Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491713.371 | 400479.5002 | 91233.8708 | 279151.8317 | -1056479.462 | 1335631.2937 |
Total P&L (%) | 491.7134 | 400.4795 | 91.2339 | 279.1518 | -1056.4795 | 1335.6313 |
Avg Daily Profit (%) | 0.2361 | 0.1923 | 0.0438 | 0.064 | 0 | 0.128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242302 | -121417 | -188783 | -8786267 | -4825406 | -5642242 |
Profit Factor | 1.31 | 1.4794 | 1.1215 | 1.0086 | 0.9379 | 1.0855 |
Total Trades | 573 | 286 | 287 | 573 | 286 | 287 |
Winning Trades | 270 | 131 | 139 | 270 | 131 | 139 |
Losing Trades | 303 | 155 | 148 | 303 | 155 | 148 |
Profitability (%) | 47.1204 | 45.8042 | 48.4321 | 47.1204 | 45.8042 | 48.4321 |
Ratio Avg Win / Avg Loss | 1.4701 | 1.7505 | 1.1941 | 1.1318 | 1.1097 | 1.1558 |
Largest Winning Trade | 184736 | 184736 | 46355 | 2340539 | 1608634 | 2340539 |
Largest Losing Trade | -36272 | -28233 | -36272 | -1621223 | -890890 | -1621223 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 54 | 48 | 59 | 54 | 48 | 59 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 24815 | 11456 | 13359 | 24815 | 11456 | 13359 |
Profit Streak | 13.2584 | 0 | 14.7584 | 13.2584 | 0 | 14.7584 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379936 | 329591 | -220360 | -316089 | -579802 | -147238 |
{ "trading_pair": "NEO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1579507200000, "first_datapoint_time": 1580313600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759515129670, "expiration_time": 1765992326400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 17, "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": [ [ 491713.3710061883, 400479.5002323643, 91233.8707738238, 279151.831696945, -1056479.4620488584, 1335631.2937458078 ], [ 491.713371, 400.4795, 91.233871, 279.151832, -1056.479462, 1335.631294 ], [ 0.236098, 0.192291, 0.043806, 0.064014, 0, 0.128004 ], [ 10, 10, 10, 10, 10, 10 ], [ -242302, -121417, -188783, -8786267, -4825406, -5642242 ], [ 1.309977, 1.479424, 1.121491, 1.008557, 0.937872, 1.085529 ], [ 573, 286, 287, 573, 286, 287 ], [ 270, 131, 139, 270, 131, 139 ], [ 303, 155, 148, 303, 155, 148 ], [ 47.120419, 45.804196, 48.432056, 47.120419, 45.804196, 48.432056 ], [ 1.470085, 1.750463, 1.194105, 1.131826, 1.109696, 1.155816 ], [ 184736, 184736, 46355, 2340539, 1608634, 2340539 ], [ -36272, -28233, -36272, -1621223, -890890, -1621223 ], [ 43, 40, 46, 43, 40, 46 ], [ 54, 48, 59, 54, 48, 59 ], [ 33, 33, 33, 33, 33, 33 ], [ 24815, 11456, 13359, 24815, 11456, 13359 ], [ 13.258445, 0, 14.758445, 13.258445, 0, 14.758445 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 379936, 329591, -220360, -316089, -579802, -147238 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1579507200000, "first_datapoint_time": 1580313600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759515129670, "expiration_time": 1765992326400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 17, "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) |
---|