| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 417336.4936 | 326991.1863 | 90345.3073 | 294256.4174 | 22132.6977 | 272123.7197 |
| Total P&L (%) | 417.3365 | 326.9912 | 90.3453 | 294.2564 | 22.1327 | 272.1237 |
| Avg Daily Profit (%) | 0.2003 | 0.157 | 0.0434 | 0.0659 | 0.0096 | 0.0631 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96852 | -101517 | -101202 | -1383328 | -1142594 | -988785 |
| Profit Factor | 1.2686 | 1.4052 | 1.121 | 1.0223 | 1.0031 | 1.0448 |
| Total Trades | 533 | 267 | 266 | 533 | 267 | 266 |
| Winning Trades | 281 | 137 | 144 | 281 | 137 | 144 |
| Losing Trades | 252 | 130 | 122 | 252 | 130 | 122 |
| Profitability (%) | 52.7205 | 51.3109 | 54.1353 | 52.7205 | 51.3109 | 54.1353 |
| Ratio Avg Win / Avg Loss | 1.1377 | 1.3334 | 0.9497 | 0.9168 | 0.9519 | 0.8852 |
| Largest Winning Trade | 104587 | 104587 | 44403 | 774463 | 774463 | 380927 |
| Largest Losing Trade | -26457 | -26457 | -21038 | -297761 | -297761 | -199434 |
| Avg Bars in Trades | 46 | 44 | 47 | 46 | 44 | 47 |
| Avg Bars in Winners | 47 | 48 | 47 | 47 | 48 | 47 |
| Avg Bars in Losers | 44 | 40 | 48 | 44 | 40 | 48 |
| Bars Traded | 24751 | 12014 | 12737 | 24751 | 12014 | 12737 |
| Profit Streak | 0 | 0 | 19.4222 | 0 | 0 | 19.4222 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 383524 | 323677 | -222178 | -299486 | -403234 | -279694 |
{
"trading_pair": "NEO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579384800000,
"first_datapoint_time": 1579968000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759457274366,
"expiration_time": 1765929600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 82,
"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": [
[
417336.4936442102,
326991.1863032107,
90345.3073409998,
294256.4173747214,
22132.6977142565,
272123.7196604635
],
[
417.336494,
326.991186,
90.345307,
294.256417,
22.132698,
272.12372
],
[
0.200322,
0.156956,
0.043366,
0.06587,
0.009597,
0.063095
],
[
10,
10,
10,
10,
10,
10
],
[
-96852,
-101517,
-101202,
-1383328,
-1142594,
-988785
],
[
1.268589,
1.405201,
1.120973,
1.022318,
1.003114,
1.044772
],
[
533,
267,
266,
533,
267,
266
],
[
281,
137,
144,
281,
137,
144
],
[
252,
130,
122,
252,
130,
122
],
[
52.72045,
51.310861,
54.135338,
52.72045,
51.310861,
54.135338
],
[
1.137667,
1.333403,
0.949713,
0.916812,
0.95186,
0.885154
],
[
104587,
104587,
44403,
774463,
774463,
380927
],
[
-26457,
-26457,
-21038,
-297761,
-297761,
-199434
],
[
46,
44,
47,
46,
44,
47
],
[
47,
48,
47,
47,
48,
47
],
[
44,
40,
48,
44,
40,
48
],
[
24751,
12014,
12737,
24751,
12014,
12737
],
[
0,
0,
19.422157,
0,
0,
19.422157
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
383524,
323677,
-222178,
-299486,
-403234,
-279694
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579384800000,
"first_datapoint_time": 1579968000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759457274366,
"expiration_time": 1765929600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 82,
"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) |
|---|