Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380799.4161 | 361734.5335 | 19064.8826 | -10857.7287 | 30674.4162 | -41532.145 |
Total P&L (%) | 380.7994 | 361.7345 | 19.0649 | -10.8577 | 30.6744 | -41.5321 |
Avg Daily Profit (%) | 0.1515 | 0.1439 | 0.0076 | -0.0046 | 0.0106 | -0.0213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147754 | -107248 | -124233 | -130691 | -130457 | -116221 |
Profit Factor | 1.4221 | 1.9168 | 1.0376 | 0.984 | 1.099 | 0.8872 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 50.8621 | 50 | 51.7241 | 50.8621 | 50 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.3739 | 1.9168 | 0.9684 | 0.9506 | 1.099 | 0.8281 |
Largest Winning Trade | 103579 | 103579 | 56862 | 44225 | 44225 | 33382 |
Largest Losing Trade | -55273 | -53602 | -55273 | -72404 | -72404 | -56357 |
Avg Bars in Trades | 63 | 51 | 76 | 63 | 51 | 76 |
Avg Bars in Winners | 64 | 48 | 80 | 64 | 48 | 80 |
Avg Bars in Losers | 62 | 53 | 72 | 62 | 53 | 72 |
Bars Traded | 7411 | 2971 | 4440 | 7411 | 2971 | 4440 |
Profit Streak | 61.92 | 0 | 88.5867 | 61.92 | 0 | 88.5867 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324563 | -177371 | -549959 | -579798 | -473386 | -759649 |
{ "trading_pair": "NEO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7542, "evaluation_days": 2514, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546502400000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760249087703, "expiration_time": 1766743488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 119, "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": [ [ 380799.4160605074, 361734.5334840242, 19064.8825764831, -10857.7287392583, 30674.4162372121, -41532.1449764703 ], [ 380.799416, 361.734533, 19.064883, -10.857729, 30.674416, -41.532145 ], [ 0.151472, 0.143888, 0.007583, -0.004572, 0.010643, -0.021346 ], [ 10, 10, 10, 10, 10, 10 ], [ -147754, -107248, -124233, -130691, -130457, -116221 ], [ 1.422086, 1.916762, 1.037558, 0.98399, 1.098966, 0.887213 ], [ 116, 58, 58, 116, 58, 58 ], [ 59, 29, 30, 59, 29, 30 ], [ 57, 29, 28, 57, 29, 28 ], [ 50.862069, 50, 51.724138, 50.862069, 50, 51.724138 ], [ 1.373879, 1.916762, 0.968388, 0.950634, 1.098966, 0.828065 ], [ 103579, 103579, 56862, 44225, 44225, 33382 ], [ -55273, -53602, -55273, -72404, -72404, -56357 ], [ 63, 51, 76, 63, 51, 76 ], [ 64, 48, 80, 64, 48, 80 ], [ 62, 53, 72, 62, 53, 72 ], [ 7411, 2971, 4440, 7411, 2971, 4440 ], [ 61.919996, 0, 88.586663, 61.919997, 0, 88.586663 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324563, -177371, -549959, -579798, -473386, -759649 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7542, "evaluation_days": 2514, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546502400000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760249087703, "expiration_time": 1766743488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 119, "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) |
---|