| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 306212.7778 | 272886.9754 | 33325.8024 | 33358.6578 | -441311.6896 | 474670.3474 |
| Total P&L (%) | 306.2128 | 272.887 | 33.3258 | 33.3587 | -441.3117 | 474.6703 |
| Avg Daily Profit (%) | 0.147 | 0.131 | 0.016 | 0.0138 | 0 | 0.084 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -194162 | -184168 | -59456 | -3434322 | -3421232 | -273282 |
| Profit Factor | 1.2104 | 1.2546 | 1.0868 | 1.0037 | 0.9392 | 1.2856 |
| Total Trades | 865 | 432 | 433 | 865 | 432 | 433 |
| Winning Trades | 623 | 352 | 271 | 623 | 352 | 271 |
| Losing Trades | 242 | 80 | 162 | 242 | 80 | 162 |
| Profitability (%) | 72.0231 | 81.4815 | 62.5866 | 72.0231 | 81.4815 | 62.5866 |
| Ratio Avg Win / Avg Loss | 0.4702 | 0.2851 | 0.6497 | 0.3899 | 0.2135 | 0.7685 |
| Largest Winning Trade | 28640 | 28640 | 8282 | 520403 | 520403 | 268800 |
| Largest Losing Trade | -71237 | -71237 | -22624 | -2503468 | -2503468 | -250475 |
| Avg Bars in Trades | 28 | 53 | 2 | 28 | 53 | 2 |
| Avg Bars in Winners | 11 | 19 | 1 | 11 | 19 | 1 |
| Avg Bars in Losers | 70 | 205 | 3 | 70 | 205 | 3 |
| Bars Traded | 24430 | 23318 | 1112 | 24430 | 23318 | 1112 |
| Profit Streak | 37.0946 | 39.5112 | 37.0946 | 37.0946 | 39.5112 | 37.0946 |
| Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 387007 | -12673 | -295835 | -385577 | -573446 | -77386 |
{
"trading_pair": "NEO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1579046400000,
"first_datapoint_time": 1579442400000,
"last_datapoint_time": 1759096800000,
"evaluation_time": 1759097771812,
"expiration_time": 1765576281600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.74196,
"nb": 0.80126,
"nc": 0.70953
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 56,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
306212.7778084348,
272886.9753754394,
33325.8024329949,
33358.6578478317,
-441311.6895612993,
474670.3474091317
],
[
306.212778,
272.886975,
33.325802,
33.358658,
-441.31169,
474.670347
],
[
0.146994,
0.130996,
0.015998,
0.01382,
0,
0.083976
],
[
10,
10,
10,
10,
10,
10
],
[
-194162,
-184168,
-59456,
-3434322,
-3421232,
-273282
],
[
1.210382,
1.254616,
1.086843,
1.00374,
0.939195,
1.285593
],
[
865,
432,
433,
865,
432,
433
],
[
623,
352,
271,
623,
352,
271
],
[
242,
80,
162,
242,
80,
162
],
[
72.023121,
81.481481,
62.586605,
72.023121,
81.481481,
62.586605
],
[
0.470165,
0.28514,
0.6497,
0.389896,
0.213453,
0.768509
],
[
28640,
28640,
8282,
520403,
520403,
268800
],
[
-71237,
-71237,
-22624,
-2503468,
-2503468,
-250475
],
[
28,
53,
2,
28,
53,
2
],
[
11,
19,
1,
11,
19,
1
],
[
70,
205,
3,
70,
205,
3
],
[
24430,
23318,
1112,
24430,
23318,
1112
],
[
37.094581,
39.511248,
37.094581,
37.094581,
39.511248,
37.094581
],
[
8,
7,
4,
8,
7,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
387007,
-12673,
-295835,
-385577,
-573446,
-77386
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1579046400000,
"first_datapoint_time": 1579442400000,
"last_datapoint_time": 1759096800000,
"evaluation_time": 1759097771812,
"expiration_time": 1765576281600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.74196,
"nb": 0.80126,
"nc": 0.70953
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 56,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|