| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 376438.8414 | 285498.6394 | 90940.202 | 447143.1117 | 336171.2324 | 110971.8793 |
| Total P&L (%) | 376.4388 | 285.4986 | 90.9402 | 447.1431 | 336.1712 | 110.9719 |
| Avg Daily Profit (%) | 0.1506 | 0.1142 | 0.0364 | 0.068 | 0.0589 | 0.0299 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96998 | -77193 | -132505 | -110501 | -53594 | -148024 |
| Profit Factor | 1.4607 | 1.9425 | 1.1768 | 1.4695 | 2.0474 | 1.1758 |
| Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
| Winning Trades | 97 | 53 | 44 | 97 | 53 | 44 |
| Losing Trades | 95 | 43 | 52 | 95 | 43 | 52 |
| Profitability (%) | 50.5208 | 55.2083 | 45.8333 | 50.5208 | 55.2083 | 45.8333 |
| Ratio Avg Win / Avg Loss | 1.4306 | 1.576 | 1.3908 | 1.4392 | 1.6611 | 1.3895 |
| Largest Winning Trade | 59275 | 58157 | 59275 | 124426 | 57487 | 124426 |
| Largest Losing Trade | -36100 | -28317 | -36100 | -68088 | -40646 | -68088 |
| Avg Bars in Trades | 77 | 81 | 73 | 77 | 81 | 73 |
| Avg Bars in Winners | 96 | 99 | 93 | 96 | 99 | 93 |
| Avg Bars in Losers | 57 | 58 | 56 | 57 | 58 | 56 |
| Bars Traded | 14812 | 7776 | 7036 | 14812 | 7776 | 7036 |
| Profit Streak | 21.7562 | 0 | 37.4228 | 21.7562 | 0 | 37.4228 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355932 | -36474 | -171674 | -99390 | -109961 | -181541 |
{
"trading_pair": "NEO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1545451200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111732551,
"expiration_time": 1765584000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 168,
"offset": 71,
"scalar": 4
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 75,
"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": [
[
376438.8413786703,
285498.6394172321,
90940.2019614383,
447143.1116648035,
336171.2323682894,
110971.8792965141
],
[
376.438841,
285.498639,
90.940202,
447.143112,
336.171232,
110.971879
],
[
0.150576,
0.114199,
0.036376,
0.068005,
0.058932,
0.029867
],
[
10,
10,
10,
10,
10,
10
],
[
-96998,
-77193,
-132505,
-110501,
-53594,
-148024
],
[
1.460677,
1.942516,
1.176847,
1.469535,
2.047429,
1.175766
],
[
192,
96,
96,
192,
96,
96
],
[
97,
53,
44,
97,
53,
44
],
[
95,
43,
52,
95,
43,
52
],
[
50.520833,
55.208333,
45.833333,
50.520833,
55.208333,
45.833333
],
[
1.43056,
1.576003,
1.390819,
1.439235,
1.661121,
1.389541
],
[
59275,
58157,
59275,
124426,
57487,
124426
],
[
-36100,
-28317,
-36100,
-68088,
-40646,
-68088
],
[
77,
81,
73,
77,
81,
73
],
[
96,
99,
93,
96,
99,
93
],
[
57,
58,
56,
57,
58,
56
],
[
14812,
7776,
7036,
14812,
7776,
7036
],
[
21.756164,
0,
37.42283,
21.756164,
0,
37.42283
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355932,
-36474,
-171674,
-99390,
-109961,
-181541
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1545451200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111732551,
"expiration_time": 1765584000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 168,
"offset": 71,
"scalar": 4
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 75,
"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) |
|---|