| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 473424.0282 | 413170.6668 | 60253.3614 | 151230.9703 | 112635.7119 | 38595.2585 |
| Total P&L (%) | 473.424 | 413.1707 | 60.2534 | 151.231 | 112.6357 | 38.5953 |
| Avg Daily Profit (%) | 0.1892 | 0.1651 | 0.0241 | 0.0368 | 0.0302 | 0.013 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85998 | -80254 | -113850 | -269889 | -138704 | -154366 |
| Profit Factor | 1.4708 | 1.885 | 1.1119 | 1.0987 | 1.157 | 1.0474 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
| Losing Trades | 90 | 43 | 47 | 90 | 43 | 47 |
| Profitability (%) | 48.8636 | 51.1364 | 46.5909 | 48.8636 | 51.1364 | 46.5909 |
| Ratio Avg Win / Avg Loss | 1.5392 | 1.8012 | 1.2746 | 1.1499 | 1.1056 | 1.2007 |
| Largest Winning Trade | 109644 | 109644 | 57024 | 156684 | 91946 | 156684 |
| Largest Losing Trade | -54905 | -54608 | -54905 | -75154 | -75154 | -74394 |
| Avg Bars in Trades | 27 | 23 | 32 | 27 | 23 | 32 |
| Avg Bars in Winners | 29 | 21 | 37 | 29 | 21 | 37 |
| Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
| Bars Traded | 4905 | 2036 | 2869 | 4905 | 2036 | 2869 |
| Profit Streak | 0 | 0 | 27.9937 | 0 | 0 | 27.9937 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 378913 | 396270 | -259938 | -254854 | -200324 | -347236 |
{
"trading_pair": "NEO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1546344000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759189853255,
"expiration_time": 1765632384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 78,
"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": [
[
473424.0281829283,
413170.6667800497,
60253.3614028789,
151230.9703463853,
112635.7118761478,
38595.2584702376
],
[
473.424028,
413.170667,
60.253361,
151.23097,
112.635712,
38.595258
],
[
0.189218,
0.165136,
0.024082,
0.036825,
0.030157,
0.013046
],
[
10,
10,
10,
10,
10,
10
],
[
-85998,
-80254,
-113850,
-269889,
-138704,
-154366
],
[
1.47081,
1.884971,
1.111854,
1.098747,
1.156994,
1.047412
],
[
176,
88,
88,
176,
88,
88
],
[
86,
45,
41,
86,
45,
41
],
[
90,
43,
47,
90,
43,
47
],
[
48.863636,
51.136364,
46.590909,
48.863636,
51.136364,
46.590909
],
[
1.53922,
1.801194,
1.274565,
1.149852,
1.105572,
1.200692
],
[
109644,
109644,
57024,
156684,
91946,
156684
],
[
-54905,
-54608,
-54905,
-75154,
-75154,
-74394
],
[
27,
23,
32,
27,
23,
32
],
[
29,
21,
37,
29,
21,
37
],
[
26,
24,
28,
26,
24,
28
],
[
4905,
2036,
2869,
4905,
2036,
2869
],
[
0,
0,
27.993672,
0,
0,
27.993672
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
378913,
396270,
-259938,
-254854,
-200324,
-347236
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1546344000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759189853255,
"expiration_time": 1765632384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 78,
"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) |
|---|