| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 462440.4215 | 359833.0115 | 102607.41 | 315722.5131 | 357725.0088 | -42002.4957 |
| Total P&L (%) | 462.4404 | 359.833 | 102.6074 | 315.7225 | 357.725 | -42.0025 |
| Avg Daily Profit (%) | 0.222 | 0.1727 | 0.0493 | 0.0684 | 0.073 | -0.0261 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134474 | -76790 | -111585 | -1498913 | -522628 | -1236601 |
| Profit Factor | 1.4123 | 1.7627 | 1.1579 | 1.056 | 1.1598 | 0.9876 |
| Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
| Winning Trades | 153 | 79 | 74 | 153 | 79 | 74 |
| Losing Trades | 124 | 60 | 64 | 124 | 60 | 64 |
| Profitability (%) | 55.2347 | 56.8345 | 53.6232 | 55.2347 | 56.8345 | 53.6232 |
| Ratio Avg Win / Avg Loss | 1.1446 | 1.3387 | 1.0015 | 0.8558 | 0.8808 | 0.8542 |
| Largest Winning Trade | 127008 | 127008 | 57063 | 436260 | 178729 | 436260 |
| Largest Losing Trade | -46540 | -24772 | -46540 | -499268 | -178115 | -499268 |
| Avg Bars in Trades | 89 | 65 | 112 | 89 | 65 | 112 |
| Avg Bars in Winners | 84 | 54 | 116 | 84 | 54 | 116 |
| Avg Bars in Losers | 95 | 80 | 109 | 95 | 80 | 109 |
| Bars Traded | 24698 | 9129 | 15569 | 24698 | 9129 | 15569 |
| Profit Streak | 4.4832 | 4.4832 | 12.3166 | 4.4832 | 4.4832 | 12.3166 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 410483 | 379811 | -173036 | -259358 | -140933 | -579878 |
{
"trading_pair": "NEO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579082400000,
"first_datapoint_time": 1580839200000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759152950510,
"expiration_time": 1765627200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 245,
"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": [
[
462440.421535967,
359833.0115407773,
102607.4099951896,
315722.5130750528,
357725.0087501462,
-42002.4956750935
],
[
462.440422,
359.833012,
102.60741,
315.722513,
357.725009,
-42.002496
],
[
0.221972,
0.17272,
0.049252,
0.068416,
0.07304,
-0.026146
],
[
10,
10,
10,
10,
10,
10
],
[
-134474,
-76790,
-111585,
-1498913,
-522628,
-1236601
],
[
1.412343,
1.762663,
1.157935,
1.055998,
1.159772,
0.987643
],
[
277,
139,
138,
277,
139,
138
],
[
153,
79,
74,
153,
79,
74
],
[
124,
60,
64,
124,
60,
64
],
[
55.234657,
56.834532,
53.623188,
55.234657,
56.834532,
53.623188
],
[
1.144644,
1.338731,
1.001457,
0.855842,
0.880839,
0.854178
],
[
127008,
127008,
57063,
436260,
178729,
436260
],
[
-46540,
-24772,
-46540,
-499268,
-178115,
-499268
],
[
89,
65,
112,
89,
65,
112
],
[
84,
54,
116,
84,
54,
116
],
[
95,
80,
109,
95,
80,
109
],
[
24698,
9129,
15569,
24698,
9129,
15569
],
[
4.483223,
4.483223,
12.316557,
4.483223,
4.483223,
12.316557
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
410483,
379811,
-173036,
-259358,
-140933,
-579878
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579082400000,
"first_datapoint_time": 1580839200000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759152950510,
"expiration_time": 1765627200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 245,
"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) |
|---|