Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422463.5467 | 388833.9828 | 33629.564 | 60358.3797 | -44538.6509 | 104897.0306 |
Total P&L (%) | 422.4635 | 388.834 | 33.6296 | 60.3584 | -44.5387 | 104.897 |
Avg Daily Profit (%) | 0.1689 | 0.1555 | 0.0134 | 0.0189 | -0.0236 | 0.0287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144654 | -91903 | -106465 | -473493 | -470048 | -255913 |
Profit Factor | 1.3877 | 1.5862 | 1.0789 | 1.0215 | 0.9749 | 1.1008 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 182 | 86 | 96 | 182 | 86 | 96 |
Losing Trades | 192 | 101 | 91 | 192 | 101 | 91 |
Profitability (%) | 48.6631 | 45.9893 | 51.3369 | 48.6631 | 45.9893 | 51.3369 |
Ratio Avg Win / Avg Loss | 1.464 | 1.8629 | 1.0227 | 1.0776 | 1.1449 | 1.0435 |
Largest Winning Trade | 331736 | 331736 | 28150 | 360747 | 360747 | 111161 |
Largest Losing Trade | -46467 | -28947 | -46467 | -205723 | -137931 | -205723 |
Avg Bars in Trades | 38 | 55 | 22 | 38 | 55 | 22 |
Avg Bars in Winners | 50 | 78 | 25 | 50 | 78 | 25 |
Avg Bars in Losers | 27 | 35 | 18 | 27 | 35 | 18 |
Bars Traded | 14566 | 10399 | 4167 | 14566 | 10399 | 4167 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338783 | 325740 | -310534 | -363765 | -580247 | -263334 |
{ "trading_pair": "NEO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15007, "evaluation_days": 2501.17, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546502400000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759222206446, "expiration_time": 1765687824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 422463.546749596, 388833.9827902862, 33629.5639593096, 60358.3796970049, -44538.6508540027, 104897.0305510073 ], [ 422.463547, 388.833983, 33.629564, 60.35838, -44.538651, 104.897031 ], [ 0.168906, 0.155461, 0.013446, 0.018883, -0.023566, 0.028684 ], [ 10, 10, 10, 10, 10, 10 ], [ -144654, -91903, -106465, -473493, -470048, -255913 ], [ 1.387739, 1.58621, 1.078895, 1.021453, 0.974878, 1.100799 ], [ 374, 187, 187, 374, 187, 187 ], [ 182, 86, 96, 182, 86, 96 ], [ 192, 101, 91, 192, 101, 91 ], [ 48.663102, 45.989305, 51.336898, 48.663102, 45.989305, 51.336898 ], [ 1.463988, 1.862875, 1.022703, 1.077576, 1.144915, 1.043466 ], [ 331736, 331736, 28150, 360747, 360747, 111161 ], [ -46467, -28947, -46467, -205723, -137931, -205723 ], [ 38, 55, 22, 38, 55, 22 ], [ 50, 78, 25, 50, 78, 25 ], [ 27, 35, 18, 27, 35, 18 ], [ 14566, 10399, 4167, 14566, 10399, 4167 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338783, 325740, -310534, -363765, -580247, -263334 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15007, "evaluation_days": 2501.17, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546502400000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759222206446, "expiration_time": 1765687824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|