| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 392543.542 | 319301.4831 | 73242.0589 | 283278.7317 | 375308.7384 | -92030.0067 |
| Total P&L (%) | 392.5435 | 319.3015 | 73.2421 | 283.2787 | 375.3087 | -92.03 |
| Avg Daily Profit (%) | 0.157 | 0.1277 | 0.0293 | 0.0537 | 0.0623 | -0.1011 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142294 | -80530 | -132753 | -345550 | -207961 | -288862 |
| Profit Factor | 1.5142 | 1.8687 | 1.185 | 1.203 | 1.5704 | 0.8753 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Profitability (%) | 55.6818 | 55.6818 | 55.6818 | 55.6818 | 55.6818 | 55.6818 |
| Ratio Avg Win / Avg Loss | 1.2052 | 1.4874 | 0.9432 | 0.9575 | 1.2499 | 0.6966 |
| Largest Winning Trade | 138735 | 138735 | 67904 | 273849 | 273849 | 99110 |
| Largest Losing Trade | -47232 | -39050 | -47232 | -129678 | -129678 | -108633 |
| Avg Bars in Trades | 27 | 17 | 36 | 27 | 17 | 36 |
| Avg Bars in Winners | 28 | 14 | 42 | 28 | 14 | 42 |
| Avg Bars in Losers | 25 | 21 | 30 | 25 | 21 | 30 |
| Bars Traded | 4775 | 1525 | 3250 | 4775 | 1525 | 3250 |
| Profit Streak | 14.2572 | 23.7572 | 0 | 14.2572 | 23.7572 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 402327 | -18903 | -172029 | -120802 | -106701 | -580360 |
{
"trading_pair": "IOTA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1551484800000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759083023901,
"expiration_time": 1765543392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
392543.5419803978,
319301.4831177862,
73242.0588626115,
283278.731694306,
375308.7383986566,
-92030.0067043505
],
[
392.543542,
319.301483,
73.242059,
283.278732,
375.308738,
-92.030007
],
[
0.156955,
0.12767,
0.029285,
0.053737,
0.062346,
-0.101088
],
[
10,
10,
10,
10,
10,
10
],
[
-142294,
-80530,
-132753,
-345550,
-207961,
-288862
],
[
1.514178,
1.86873,
1.185006,
1.202956,
1.570407,
0.875264
],
[
176,
88,
88,
176,
88,
88
],
[
98,
49,
49,
98,
49,
49
],
[
78,
39,
39,
78,
39,
39
],
[
55.681818,
55.681818,
55.681818,
55.681818,
55.681818,
55.681818
],
[
1.205162,
1.487357,
0.943168,
0.957455,
1.249916,
0.696639
],
[
138735,
138735,
67904,
273849,
273849,
99110
],
[
-47232,
-39050,
-47232,
-129678,
-129678,
-108633
],
[
27,
17,
36,
27,
17,
36
],
[
28,
14,
42,
28,
14,
42
],
[
25,
21,
30,
25,
21,
30
],
[
4775,
1525,
3250,
4775,
1525,
3250
],
[
14.257221,
23.757221,
0,
14.257221,
23.757221,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402327,
-18903,
-172029,
-120802,
-106701,
-580360
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1551484800000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759083023901,
"expiration_time": 1765543392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|