| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 416149.7922 | 359673.1854 | 56476.6068 | 247899.6567 | 152106.298 | 95793.3586 |
| Total P&L (%) | 416.1498 | 359.6732 | 56.4766 | 247.8997 | 152.1063 | 95.7934 |
| Avg Daily Profit (%) | 0.1665 | 0.1439 | 0.0226 | 0.0499 | 0.037 | 0.0269 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -192931 | -97034 | -157378 | -2391689 | -1388204 | -1625571 |
| Profit Factor | 1.2885 | 1.5488 | 1.0718 | 1.0269 | 1.0353 | 1.0195 |
| Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
| Winning Trades | 150 | 77 | 73 | 150 | 77 | 73 |
| Losing Trades | 178 | 87 | 91 | 178 | 87 | 91 |
| Profitability (%) | 45.7317 | 46.9512 | 44.5122 | 45.7317 | 46.9512 | 44.5122 |
| Ratio Avg Win / Avg Loss | 1.529 | 1.7499 | 1.336 | 1.2186 | 1.1697 | 1.2709 |
| Largest Winning Trade | 63591 | 63591 | 51691 | 717505 | 266408 | 717505 |
| Largest Losing Trade | -49363 | -21078 | -49363 | -484065 | -261645 | -484065 |
| Avg Bars in Trades | 30 | 23 | 36 | 30 | 23 | 36 |
| Avg Bars in Winners | 38 | 29 | 48 | 38 | 29 | 48 |
| Avg Bars in Losers | 22 | 19 | 26 | 22 | 19 | 26 |
| Bars Traded | 9853 | 3929 | 5924 | 9853 | 3929 | 5924 |
| Profit Streak | 0 | 0 | 31.4089 | 0 | 0 | 31.4089 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 306520 | 41398 | -306466 | -317171 | -325791 | -357296 |
{
"trading_pair": "NEO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1544551200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758815326429,
"expiration_time": 1765194552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 84,
"offset": 0,
"multiplier": 2.92754
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 9,
"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": [
[
416149.7922235887,
359673.1854240109,
56476.6067995785,
247899.6566786832,
152106.2980495817,
95793.3586291017
],
[
416.149792,
359.673185,
56.476607,
247.899657,
152.106298,
95.793359
],
[
0.166477,
0.143884,
0.022593,
0.049887,
0.036998,
0.026882
],
[
10,
10,
10,
10,
10,
10
],
[
-192931,
-97034,
-157378,
-2391689,
-1388204,
-1625571
],
[
1.288497,
1.548754,
1.071759,
1.026901,
1.035287,
1.019531
],
[
328,
164,
164,
328,
164,
164
],
[
150,
77,
73,
150,
77,
73
],
[
178,
87,
91,
178,
87,
91
],
[
45.731707,
46.95122,
44.512195,
45.731707,
46.95122,
44.512195
],
[
1.529017,
1.749891,
1.336028,
1.218589,
1.16974,
1.270922
],
[
63591,
63591,
51691,
717505,
266408,
717505
],
[
-49363,
-21078,
-49363,
-484065,
-261645,
-484065
],
[
30,
23,
36,
30,
23,
36
],
[
38,
29,
48,
38,
29,
48
],
[
22,
19,
26,
22,
19,
26
],
[
9853,
3929,
5924,
9853,
3929,
5924
],
[
0,
0,
31.408871,
0,
0,
31.408871
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306520,
41398,
-306466,
-317171,
-325791,
-357296
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1544551200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758815326429,
"expiration_time": 1765194552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 84,
"offset": 0,
"multiplier": 2.92754
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 9,
"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) |
|---|