| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 470604.2003 | 402788.5665 | 67815.6338 | 220509.1087 | -169044.3835 | 389553.4922 |
| Total P&L (%) | 470.6042 | 402.7886 | 67.8156 | 220.5091 | -169.0444 | 389.5535 |
| Avg Daily Profit (%) | 0.1878 | 0.1607 | 0.0271 | 0.0465 | 0 | 0.0634 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -232761 | -109878 | -184373 | -2619469 | -2077543 | -1381789 |
| Profit Factor | 1.1596 | 1.2872 | 1.0439 | 1.011 | 0.9838 | 1.0406 |
| Total Trades | 1168 | 584 | 584 | 1168 | 584 | 584 |
| Winning Trades | 609 | 301 | 308 | 609 | 301 | 308 |
| Losing Trades | 559 | 283 | 276 | 559 | 283 | 276 |
| Profitability (%) | 52.1404 | 51.5411 | 52.7397 | 52.1404 | 51.5411 | 52.7397 |
| Ratio Avg Win / Avg Loss | 1.0644 | 1.2102 | 0.9354 | 0.928 | 0.925 | 0.9325 |
| Largest Winning Trade | 47444 | 47444 | 34418 | 497643 | 342284 | 497643 |
| Largest Losing Trade | -51697 | -27225 | -51697 | -568671 | -568671 | -456938 |
| Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
| Bars Traded | 14873 | 7430 | 7443 | 14873 | 7430 | 7443 |
| Profit Streak | 0 | 8.4566 | 0 | 0 | 8.4566 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -30704 | 393683 | -327656 | -334201 | -577133 | -282688 |
{
"trading_pair": "NEO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15035,
"evaluation_days": 2505.83,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1545105600000,
"last_datapoint_time": 1759608000000,
"evaluation_time": 1759618648607,
"expiration_time": 1766103120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.96787
}
}
} {
"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": [
[
470604.2002760668,
402788.5665012533,
67815.6337748133,
220509.1086943474,
-169044.3834616216,
389553.4921559684
],
[
470.6042,
402.788567,
67.815634,
220.509109,
-169.044383,
389.553492
],
[
0.187804,
0.160741,
0.027063,
0.046492,
0,
0.063405
],
[
10,
10,
10,
10,
10,
10
],
[
-232761,
-109878,
-184373,
-2619469,
-2077543,
-1381789
],
[
1.159643,
1.287163,
1.043888,
1.01101,
0.983792,
1.040585
],
[
1168,
584,
584,
1168,
584,
584
],
[
609,
301,
308,
609,
301,
308
],
[
559,
283,
276,
559,
283,
276
],
[
52.140411,
51.541096,
52.739726,
52.140411,
51.541096,
52.739726
],
[
1.064434,
1.21019,
0.935432,
0.928004,
0.924961,
0.932472
],
[
47444,
47444,
34418,
497643,
342284,
497643
],
[
-51697,
-27225,
-51697,
-568671,
-568671,
-456938
],
[
12,
12,
12,
12,
12,
12
],
[
12,
12,
12,
12,
12,
12
],
[
12,
12,
12,
12,
12,
12
],
[
14873,
7430,
7443,
14873,
7430,
7443
],
[
0,
8.456581,
0,
0,
8.456581,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-30704,
393683,
-327656,
-334201,
-577133,
-282688
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15035,
"evaluation_days": 2505.83,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1545105600000,
"last_datapoint_time": 1759608000000,
"evaluation_time": 1759618648607,
"expiration_time": 1766103120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.96787
}
}
}
| # | 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) |
|---|