Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448941.9184 | 340288.9842 | 108652.9342 | 507726.1708 | 259113.6913 | 248612.4795 |
Total P&L (%) | 448.9419 | 340.289 | 108.6529 | 507.7262 | 259.1137 | 248.6125 |
Avg Daily Profit (%) | 0.2156 | 0.1634 | 0.0522 | 0.0867 | 0.0614 | 0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189565 | -155132 | -85511 | -3551024 | -2604783 | -1096357 |
Profit Factor | 1.33 | 1.4473 | 1.1812 | 1.0368 | 1.0343 | 1.0399 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 192 | 90 | 102 | 192 | 90 | 102 |
Losing Trades | 250 | 131 | 119 | 250 | 131 | 119 |
Profitability (%) | 43.4389 | 40.724 | 46.1538 | 43.4389 | 40.724 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.7318 | 2.1066 | 1.3781 | 1.3501 | 1.5055 | 1.2132 |
Largest Winning Trade | 89053 | 89053 | 43620 | 1248141 | 1248141 | 497734 |
Largest Losing Trade | -27030 | -27030 | -25141 | -579375 | -579375 | -369547 |
Avg Bars in Trades | 56 | 76 | 36 | 56 | 76 | 36 |
Avg Bars in Winners | 76 | 110 | 47 | 76 | 110 | 47 |
Avg Bars in Losers | 40 | 52 | 27 | 40 | 52 | 27 |
Bars Traded | 24837 | 16796 | 8041 | 24837 | 16796 | 8041 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320082 | 230296 | -145334 | -257036 | -295586 | -290356 |
{ "trading_pair": "NEO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579521600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758862566333, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 71, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 448941.9184067384, 340288.9841727717, 108652.9342339669, 507726.1707929986, 259113.6912612505, 248612.4795317464 ], [ 448.941918, 340.288984, 108.652934, 507.726171, 259.113691, 248.61248 ], [ 0.215578, 0.163404, 0.052174, 0.086691, 0.06141, 0.059984 ], [ 10, 10, 10, 10, 10, 10 ], [ -189565, -155132, -85511, -3551024, -2604783, -1096357 ], [ 1.33001, 1.447287, 1.181208, 1.036849, 1.034329, 1.039903 ], [ 442, 221, 221, 442, 221, 221 ], [ 192, 90, 102, 192, 90, 102 ], [ 250, 131, 119, 250, 131, 119 ], [ 43.438914, 40.723982, 46.153846, 43.438914, 40.723982, 46.153846 ], [ 1.731784, 2.106607, 1.378076, 1.350064, 1.505523, 1.21322 ], [ 89053, 89053, 43620, 1248141, 1248141, 497734 ], [ -27030, -27030, -25141, -579375, -579375, -369547 ], [ 56, 76, 36, 56, 76, 36 ], [ 76, 110, 47, 76, 110, 47 ], [ 40, 52, 27, 40, 52, 27 ], [ 24837, 16796, 8041, 24837, 16796, 8041 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320082, 230296, -145334, -257036, -295586, -290356 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579521600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758862566333, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 71, "offset": 0, "scalar": 1 } } }
# | 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) |
---|