Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443645.9031 | 430644.3512 | 13001.552 | 72012.1537 | 461864.8557 | -389852.7021 |
Total P&L (%) | 443.6459 | 430.6444 | 13.0016 | 72.0122 | 461.8649 | -389.8527 |
Avg Daily Profit (%) | 0.177 | 0.1718 | 0.0052 | 0.0216 | 0.0689 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127249 | -99656 | -111614 | -768707 | -623769 | -512024 |
Profit Factor | 1.3784 | 1.7937 | 1.0206 | 1.0193 | 1.2538 | 0.7968 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Profitability (%) | 45.4167 | 43.3333 | 47.5 | 45.4167 | 43.3333 | 47.5 |
Ratio Avg Win / Avg Loss | 1.6566 | 2.3456 | 1.1281 | 1.225 | 1.6396 | 0.8807 |
Largest Winning Trade | 165162 | 165162 | 59010 | 521232 | 521232 | 177732 |
Largest Losing Trade | -49837 | -33098 | -49837 | -281285 | -281285 | -212769 |
Avg Bars in Trades | 41 | 36 | 46 | 41 | 36 | 46 |
Avg Bars in Winners | 52 | 43 | 60 | 52 | 43 | 60 |
Avg Bars in Losers | 32 | 30 | 33 | 32 | 30 | 33 |
Bars Traded | 9908 | 4350 | 5558 | 9908 | 4350 | 5558 |
Profit Streak | 0 | 0 | 17.2441 | 0 | 0 | 17.2441 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308592 | 286353 | -456744 | -363817 | -102871 | -581416 |
{ "trading_pair": "NEO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10026, "evaluation_days": 2506.5, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1544572800000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759621891459, "expiration_time": 1766097648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 72, "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": [ [ 443645.9031455294, 430644.3511647834, 13001.5519807459, 72012.1536706143, 461864.8557315889, -389852.7020609751 ], [ 443.645903, 430.644351, 13.001552, 72.012154, 461.864856, -389.852702 ], [ 0.176998, 0.171811, 0.005187, 0.021642, 0.068888, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -127249, -99656, -111614, -768707, -623769, -512024 ], [ 1.378404, 1.7937, 1.020643, 1.019261, 1.253793, 0.796828 ], [ 240, 120, 120, 240, 120, 120 ], [ 109, 52, 57, 109, 52, 57 ], [ 131, 68, 63, 131, 68, 63 ], [ 45.416667, 43.333333, 47.5, 45.416667, 43.333333, 47.5 ], [ 1.656614, 2.345608, 1.128079, 1.224984, 1.639575, 0.880705 ], [ 165162, 165162, 59010, 521232, 521232, 177732 ], [ -49837, -33098, -49837, -281285, -281285, -212769 ], [ 41, 36, 46, 41, 36, 46 ], [ 52, 43, 60, 52, 43, 60 ], [ 32, 30, 33, 32, 30, 33 ], [ 9908, 4350, 5558, 9908, 4350, 5558 ], [ 0, 0, 17.244114, 0, 0, 17.244114 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308592, 286353, -456744, -363817, -102871, -581416 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10026, "evaluation_days": 2506.5, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1544572800000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759621891459, "expiration_time": 1766097648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 72, "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) |
---|