| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 430903.6632 | 407873.2329 | 23030.4303 | 5479.6247 | 230073.1915 | -224593.5668 |
| Total P&L (%) | 430.9037 | 407.8732 | 23.0304 | 5.4796 | 230.0732 | -224.5936 |
| Avg Daily Profit (%) | 0.1724 | 0.1632 | 0.0092 | 0.0021 | 0.0478 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191932 | -155379 | -116334 | -1060593 | -736769 | -604975 |
| Profit Factor | 1.3223 | 1.5622 | 1.0377 | 1.0011 | 1.0893 | 0.9052 |
| Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
| Winning Trades | 113 | 58 | 55 | 113 | 58 | 55 |
| Losing Trades | 132 | 65 | 67 | 132 | 65 | 67 |
| Profitability (%) | 46.1224 | 47.1545 | 45.082 | 46.1224 | 47.1545 | 45.082 |
| Ratio Avg Win / Avg Loss | 1.5446 | 1.7508 | 1.2641 | 1.1694 | 1.2208 | 1.1027 |
| Largest Winning Trade | 218088 | 218088 | 47912 | 509508 | 509508 | 234255 |
| Largest Losing Trade | -37393 | -37393 | -37244 | -229843 | -229843 | -181558 |
| Avg Bars in Trades | 40 | 41 | 38 | 40 | 41 | 38 |
| Avg Bars in Winners | 48 | 50 | 46 | 48 | 50 | 46 |
| Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
| Bars Traded | 9875 | 5126 | 4749 | 9875 | 5126 | 4749 |
| Profit Streak | 0 | 0 | 41.3102 | 0 | 0 | 41.3102 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305644 | 315702 | -366087 | -575273 | -252706 | -580704 |
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1545091200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758828404757,
"expiration_time": 1765194552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 179,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 109,
"offset": 0,
"multiplier": 3.37615
}
}
}
{
"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": [
[
430903.6632113409,
407873.2329095154,
23030.4303018253,
5479.6246696746,
230073.1915042665,
-224593.5668345923
],
[
430.903663,
407.873233,
23.03043,
5.479625,
230.073192,
-224.593567
],
[
0.172379,
0.163166,
0.009213,
0.002134,
0.047782,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-191932,
-155379,
-116334,
-1060593,
-736769,
-604975
],
[
1.322282,
1.562218,
1.037658,
1.001108,
1.08932,
0.905183
],
[
245,
123,
122,
245,
123,
122
],
[
113,
58,
55,
113,
58,
55
],
[
132,
65,
67,
132,
65,
67
],
[
46.122449,
47.154472,
45.081967,
46.122449,
47.154472,
45.081967
],
[
1.544613,
1.750761,
1.264056,
1.169436,
1.22079,
1.102678
],
[
218088,
218088,
47912,
509508,
509508,
234255
],
[
-37393,
-37393,
-37244,
-229843,
-229843,
-181558
],
[
40,
41,
38,
40,
41,
38
],
[
48,
50,
46,
48,
50,
46
],
[
33,
34,
32,
33,
34,
32
],
[
9875,
5126,
4749,
9875,
5126,
4749
],
[
0,
0,
41.31024,
0,
0,
41.31024
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305644,
315702,
-366087,
-575273,
-252706,
-580704
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1545091200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758828404757,
"expiration_time": 1765194552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 179,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 109,
"offset": 0,
"multiplier": 3.37615
}
}
}
| # | 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) |
|---|