Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508808.3713 | 461103.9452 | 47704.426 | 117438.8324 | 256171.6128 | -138732.7804 |
Total P&L (%) | 508.8084 | 461.1039 | 47.7044 | 117.4388 | 256.1716 | -138.7328 |
Avg Daily Profit (%) | 0.2033 | 0.1842 | 0.0191 | 0.031 | 0.0508 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161113 | -144544 | -106495 | -596549 | -337371 | -339284 |
Profit Factor | 1.8417 | 2.5961 | 1.1511 | 1.0847 | 1.4159 | 0.82 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 42.0455 | 40.9091 | 43.1818 | 42.0455 | 40.9091 | 43.1818 |
Ratio Avg Win / Avg Loss | 2.5385 | 3.75 | 1.5147 | 1.4951 | 2.0452 | 1.0789 |
Largest Winning Trade | 400626 | 400626 | 60489 | 306564 | 306564 | 186251 |
Largest Losing Trade | -34464 | -28688 | -34464 | -134861 | -98237 | -134861 |
Avg Bars in Trades | 82 | 73 | 91 | 82 | 73 | 91 |
Avg Bars in Winners | 133 | 120 | 146 | 133 | 120 | 146 |
Avg Bars in Losers | 45 | 41 | 49 | 45 | 41 | 49 |
Bars Traded | 7258 | 3251 | 4007 | 7258 | 3251 | 4007 |
Profit Streak | 0 | 0 | 58.089 | 0 | 0 | 58.089 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313262 | 322551 | -223718 | -281642 | -126706 | -580725 |
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7510, "evaluation_days": 2503.33, "actual_first_datapoint_time": 1543363200000, "first_datapoint_time": 1546300800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759630093152, "expiration_time": 1766111040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 15, "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": [ [ 508808.3712674167, 461103.945235974, 47704.426031443, 117438.8323941485, 256171.6128323334, -138732.7804381849 ], [ 508.808371, 461.103945, 47.704426, 117.438832, 256.171613, -138.73278 ], [ 0.203253, 0.184196, 0.019056, 0.031033, 0.050755, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -161113, -144544, -106495, -596549, -337371, -339284 ], [ 1.841661, 2.596146, 1.151134, 1.084702, 1.415925, 0.819965 ], [ 88, 44, 44, 88, 44, 44 ], [ 37, 18, 19, 37, 18, 19 ], [ 51, 26, 25, 51, 26, 25 ], [ 42.045455, 40.909091, 43.181818, 42.045455, 40.909091, 43.181818 ], [ 2.538506, 3.749989, 1.51465, 1.49513, 2.045226, 1.078902 ], [ 400626, 400626, 60489, 306564, 306564, 186251 ], [ -34464, -28688, -34464, -134861, -98237, -134861 ], [ 82, 73, 91, 82, 73, 91 ], [ 133, 120, 146, 133, 120, 146 ], [ 45, 41, 49, 45, 41, 49 ], [ 7258, 3251, 4007, 7258, 3251, 4007 ], [ 0, 0, 58.089041, 0, 0, 58.089041 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313262, 322551, -223718, -281642, -126706, -580725 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7510, "evaluation_days": 2503.33, "actual_first_datapoint_time": 1543363200000, "first_datapoint_time": 1546300800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759630093152, "expiration_time": 1766111040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 15, "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) |
---|