| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 421816.9732 | 312837.9886 | 108978.9845 | 277517.8088 | 419059.3112 | -141541.5024 |
| Total P&L (%) | 421.817 | 312.838 | 108.979 | 277.5178 | 419.0593 | -141.5415 |
| Avg Daily Profit (%) | 0.1684 | 0.1249 | 0.0435 | 0.053 | 0.0658 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117278 | -131671 | -140074 | -361912 | -204772 | -442129 |
| Profit Factor | 1.5078 | 1.8535 | 1.2348 | 1.1486 | 1.5674 | 0.8747 |
| Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
| Winning Trades | 100 | 52 | 48 | 100 | 52 | 48 |
| Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
| Profitability (%) | 62.5 | 65 | 60 | 62.5 | 65 | 60 |
| Ratio Avg Win / Avg Loss | 0.9047 | 0.998 | 0.8232 | 0.6892 | 0.844 | 0.5831 |
| Largest Winning Trade | 77622 | 77622 | 37964 | 168882 | 168882 | 88240 |
| Largest Losing Trade | -60807 | -51853 | -60807 | -299014 | -115360 | -299014 |
| Avg Bars in Trades | 30 | 20 | 39 | 30 | 20 | 39 |
| Avg Bars in Winners | 25 | 16 | 35 | 25 | 16 | 35 |
| Avg Bars in Losers | 37 | 28 | 45 | 37 | 28 | 45 |
| Bars Traded | 4817 | 1632 | 3185 | 4817 | 1632 | 3185 |
| Profit Streak | 0 | 0 | 51.3017 | 0 | 0 | 51.3017 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 341875 | -42543 | -154112 | -178386 | -122044 | -598098 |
{
"trading_pair": "NEO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5011,
"evaluation_days": 2505.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1549238400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759475667448,
"expiration_time": 1765943856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 144,
"offset": 0,
"multiplier": 2.71827
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 138,
"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": [
[
421816.9731551895,
312837.9886487785,
108978.9845064107,
277517.8087959572,
419059.3111523202,
-141541.5023563631
],
[
421.816973,
312.837989,
108.978985,
277.517809,
419.059311,
-141.541502
],
[
0.168356,
0.124861,
0.043496,
0.053035,
0.065751,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-117278,
-131671,
-140074,
-361912,
-204772,
-442129
],
[
1.50783,
1.85352,
1.234818,
1.148583,
1.567447,
0.874661
],
[
160,
80,
80,
160,
80,
80
],
[
100,
52,
48,
100,
52,
48
],
[
60,
28,
32,
60,
28,
32
],
[
62.5,
65,
60,
62.5,
65,
60
],
[
0.904698,
0.998049,
0.823212,
0.68915,
0.84401,
0.583107
],
[
77622,
77622,
37964,
168882,
168882,
88240
],
[
-60807,
-51853,
-60807,
-299014,
-115360,
-299014
],
[
30,
20,
39,
30,
20,
39
],
[
25,
16,
35,
25,
16,
35
],
[
37,
28,
45,
37,
28,
45
],
[
4817,
1632,
3185,
4817,
1632,
3185
],
[
0,
0,
51.301706,
0,
0,
51.301707
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341875,
-42543,
-154112,
-178386,
-122044,
-598098
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5011,
"evaluation_days": 2505.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1549238400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759475667448,
"expiration_time": 1765943856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 144,
"offset": 0,
"multiplier": 2.71827
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 138,
"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) |
|---|