| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 383780.4347 | 330611.0336 | 53169.4011 | 233327.0006 | 512279.1657 | -278952.1651 |
| Total P&L (%) | 383.7804 | 330.611 | 53.1694 | 233.327 | 512.2792 | -278.9522 |
| Avg Daily Profit (%) | 0.1535 | 0.1323 | 0.0213 | 0.0482 | 0.0725 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -146224 | -152617 | -103743 | -740058 | -605126 | -490903 |
| Profit Factor | 1.4299 | 1.7315 | 1.1206 | 1.0654 | 1.2852 | 0.8423 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
| Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
| Profitability (%) | 47.3333 | 44 | 50.6667 | 47.3333 | 44 | 50.6667 |
| Ratio Avg Win / Avg Loss | 1.591 | 2.2037 | 1.0911 | 1.1855 | 1.6357 | 0.8201 |
| Largest Winning Trade | 82959 | 82959 | 52280 | 352103 | 352103 | 217088 |
| Largest Losing Trade | -35440 | -30803 | -35440 | -250080 | -198188 | -250080 |
| Avg Bars in Trades | 96 | 98 | 94 | 96 | 98 | 94 |
| Avg Bars in Winners | 132 | 135 | 129 | 132 | 135 | 129 |
| Avg Bars in Losers | 65 | 70 | 59 | 65 | 70 | 59 |
| Bars Traded | 14526 | 7423 | 7103 | 14526 | 7423 | 7103 |
| Profit Streak | 49.1951 | 106.5285 | 0 | 49.1951 | 106.5285 | 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 | 342894 | -71520 | -310278 | -276798 | -152936 | -637649 |
{
"trading_pair": "NEO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14999,
"evaluation_days": 2499.83,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1546560000000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759092058371,
"expiration_time": 1765569168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 88,
"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": [
[
383780.4347009409,
330611.0336061277,
53169.4010948132,
233327.0005931933,
512279.1657034321,
-278952.1651102387
],
[
383.780435,
330.611034,
53.169401,
233.327001,
512.279166,
-278.952165
],
[
0.153523,
0.132253,
0.021269,
0.048173,
0.072512,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-146224,
-152617,
-103743,
-740058,
-605126,
-490903
],
[
1.429883,
1.731475,
1.120627,
1.065447,
1.285162,
0.842281
],
[
150,
75,
75,
150,
75,
75
],
[
71,
33,
38,
71,
33,
38
],
[
79,
42,
37,
79,
42,
37
],
[
47.333333,
44,
50.666667,
47.333333,
44,
50.666667
],
[
1.590997,
2.203696,
1.091136,
1.185498,
1.635661,
0.820116
],
[
82959,
82959,
52280,
352103,
352103,
217088
],
[
-35440,
-30803,
-35440,
-250080,
-198188,
-250080
],
[
96,
98,
94,
96,
98,
94
],
[
132,
135,
129,
132,
135,
129
],
[
65,
70,
59,
65,
70,
59
],
[
14526,
7423,
7103,
14526,
7423,
7103
],
[
49.19512,
106.528453,
0,
49.19512,
106.528453,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342894,
-71520,
-310278,
-276798,
-152936,
-637649
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14999,
"evaluation_days": 2499.83,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1546560000000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759092058371,
"expiration_time": 1765569168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 88,
"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) |
|---|