Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619477.9995 | 474824.7575 | 144653.242 | 1846056.5796 | 2451477.1518 | -605420.5722 |
Total P&L (%) | 619.478 | 474.8248 | 144.6532 | 1846.0566 | 2451.4772 | -605.4206 |
Avg Daily Profit (%) | 0.2475 | 0.1897 | 0.0578 | 0.1186 | 0.1295 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112889 | -97416 | -118365 | -3584673 | -2896931 | -3884984 |
Profit Factor | 1.3848 | 1.686 | 1.1576 | 1.0693 | 1.2205 | 0.961 |
Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
Winning Trades | 216 | 111 | 105 | 216 | 111 | 105 |
Losing Trades | 200 | 97 | 103 | 200 | 97 | 103 |
Profitability (%) | 51.9231 | 53.3654 | 50.4808 | 51.9231 | 53.3654 | 50.4808 |
Ratio Avg Win / Avg Loss | 1.2822 | 1.4733 | 1.1356 | 0.9901 | 1.0666 | 0.9427 |
Largest Winning Trade | 79538 | 79538 | 52108 | 1130469 | 728815 | 1130469 |
Largest Losing Trade | -50873 | -21852 | -50873 | -1163828 | -501723 | -1163828 |
Avg Bars in Trades | 17 | 14 | 20 | 17 | 14 | 20 |
Avg Bars in Winners | 18 | 13 | 24 | 18 | 13 | 24 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 7289 | 3050 | 4240 | 7289 | 3050 | 4240 |
Profit Streak | 41.5814 | 47.2481 | 41.5814 | 41.5814 | 47.2481 | 41.5814 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480378 | 444664 | -160590 | -175813 | -17413 | -578480 |
{ "trading_pair": "NEO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7510, "evaluation_days": 2503.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547366400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759327034225, "expiration_time": 1765794240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 2.43086 } }, "second_band": { "type": "t3", "factors": { "length": 10, "offset": 0, "a": 0.678 } } }
{ "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": [ [ 619477.9994587894, 474824.757462591, 144653.2419961974, 1846056.5795954277, 2451477.151760889, -605420.5721654627 ], [ 619.477999, 474.824757, 144.653242, 1846.05658, 2451.477152, -605.420572 ], [ 0.247462, 0.189677, 0.057784, 0.118648, 0.129482, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -112889, -97416, -118365, -3584673, -2896931, -3884984 ], [ 1.384806, 1.685962, 1.157636, 1.06934, 1.220501, 0.960954 ], [ 416, 208, 208, 416, 208, 208 ], [ 216, 111, 105, 216, 111, 105 ], [ 200, 97, 103, 200, 97, 103 ], [ 51.923077, 53.365385, 50.480769, 51.923077, 53.365385, 50.480769 ], [ 1.282228, 1.473318, 1.135586, 0.99013, 1.066564, 0.94265 ], [ 79538, 79538, 52108, 1130469, 728815, 1130469 ], [ -50873, -21852, -50873, -1163828, -501723, -1163828 ], [ 17, 14, 20, 17, 14, 20 ], [ 18, 13, 24, 18, 13, 24 ], [ 16, 15, 16, 16, 15, 16 ], [ 7289, 3050, 4240, 7289, 3050, 4240 ], [ 41.581414, 47.248081, 41.581414, 41.581415, 47.248081, 41.581415 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 480378, 444664, -160590, -175813, -17413, -578480 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7510, "evaluation_days": 2503.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547366400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759327034225, "expiration_time": 1765794240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 2.43086 } }, "second_band": { "type": "t3", "factors": { "length": 10, "offset": 0, "a": 0.678 } } }
# | 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) |
---|