Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423558.5648 | 278326.5678 | 145231.997 | 481029.0046 | -157988.655 | 639017.6596 |
Total P&L (%) | 423.5586 | 278.3266 | 145.232 | 481.029 | -157.9887 | 639.0177 |
Avg Daily Profit (%) | 0.2033 | 0.1336 | 0.0697 | 0.0845 | 0 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184720 | -176126 | -81862 | -1963823 | -2055907 | -1048311 |
Profit Factor | 1.2771 | 1.3551 | 1.195 | 1.0309 | 0.9805 | 1.0859 |
Total Trades | 574 | 287 | 287 | 574 | 287 | 287 |
Winning Trades | 302 | 137 | 165 | 302 | 137 | 165 |
Losing Trades | 272 | 150 | 122 | 272 | 150 | 122 |
Profitability (%) | 52.6132 | 47.7352 | 57.4913 | 52.6132 | 47.7352 | 57.4913 |
Ratio Avg Win / Avg Loss | 1.1502 | 1.4837 | 0.8835 | 0.9285 | 1.0736 | 0.8029 |
Largest Winning Trade | 81104 | 81104 | 42972 | 577644 | 577644 | 354826 |
Largest Losing Trade | -37927 | -25572 | -37927 | -558436 | -558436 | -500719 |
Avg Bars in Trades | 43 | 39 | 46 | 43 | 39 | 46 |
Avg Bars in Winners | 44 | 40 | 47 | 44 | 40 | 47 |
Avg Bars in Losers | 42 | 38 | 46 | 42 | 38 | 46 |
Bars Traded | 24739 | 11265 | 13474 | 24739 | 11265 | 13474 |
Profit Streak | 0 | 0 | 10.03 | 0 | 0 | 10.03 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393509 | -14191 | -104584 | -264969 | -579046 | -188975 |
{ "trading_pair": "NEO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580220000000, "first_datapoint_time": 1581192000000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760287392003, "expiration_time": 1766764800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 136, "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": [ [ 423558.5648313359, 278326.567807719, 145231.9970236174, 481029.0046032533, -157988.6549761875, 639017.6595794369 ], [ 423.558565, 278.326568, 145.231997, 481.029005, -157.988655, 639.01766 ], [ 0.203308, 0.133597, 0.069711, 0.084498, 0, 0.096054 ], [ 10, 10, 10, 10, 10, 10 ], [ -184720, -176126, -81862, -1963823, -2055907, -1048311 ], [ 1.277064, 1.355107, 1.194953, 1.030935, 0.980525, 1.085924 ], [ 574, 287, 287, 574, 287, 287 ], [ 302, 137, 165, 302, 137, 165 ], [ 272, 150, 122, 272, 150, 122 ], [ 52.61324, 47.735192, 57.491289, 52.61324, 47.735192, 57.491289 ], [ 1.150203, 1.483694, 0.883541, 0.928525, 1.073568, 0.802926 ], [ 81104, 81104, 42972, 577644, 577644, 354826 ], [ -37927, -25572, -37927, -558436, -558436, -500719 ], [ 43, 39, 46, 43, 39, 46 ], [ 44, 40, 47, 44, 40, 47 ], [ 42, 38, 46, 42, 38, 46 ], [ 24739, 11265, 13474, 24739, 11265, 13474 ], [ 0, 0, 10.03, 0, 0, 10.03 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 393509, -14191, -104584, -264969, -579046, -188975 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580220000000, "first_datapoint_time": 1581192000000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760287392003, "expiration_time": 1766764800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 136, "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) |
---|