| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 561536.2819 | 413989.6472 | 147546.6348 | 1306133.9719 | 851347.5289 | 454786.443 |
| Total P&L (%) | 561.5363 | 413.9896 | 147.5466 | 1306.134 | 851.3475 | 454.7864 |
| Avg Daily Profit (%) | 0.2696 | 0.1988 | 0.0709 | 0.127 | 0.1082 | 0.0823 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118760 | -118843 | -97823 | -871605 | -793661 | -521717 |
| Profit Factor | 1.5428 | 1.8051 | 1.2835 | 1.1977 | 1.2428 | 1.1466 |
| Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
| Winning Trades | 135 | 69 | 66 | 135 | 69 | 66 |
| Losing Trades | 120 | 59 | 61 | 120 | 59 | 61 |
| Profitability (%) | 52.9412 | 53.9063 | 51.9685 | 52.9412 | 53.9063 | 51.9685 |
| Ratio Avg Win / Avg Loss | 1.3713 | 1.5435 | 1.1863 | 1.0646 | 1.0627 | 1.0597 |
| Largest Winning Trade | 125241 | 125241 | 57482 | 482971 | 482971 | 230807 |
| Largest Losing Trade | -34326 | -26928 | -34326 | -284292 | -224560 | -284292 |
| Avg Bars in Trades | 97 | 81 | 113 | 97 | 81 | 113 |
| Avg Bars in Winners | 106 | 86 | 127 | 106 | 86 | 127 |
| Avg Bars in Losers | 86 | 75 | 97 | 86 | 75 | 97 |
| Bars Traded | 24756 | 10379 | 14377 | 24756 | 10379 | 14377 |
| Profit Streak | 0 | 0 | 34.0654 | 0 | 0 | 34.0654 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428967 | 407760 | -96871 | -24419 | -48053 | -140834 |
{
"trading_pair": "NEO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580342400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758936846310,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 91,
"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": [
[
561536.2819160265,
413989.6471645571,
147546.6347514696,
1306133.9718877964,
851347.5288850979,
454786.4430026985
],
[
561.536282,
413.989647,
147.546635,
1306.133972,
851.347529,
454.786443
],
[
0.269645,
0.198795,
0.070851,
0.127016,
0.108232,
0.082311
],
[
10,
10,
10,
10,
10,
10
],
[
-118760,
-118843,
-97823,
-871605,
-793661,
-521717
],
[
1.542761,
1.805073,
1.283544,
1.197661,
1.242835,
1.146607
],
[
255,
128,
127,
255,
128,
127
],
[
135,
69,
66,
135,
69,
66
],
[
120,
59,
61,
120,
59,
61
],
[
52.941176,
53.90625,
51.968504,
52.941176,
53.90625,
51.968504
],
[
1.371343,
1.543468,
1.186306,
1.064588,
1.062714,
1.059743
],
[
125241,
125241,
57482,
482971,
482971,
230807
],
[
-34326,
-26928,
-34326,
-284292,
-224560,
-284292
],
[
97,
81,
113,
97,
81,
113
],
[
106,
86,
127,
106,
86,
127
],
[
86,
75,
97,
86,
75,
97
],
[
24756,
10379,
14377,
24756,
10379,
14377
],
[
0,
0,
34.065351,
0,
0,
34.065351
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428967,
407760,
-96871,
-24419,
-48053,
-140834
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580342400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758936846310,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 91,
"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) |
|---|