Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473685.3967 | 415304.9119 | 58380.4849 | 5978.6044 | 282055.78 | -276077.1756 |
Total P&L (%) | 473.6854 | 415.3049 | 58.3805 | 5.9786 | 282.0558 | -276.0772 |
Avg Daily Profit (%) | 0.1895 | 0.1661 | 0.0234 | 0.0023 | 0.0536 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239867 | -140916 | -224304 | -351013 | -65841 | -427273 |
Profit Factor | 1.5566 | 2.0225 | 1.1312 | 1.007 | 2.1854 | 0.5503 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 44.4444 | 41.3793 | 47.4576 | 44.4444 | 41.3793 | 47.4576 |
Ratio Avg Win / Avg Loss | 1.9457 | 2.8653 | 1.2524 | 1.2588 | 3.096 | 0.6092 |
Largest Winning Trade | 234369 | 234369 | 56371 | 79249 | 72193 | 79249 |
Largest Losing Trade | -72458 | -50853 | -72458 | -226464 | -59761 | -226464 |
Avg Bars in Trades | 84 | 90 | 78 | 84 | 90 | 78 |
Avg Bars in Winners | 106 | 106 | 105 | 106 | 106 | 105 |
Avg Bars in Losers | 66 | 78 | 53 | 66 | 78 | 53 |
Bars Traded | 9846 | 5228 | 4618 | 9846 | 5228 | 4618 |
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 | 303988 | -172232 | -416296 | -570144 | -300556 | -758447 |
{ "trading_pair": "IOTA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1544032800000, "first_datapoint_time": 1546495200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760065915822, "expiration_time": 1766535048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 115, "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": [ [ 473685.3967440239, 415304.9118848359, 58380.4848591879, 5978.6044086394, 282055.7799705121, -276077.1755618728 ], [ 473.685397, 415.304912, 58.380485, 5.978604, 282.05578, -276.077176 ], [ 0.189455, 0.166105, 0.02335, 0.002322, 0.053625, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -239867, -140916, -224304, -351013, -65841, -427273 ], [ 1.556596, 2.022539, 1.131225, 1.007019, 2.185389, 0.55027 ], [ 117, 58, 59, 117, 58, 59 ], [ 52, 24, 28, 52, 24, 28 ], [ 65, 34, 31, 65, 34, 31 ], [ 44.444444, 41.37931, 47.457627, 44.444444, 41.37931, 47.457627 ], [ 1.945745, 2.865263, 1.252427, 1.258773, 3.095968, 0.609227 ], [ 234369, 234369, 56371, 79249, 72193, 79249 ], [ -72458, -50853, -72458, -226464, -59761, -226464 ], [ 84, 90, 78, 84, 90, 78 ], [ 106, 106, 105, 106, 106, 105 ], [ 66, 78, 53, 66, 78, 53 ], [ 9846, 5228, 4618, 9846, 5228, 4618 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303988, -172232, -416296, -570144, -300556, -758447 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1544032800000, "first_datapoint_time": 1546495200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760065915822, "expiration_time": 1766535048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 115, "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) |
---|