| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 492436.3009 | 388196.8157 | 104239.4852 | 305510.868 | 102427.4206 | 203083.4474 |
| Total P&L (%) | 492.4363 | 388.1968 | 104.2395 | 305.5109 | 102.4274 | 203.0834 |
| Avg Daily Profit (%) | 0.2364 | 0.1863 | 0.05 | 0.0672 | 0.0339 | 0.0532 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117893 | -164493 | -33859 | -1332142 | -1498746 | -282233 |
| Profit Factor | 1.6159 | 1.6308 | 1.5659 | 1.0569 | 1.0248 | 1.163 |
| Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
| Winning Trades | 72 | 28 | 44 | 72 | 28 | 44 |
| Losing Trades | 101 | 58 | 43 | 101 | 58 | 43 |
| Profitability (%) | 41.6185 | 32.5581 | 50.5747 | 41.6185 | 32.5581 | 50.5747 |
| Ratio Avg Win / Avg Loss | 2.2667 | 3.3781 | 1.5303 | 1.4826 | 2.1229 | 1.1366 |
| Largest Winning Trade | 182635 | 182635 | 34746 | 895772 | 895772 | 157955 |
| Largest Losing Trade | -39590 | -39590 | -14586 | -646849 | -646849 | -203922 |
| Avg Bars in Trades | 141 | 252 | 31 | 141 | 252 | 31 |
| Avg Bars in Winners | 201 | 462 | 35 | 201 | 462 | 35 |
| Avg Bars in Losers | 98 | 151 | 27 | 98 | 151 | 27 |
| Bars Traded | 24451 | 21716 | 2735 | 24451 | 21716 | 2735 |
| Profit Streak | 10.222 | 0 | 14.8887 | 10.222 | 0 | 14.8887 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 334646 | 125460 | -122932 | -262799 | -346858 | -162693 |
{
"trading_pair": "NEO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579370400000,
"first_datapoint_time": 1580169600000,
"last_datapoint_time": 1759435200000,
"evaluation_time": 1759439981846,
"expiration_time": 1765915200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 187,
"offset": 0,
"std": 1.55459
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 78,
"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": [
[
492436.3009133533,
388196.8157098368,
104239.4852035163,
305510.8679886647,
102427.4206039147,
203083.4473847497
],
[
492.436301,
388.196816,
104.239485,
305.510868,
102.427421,
203.083447
],
[
0.23637,
0.186335,
0.050035,
0.067222,
0.033856,
0.053238
],
[
10,
10,
10,
10,
10,
10
],
[
-117893,
-164493,
-33859,
-1332142,
-1498746,
-282233
],
[
1.615857,
1.630825,
1.565853,
1.056909,
1.024845,
1.163014
],
[
173,
86,
87,
173,
86,
87
],
[
72,
28,
44,
72,
28,
44
],
[
101,
58,
43,
101,
58,
43
],
[
41.618497,
32.55814,
50.574713,
41.618497,
32.55814,
50.574713
],
[
2.266688,
3.378138,
1.530266,
1.482608,
2.122893,
1.136582
],
[
182635,
182635,
34746,
895772,
895772,
157955
],
[
-39590,
-39590,
-14586,
-646849,
-646849,
-203922
],
[
141,
252,
31,
141,
252,
31
],
[
201,
462,
35,
201,
462,
35
],
[
98,
151,
27,
98,
151,
27
],
[
24451,
21716,
2735,
24451,
21716,
2735
],
[
10.222012,
0,
14.888679,
10.222012,
0,
14.888679
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334646,
125460,
-122932,
-262799,
-346858,
-162693
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579370400000,
"first_datapoint_time": 1580169600000,
"last_datapoint_time": 1759435200000,
"evaluation_time": 1759439981846,
"expiration_time": 1765915200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 187,
"offset": 0,
"std": 1.55459
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 78,
"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) |
|---|