Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655575.0744 | 498896.6005 | 156678.4739 | 4156457.6112 | 3120619.7121 | 1035837.8991 |
Total P&L (%) | 655.5751 | 498.8966 | 156.6785 | 4156.4576 | 3120.6197 | 1035.8379 |
Avg Daily Profit (%) | 0.2622 | 0.1996 | 0.0627 | 0.1502 | 0.139 | 0.0972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85992 | -94015 | -73004 | -4124018 | -3439429 | -3050047 |
Profit Factor | 1.8852 | 2.4808 | 1.3881 | 1.1692 | 1.2413 | 1.089 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 46.3235 | 48.5294 | 44.1176 | 46.3235 | 48.5294 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.1844 | 2.6311 | 1.7582 | 1.3548 | 1.3166 | 1.3794 |
Largest Winning Trade | 117150 | 117150 | 60957 | 2547121 | 2283711 | 2547121 |
Largest Losing Trade | -29560 | -24322 | -29560 | -1704924 | -1376365 | -1704924 |
Avg Bars in Trades | 35 | 25 | 45 | 35 | 25 | 45 |
Avg Bars in Winners | 52 | 33 | 73 | 52 | 33 | 73 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 4839 | 1764 | 3075 | 4839 | 1764 | 3075 |
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 | 398832 | -97406 | -219257 | -27888 | -117105 | -297089 |
{ "trading_pair": "NEO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1545696000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759020346462, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 68, "offset": 0, "multiplier": 2.5983 } }, "second_band": { "type": "rma", "factors": { "length": 4, "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": [ [ 655575.0744278072, 498896.600508603, 156678.4739192041, 4156457.611174836, 3120619.7121217144, 1035837.8990531187 ], [ 655.575074, 498.896601, 156.678474, 4156.457611, 3120.619712, 1035.837899 ], [ 0.26223, 0.199559, 0.062671, 0.150154, 0.138983, 0.097245 ], [ 10, 10, 10, 10, 10, 10 ], [ -85992, -94015, -73004, -4124018, -3439429, -3050047 ], [ 1.885153, 2.480759, 1.388091, 1.169179, 1.241321, 1.089012 ], [ 136, 68, 68, 136, 68, 68 ], [ 63, 33, 30, 63, 33, 30 ], [ 73, 35, 38, 73, 35, 38 ], [ 46.323529, 48.529412, 44.117647, 46.323529, 48.529412, 44.117647 ], [ 2.184383, 2.631108, 1.758249, 1.354762, 1.316553, 1.379415 ], [ 117150, 117150, 60957, 2547121, 2283711, 2547121 ], [ -29560, -24322, -29560, -1704924, -1376365, -1704924 ], [ 35, 25, 45, 35, 25, 45 ], [ 52, 33, 73, 52, 33, 73 ], [ 21, 19, 23, 21, 19, 23 ], [ 4839, 1764, 3075, 4839, 1764, 3075 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 398832, -97406, -219257, -27888, -117105, -297089 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1545696000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759020346462, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 68, "offset": 0, "multiplier": 2.5983 } }, "second_band": { "type": "rma", "factors": { "length": 4, "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) |
---|