| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 409048.4213 | 375483.8935 | 33564.5278 | 98811.7768 | 129665.6317 | -30853.8549 |
| Total P&L (%) | 409.0484 | 375.4839 | 33.5645 | 98.8118 | 129.6656 | -30.8539 |
| Avg Daily Profit (%) | 0.1633 | 0.1499 | 0.0134 | 0.0274 | 0.0332 | -0.0147 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90129 | -80980 | -107785 | -164218 | -140323 | -132887 |
| Profit Factor | 1.4587 | 1.9652 | 1.0668 | 1.0745 | 1.2064 | 0.9558 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
| Losing Trades | 67 | 31 | 36 | 67 | 31 | 36 |
| Profitability (%) | 55.3333 | 58.6667 | 52 | 55.3333 | 58.6667 | 52 |
| Ratio Avg Win / Avg Loss | 1.1775 | 1.3845 | 0.9847 | 0.8674 | 0.8499 | 0.8822 |
| Largest Winning Trade | 139318 | 139318 | 53006 | 135261 | 135261 | 83787 |
| Largest Losing Trade | -53291 | -50293 | -53291 | -92913 | -92913 | -67472 |
| Avg Bars in Trades | 48 | 37 | 59 | 48 | 37 | 59 |
| Avg Bars in Winners | 49 | 31 | 69 | 49 | 31 | 69 |
| Avg Bars in Losers | 46 | 45 | 47 | 46 | 45 | 47 |
| Bars Traded | 7249 | 2796 | 4453 | 7249 | 2796 | 4453 |
| 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 | 354169 | -45909 | -383200 | -294961 | -206260 | -637476 |
{
"trading_pair": "NEO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7516,
"evaluation_days": 2505.33,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1546876800000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759503888245,
"expiration_time": 1765972224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 134,
"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": [
[
409048.4212829705,
375483.8935072455,
33564.5277757252,
98811.7767633501,
129665.631688739,
-30853.8549253887
],
[
409.048421,
375.483894,
33.564528,
98.811777,
129.665632,
-30.853855
],
[
0.163271,
0.149874,
0.013397,
0.027433,
0.033193,
-0.014725
],
[
10,
10,
10,
10,
10,
10
],
[
-90129,
-80980,
-107785,
-164218,
-140323,
-132887
],
[
1.458657,
1.965157,
1.066755,
1.074531,
1.206375,
0.955764
],
[
150,
75,
75,
150,
75,
75
],
[
83,
44,
39,
83,
44,
39
],
[
67,
31,
36,
67,
31,
36
],
[
55.333333,
58.666667,
52,
55.333333,
58.666667,
52
],
[
1.17747,
1.384542,
0.984697,
0.867392,
0.849946,
0.882244
],
[
139318,
139318,
53006,
135261,
135261,
83787
],
[
-53291,
-50293,
-53291,
-92913,
-92913,
-67472
],
[
48,
37,
59,
48,
37,
59
],
[
49,
31,
69,
49,
31,
69
],
[
46,
45,
47,
46,
45,
47
],
[
7249,
2796,
4453,
7249,
2796,
4453
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354169,
-45909,
-383200,
-294961,
-206260,
-637476
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7516,
"evaluation_days": 2505.33,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1546876800000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759503888245,
"expiration_time": 1765972224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 134,
"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) |
|---|