Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621345.1713 | 451275.6967 | 170069.4746 | 4097154.8085 | 2788096.2756 | 1309058.5328 |
Total P&L (%) | 621.3452 | 451.2757 | 170.0695 | 4097.1548 | 2788.0963 | 1309.0585 |
Avg Daily Profit (%) | 0.2482 | 0.1803 | 0.0679 | 0.1494 | 0.1345 | 0.1057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87871 | -69316 | -110669 | -2809041 | -1045589 | -2345155 |
Profit Factor | 1.6538 | 2.2049 | 1.2954 | 1.3173 | 1.4946 | 1.18 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 105 | 58 | 47 | 105 | 58 | 47 |
Losing Trades | 99 | 44 | 55 | 99 | 44 | 55 |
Profitability (%) | 51.4706 | 56.8627 | 46.0784 | 51.4706 | 56.8627 | 46.0784 |
Ratio Avg Win / Avg Loss | 1.5593 | 1.6727 | 1.5158 | 1.2421 | 1.1339 | 1.3808 |
Largest Winning Trade | 69637 | 69637 | 58593 | 1052674 | 996144 | 1052674 |
Largest Losing Trade | -25606 | -21972 | -25606 | -716157 | -504952 | -716157 |
Avg Bars in Trades | 23 | 16 | 29 | 23 | 16 | 29 |
Avg Bars in Winners | 26 | 16 | 39 | 26 | 16 | 39 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 4746 | 1692 | 3054 | 4746 | 1692 | 3054 |
Profit Streak | 53.0265 | 135.0265 | 0 | 53.0265 | 135.0265 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492537 | 485765 | -102574 | 328159 | -9996 | -75501 |
{ "trading_pair": "NEO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5006, "evaluation_days": 2503, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1548547200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759279086666, "expiration_time": 1765721376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 128, "offset": 0, "multiplier": 2.74221 } }, "second_band": { "type": "zlma", "factors": { "length": 39, "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": [ [ 621345.1713038767, 451275.6967222395, 170069.4745816366, 4097154.8084540535, 2788096.275648406, 1309058.5328056477 ], [ 621.345171, 451.275697, 170.069475, 4097.154808, 2788.096276, 1309.058533 ], [ 0.24824, 0.180294, 0.067946, 0.149412, 0.134456, 0.105749 ], [ 10, 10, 10, 10, 10, 10 ], [ -87871, -69316, -110669, -2809041, -1045589, -2345155 ], [ 1.65382, 2.204922, 1.29536, 1.317334, 1.494639, 1.179951 ], [ 204, 102, 102, 204, 102, 102 ], [ 105, 58, 47, 105, 58, 47 ], [ 99, 44, 55, 99, 44, 55 ], [ 51.470588, 56.862745, 46.078431, 51.470588, 56.862745, 46.078431 ], [ 1.559316, 1.672699, 1.515847, 1.242058, 1.133864, 1.380793 ], [ 69637, 69637, 58593, 1052674, 996144, 1052674 ], [ -25606, -21972, -25606, -716157, -504952, -716157 ], [ 23, 16, 29, 23, 16, 29 ], [ 26, 16, 39, 26, 16, 39 ], [ 19, 16, 22, 19, 16, 22 ], [ 4746, 1692, 3054, 4746, 1692, 3054 ], [ 53.026466, 135.026466, 0, 53.026466, 135.026466, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 492537, 485765, -102574, 328159, -9996, -75501 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5006, "evaluation_days": 2503, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1548547200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759279086666, "expiration_time": 1765721376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 128, "offset": 0, "multiplier": 2.74221 } }, "second_band": { "type": "zlma", "factors": { "length": 39, "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) |
---|