Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676832.8775 | 573552.6926 | 103280.1849 | 701167.6454 | 541209.6732 | 159957.9723 |
Total P&L (%) | 676.8329 | 573.5527 | 103.2802 | 701.1676 | 541.2097 | 159.958 |
Avg Daily Profit (%) | 0.2707 | 0.2294 | 0.0413 | 0.0833 | 0.0744 | 0.0382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110440 | -88710 | -79614 | -686574 | -432294 | -456806 |
Profit Factor | 2.3962 | 3.4567 | 1.411 | 1.2977 | 1.4658 | 1.1341 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 39.7059 | 35.2941 | 44.1176 | 39.7059 | 35.2941 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.6387 | 6.3372 | 1.7872 | 1.9707 | 2.6873 | 1.4365 |
Largest Winning Trade | 466819 | 466819 | 60862 | 541042 | 541042 | 356212 |
Largest Losing Trade | -29002 | -24880 | -29002 | -226349 | -130054 | -226349 |
Avg Bars in Trades | 71 | 62 | 79 | 71 | 62 | 79 |
Avg Bars in Winners | 118 | 118 | 118 | 118 | 118 | 118 |
Avg Bars in Losers | 39 | 32 | 47 | 39 | 32 | 47 |
Bars Traded | 4833 | 2138 | 2695 | 4833 | 2138 | 2695 |
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 | -104573 | 329915 | -138155 | -197961 | -96777 | -217187 |
{ "trading_pair": "IOTA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1545955200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758865118145, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.64177 } }, "second_band": { "type": "jma", "factors": { "length": 37, "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": [ [ 676832.8774954919, 573552.6925840336, 103280.1849114583, 701167.6454205342, 541209.6731576591, 159957.9722628749 ], [ 676.832877, 573.552693, 103.280185, 701.167645, 541.209673, 159.957972 ], [ 0.270733, 0.229421, 0.041312, 0.083271, 0.074355, 0.038221 ], [ 10, 10, 10, 10, 10, 10 ], [ -110440, -88710, -79614, -686574, -432294, -456806 ], [ 2.396195, 3.45665, 1.410984, 1.297748, 1.465793, 1.134081 ], [ 68, 34, 34, 68, 34, 34 ], [ 27, 12, 15, 27, 12, 15 ], [ 41, 22, 19, 41, 22, 19 ], [ 39.705882, 35.294118, 44.117647, 39.705882, 35.294118, 44.117647 ], [ 3.638667, 6.337191, 1.787246, 1.970655, 2.687288, 1.436503 ], [ 466819, 466819, 60862, 541042, 541042, 356212 ], [ -29002, -24880, -29002, -226349, -130054, -226349 ], [ 71, 62, 79, 71, 62, 79 ], [ 118, 118, 118, 118, 118, 118 ], [ 39, 32, 47, 39, 32, 47 ], [ 4833, 2138, 2695, 4833, 2138, 2695 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -104573, 329915, -138155, -197961, -96777, -217187 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1545955200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758865118145, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.64177 } }, "second_band": { "type": "jma", "factors": { "length": 37, "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) |
---|