| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 478362.0481 | 346739.3011 | 131622.7471 | 697525.0254 | 1762818.5762 | -1065293.5508 |
| Total P&L (%) | 478.362 | 346.7393 | 131.6227 | 697.525 | 1762.8186 | -1065.2936 |
| Avg Daily Profit (%) | 0.1908 | 0.1383 | 0.0525 | 0.0828 | 0.1167 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174721 | -103909 | -109401 | -5723866 | -3174646 | -3560398 |
| Profit Factor | 1.5787 | 2.0831 | 1.2598 | 1.0468 | 1.2952 | 0.8806 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Profitability (%) | 54.2254 | 54.9296 | 53.5211 | 54.2254 | 54.9296 | 53.5211 |
| Ratio Avg Win / Avg Loss | 1.3326 | 1.7092 | 1.0941 | 0.8837 | 1.0627 | 0.7647 |
| Largest Winning Trade | 48474 | 44898 | 48474 | 1690712 | 1243951 | 1690712 |
| Largest Losing Trade | -61337 | -24855 | -61337 | -1656017 | -876318 | -1656017 |
| Avg Bars in Trades | 50 | 34 | 66 | 50 | 34 | 66 |
| Avg Bars in Winners | 51 | 29 | 75 | 51 | 29 | 75 |
| Avg Bars in Losers | 49 | 41 | 57 | 49 | 41 | 57 |
| Bars Traded | 7212 | 2469 | 4744 | 7212 | 2469 | 4744 |
| Profit Streak | 37.8383 | 37.8383 | 44.505 | 37.8383 | 37.8383 | 44.505 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 404689 | -89979 | -208653 | -250709 | -122235 | -666447 |
{
"trading_pair": "NEO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7523,
"evaluation_days": 2507.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1547366400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759694833251,
"expiration_time": 1766179872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 177,
"offset": 0,
"multiplier": 4.4154
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 90,
"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": [
[
478362.0481339631,
346739.3010510424,
131622.7470829202,
697525.0254138866,
1762818.576180496,
-1065293.55076661
],
[
478.362048,
346.739301,
131.622747,
697.525025,
1762.818576,
-1065.293551
],
[
0.19076,
0.138272,
0.052488,
0.082834,
0.116697,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-174721,
-103909,
-109401,
-5723866,
-3174646,
-3560398
],
[
1.578652,
2.083074,
1.259847,
1.046833,
1.295219,
0.88061
],
[
142,
71,
71,
142,
71,
71
],
[
77,
39,
38,
77,
39,
38
],
[
65,
32,
33,
65,
32,
33
],
[
54.225352,
54.929577,
53.521127,
54.225352,
54.929577,
53.521127
],
[
1.332628,
1.709189,
1.094078,
0.88369,
1.062743,
0.76474
],
[
48474,
44898,
48474,
1690712,
1243951,
1690712
],
[
-61337,
-24855,
-61337,
-1656017,
-876318,
-1656017
],
[
50,
34,
66,
50,
34,
66
],
[
51,
29,
75,
51,
29,
75
],
[
49,
41,
57,
49,
41,
57
],
[
7212,
2469,
4744,
7212,
2469,
4744
],
[
37.838348,
37.838348,
44.505014,
37.838348,
37.838348,
44.505014
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
404689,
-89979,
-208653,
-250709,
-122235,
-666447
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7523,
"evaluation_days": 2507.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1547366400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759694833251,
"expiration_time": 1766179872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 177,
"offset": 0,
"multiplier": 4.4154
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 90,
"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) |
|---|