874, -183666, -6697 ], [ 1.44557, 1.447149, 1.425307, 1.008045, 0.981101, 1.380791 ], [ 115, 57, 58, 115, 57, 58 ], [ 54, 24, 30, 54, 24, 30 ], [ 61, 33, 28, 61, 33, 28 ], [ 46.956522, 42.105263, 51.724138, 46.956522, 42.105263, 51.724138 ], [ 1.632959, 1.98983, 1.330286, 1.138717, 1.349014, 1.288738 ], [ 195339, 195339, 3539, 173177, 173177, 6800 ], [ -27110, -27110, -1880, -46953, -46953, -4922 ], [ 215, 431, 2, 215, 431, 2 ], [ 294, 659, 2, 294, 659, 2 ], [ 144, 265, 2, 144, 265, 2 ], [ 24737, 24574, 163, 24737, 24574, 163 ], [ 0, 13.51096, 0, 0, 13.51096, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310269, -173159, -515033, -564082, -762203, -514270 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715027400000, "first_datapoint_time": 1715108400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760026546975, "expiration_time": 1766505600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 9, "offset": 46, "std": 4.46657 } }, "second_band": { "type": "tema", "factors": { "length": 46, "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) |
---|