| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 440021.8324 | 340471.4298 | 99550.4025 | 164081.1258 | 315560.7998 | -151479.674 |
| Total P&L (%) | 440.0218 | 340.4714 | 99.5504 | 164.0811 | 315.5608 | -151.4797 |
| Avg Daily Profit (%) | 0.1757 | 0.1359 | 0.0397 | 0.0388 | 0.0569 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -176072 | -165953 | -186833 | -265689 | -108021 | -402489 |
| Profit Factor | 1.6146 | 1.9803 | 1.2701 | 1.1895 | 2.1063 | 0.7392 |
| Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
| Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
| Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
| Profitability (%) | 51.1811 | 49.2063 | 53.125 | 51.1811 | 49.2063 | 53.125 |
| Ratio Avg Win / Avg Loss | 1.5401 | 2.0442 | 1.1206 | 1.1346 | 2.1742 | 0.6522 |
| Largest Winning Trade | 115955 | 115955 | 51841 | 128322 | 128322 | 44100 |
| Largest Losing Trade | -80674 | -39719 | -80674 | -166778 | -46771 | -166778 |
| Avg Bars in Trades | 37 | 51 | 23 | 37 | 51 | 23 |
| Avg Bars in Winners | 44 | 58 | 32 | 44 | 58 | 32 |
| Avg Bars in Losers | 29 | 44 | 13 | 29 | 44 | 13 |
| Bars Traded | 4750 | 3233 | 1517 | 4750 | 3233 | 1517 |
| Profit Streak | 106.9552 | 106.9552 | 117.4552 | 106.9552 | 106.9552 | 117.4552 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 446028 | -153816 | -277016 | -151279 | -258976 | -717887 |
{
"trading_pair": "IOTA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5009,
"evaluation_days": 2504.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1550664000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759402525401,
"expiration_time": 1765854864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 52,
"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": [
[
440021.8323527052,
340471.4298164564,
99550.4025362487,
164081.1258403352,
315560.7998070914,
-151479.6739667563
],
[
440.021832,
340.47143,
99.550403,
164.081126,
315.5608,
-151.479674
],
[
0.175692,
0.135944,
0.039749,
0.038781,
0.056892,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-176072,
-165953,
-186833,
-265689,
-108021,
-402489
],
[
1.614605,
1.980294,
1.270057,
1.189478,
2.106283,
0.739151
],
[
127,
63,
64,
127,
63,
64
],
[
65,
31,
34,
65,
31,
34
],
[
62,
32,
30,
62,
32,
30
],
[
51.181102,
49.206349,
53.125,
51.181102,
49.206349,
53.125
],
[
1.540084,
2.044174,
1.120639,
1.134579,
2.174228,
0.652192
],
[
115955,
115955,
51841,
128322,
128322,
44100
],
[
-80674,
-39719,
-80674,
-166778,
-46771,
-166778
],
[
37,
51,
23,
37,
51,
23
],
[
44,
58,
32,
44,
58,
32
],
[
29,
44,
13,
29,
44,
13
],
[
4750,
3233,
1517,
4750,
3233,
1517
],
[
106.955155,
106.955155,
117.455155,
106.955155,
106.955155,
117.455155
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
446028,
-153816,
-277016,
-151279,
-258976,
-717887
]
]
}
{
"trading_pair": "IOTA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5009,
"evaluation_days": 2504.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1550664000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759402525401,
"expiration_time": 1765854864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 52,
"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) |
|---|