Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381422.231 | 366087.0315 | 15335.1995 | -17.9642 | 65839.6325 | -65857.5968 |
Total P&L (%) | 381.4222 | 366.087 | 15.3352 | -0.018 | 65.8396 | -65.8576 |
Avg Daily Profit (%) | 0.1526 | 0.1464 | 0.0061 | 0 | 0.0202 | -0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115051 | -95483 | -103891 | -106308 | -116309 | -108229 |
Profit Factor | 1.4761 | 2.0056 | 1.0351 | 1 | 1.2053 | 0.8168 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 47.7477 | 50 | 45.4545 | 47.7477 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.6154 | 2.0056 | 1.2421 | 1.0943 | 1.2053 | 0.9802 |
Largest Winning Trade | 105639 | 105639 | 55523 | 48141 | 48141 | 38741 |
Largest Losing Trade | -65093 | -51767 | -65093 | -64689 | -64689 | -51749 |
Avg Bars in Trades | 86 | 71 | 102 | 86 | 71 | 102 |
Avg Bars in Winners | 102 | 77 | 131 | 102 | 77 | 131 |
Avg Bars in Losers | 71 | 65 | 77 | 71 | 65 | 77 |
Bars Traded | 9628 | 4008 | 5620 | 9628 | 4008 | 5620 |
Profit Streak | 0 | 0 | 75.5925 | 0 | 0 | 75.5925 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320619 | -173785 | -557822 | -579692 | -346650 | -762043 |
{ "trading_pair": "NEO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9999, "evaluation_days": 2499.75, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1546387200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758960791054, "expiration_time": 1765194552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 146, "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": [ [ 381422.2310019165, 366087.0315063787, 15335.1994955378, -17.9642430192, 65839.6325475892, -65857.5967906083 ], [ 381.422231, 366.087032, 15.335199, -0.017964, 65.839633, -65.857597 ], [ 0.152584, 0.146449, 0.006135, -7.0e-6, 0.020238, -0.04298 ], [ 10, 10, 10, 10, 10, 10 ], [ -115051, -95483, -103891, -106308, -116309, -108229 ], [ 1.47611, 2.005617, 1.035086, 0.999974, 1.20526, 0.816821 ], [ 111, 56, 55, 111, 56, 55 ], [ 53, 28, 25, 53, 28, 25 ], [ 58, 28, 30, 58, 28, 30 ], [ 47.747748, 50, 45.454545, 47.747748, 50, 45.454545 ], [ 1.615365, 2.005617, 1.242103, 1.094311, 1.20526, 0.980185 ], [ 105639, 105639, 55523, 48141, 48141, 38741 ], [ -65093, -51767, -65093, -64689, -64689, -51749 ], [ 86, 71, 102, 86, 71, 102 ], [ 102, 77, 131, 102, 77, 131 ], [ 71, 65, 77, 71, 65, 77 ], [ 9628, 4008, 5620, 9628, 4008, 5620 ], [ 0, 0, 75.592489, 0, 0, 75.592489 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320619, -173785, -557822, -579692, -346650, -762043 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9999, "evaluation_days": 2499.75, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1546387200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758960791054, "expiration_time": 1765194552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 146, "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) |
---|