| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 334616.4478 | 232463.9099 | 102152.5379 | 585428.7411 | 307497.5598 | 277931.1813 |
| Total P&L (%) | 334.6164 | 232.4639 | 102.1525 | 585.4287 | 307.4976 | 277.9312 |
| Avg Daily Profit (%) | 0.6425 | 0.4463 | 0.1961 | 0.3703 | 0.2701 | 0.2556 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -43743 | -34120 | -21648 | -199415 | -158167 | -107767 |
| Profit Factor | 3.0058 | 3.6816 | 2.2747 | 1.8717 | 1.8782 | 1.8647 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
| Profitability (%) | 32.5301 | 28.5714 | 36.5854 | 32.5301 | 28.5714 | 36.5854 |
| Ratio Avg Win / Avg Loss | 6.2342 | 9.2041 | 3.9428 | 3.8821 | 4.6954 | 3.2321 |
| Largest Winning Trade | 235948 | 235948 | 29974 | 281616 | 281616 | 123309 |
| Largest Losing Trade | -19306 | -19306 | -9923 | -90581 | -90581 | -51686 |
| Avg Bars in Trades | 288 | 154 | 425 | 288 | 154 | 425 |
| Avg Bars in Winners | 696 | 382 | 947 | 696 | 382 | 947 |
| Avg Bars in Losers | 91 | 63 | 123 | 91 | 63 | 123 |
| Bars Traded | 23916 | 6485 | 17430 | 23916 | 6485 | 17430 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 306139 | 70382 | 222066 | 158595 | -2814 | 211878 |
{
"trading_pair": "IOTA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714192200000,
"first_datapoint_time": 1714602600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759191920622,
"expiration_time": 1765670400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 229,
"offset": 0,
"a": 0.08668
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 27,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
334616.4478172154,
232463.9098698291,
102152.5379473863,
585428.7411440967,
307497.5597978279,
277931.1813462689
],
[
334.616448,
232.46391,
102.152538,
585.428741,
307.49756,
277.931181
],
[
0.642468,
0.446334,
0.196134,
0.370262,
0.2701,
0.2556
],
[
10,
10,
10,
10,
10,
10
],
[
-43743,
-34120,
-21648,
-199415,
-158167,
-107767
],
[
3.005785,
3.681625,
2.274707,
1.871711,
1.878159,
1.864687
],
[
83,
42,
41,
83,
42,
41
],
[
27,
12,
15,
27,
12,
15
],
[
56,
30,
26,
56,
30,
26
],
[
32.53012,
28.571429,
36.585366,
32.53012,
28.571429,
36.585366
],
[
6.23422,
9.204063,
3.942826,
3.882067,
4.695397,
3.232124
],
[
235948,
235948,
29974,
281616,
281616,
123309
],
[
-19306,
-19306,
-9923,
-90581,
-90581,
-51686
],
[
288,
154,
425,
288,
154,
425
],
[
696,
382,
947,
696,
382,
947
],
[
91,
63,
123,
91,
63,
123
],
[
23916,
6485,
17430,
23916,
6485,
17430
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306139,
70382,
222066,
158595,
-2814,
211878
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714192200000,
"first_datapoint_time": 1714602600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759191920622,
"expiration_time": 1765670400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 229,
"offset": 0,
"a": 0.08668
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 27,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|