Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434266.0925 | 394001.8258 | 40264.2667 | 5968.3419 | 14914.6159 | -8946.274 |
Total P&L (%) | 434.2661 | 394.0018 | 40.2643 | 5.9683 | 14.9146 | -8.9463 |
Avg Daily Profit (%) | 0.1734 | 0.1573 | 0.0161 | 0.0023 | 0.0056 | -0.0037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122630 | -108901 | -65846 | -497358 | -454324 | -210608 |
Profit Factor | 1.6503 | 2.1571 | 1.123 | 1.0032 | 1.0141 | 0.989 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 43.8776 | 34.6939 | 53.0612 | 43.8776 | 34.6939 | 53.0612 |
Ratio Avg Win / Avg Loss | 2.1109 | 4.0604 | 0.9935 | 1.2832 | 1.9089 | 0.8749 |
Largest Winning Trade | 341638 | 341638 | 55032 | 412741 | 412741 | 95993 |
Largest Losing Trade | -59113 | -38946 | -59113 | -209999 | -209999 | -170297 |
Avg Bars in Trades | 73 | 64 | 82 | 73 | 64 | 82 |
Avg Bars in Winners | 105 | 97 | 110 | 105 | 97 | 110 |
Avg Bars in Losers | 48 | 47 | 51 | 48 | 47 | 51 |
Bars Traded | 7223 | 3161 | 4063 | 7223 | 3161 | 4063 |
Profit Streak | 0 | 0 | 80.5316 | 0 | 0 | 80.5316 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302367 | 198124 | -259379 | -574632 | -408028 | -579727 |
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7514, "evaluation_days": 2504.67, "actual_first_datapoint_time": 1543363200000, "first_datapoint_time": 1550188800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759754730075, "expiration_time": 1766229696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 246, "offset": 0, "multiplier": 4.12366 } } }
{ "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": [ [ 434266.092471945, 394001.8257876204, 40264.2666843246, 5968.3418945962, 14914.615875218, -8946.273980622 ], [ 434.266092, 394.001826, 40.264267, 5.968342, 14.914616, -8.946274 ], [ 0.173383, 0.157307, 0.016076, 0.002315, 0.005551, -0.003742 ], [ 10, 10, 10, 10, 10, 10 ], [ -122630, -108901, -65846, -497358, -454324, -210608 ], [ 1.650317, 2.157108, 1.123031, 1.003193, 1.014116, 0.98899 ], [ 98, 49, 49, 98, 49, 49 ], [ 43, 17, 26, 43, 17, 26 ], [ 55, 32, 23, 55, 32, 23 ], [ 43.877551, 34.693878, 53.061224, 43.877551, 34.693878, 53.061224 ], [ 2.110871, 4.060438, 0.99345, 1.283154, 1.908925, 0.874876 ], [ 341638, 341638, 55032, 412741, 412741, 95993 ], [ -59113, -38946, -59113, -209999, -209999, -170297 ], [ 73, 64, 82, 73, 64, 82 ], [ 105, 97, 110, 105, 97, 110 ], [ 48, 47, 51, 48, 47, 51 ], [ 7223, 3161, 4063, 7223, 3161, 4063 ], [ 0, 0, 80.531598, 0, 0, 80.531598 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302367, 198124, -259379, -574632, -408028, -579727 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7514, "evaluation_days": 2504.67, "actual_first_datapoint_time": 1543363200000, "first_datapoint_time": 1550188800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759754730075, "expiration_time": 1766229696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 246, "offset": 0, "multiplier": 4.12366 } } }
# | 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) |
---|