| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 425888.8435 | 325569.4528 | 100319.3907 | 360527.6774 | 353343.1277 | 7184.5498 |
| Total P&L (%) | 425.8888 | 325.5695 | 100.3194 | 360.5277 | 353.3431 | 7.1846 |
| Avg Daily Profit (%) | 0.2044 | 0.1563 | 0.0482 | 0.0733 | 0.0726 | 0.0033 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98180 | -130533 | -89924 | -641025 | -657991 | -372421 |
| Profit Factor | 1.4565 | 1.7063 | 1.2126 | 1.1014 | 1.1997 | 1.004 |
| Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
| Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
| Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
| Profitability (%) | 46.4435 | 42.8571 | 50 | 46.4435 | 42.8571 | 50 |
| Ratio Avg Win / Avg Loss | 1.6796 | 2.2751 | 1.2126 | 1.2701 | 1.5996 | 1.004 |
| Largest Winning Trade | 152549 | 152549 | 52626 | 276435 | 276435 | 179732 |
| Largest Losing Trade | -38090 | -23633 | -38090 | -185836 | -185836 | -159390 |
| Avg Bars in Trades | 102 | 93 | 112 | 102 | 93 | 112 |
| Avg Bars in Winners | 133 | 122 | 142 | 133 | 122 | 142 |
| Avg Bars in Losers | 76 | 71 | 82 | 76 | 71 | 82 |
| Bars Traded | 24609 | 11104 | 13505 | 24609 | 11104 | 13505 |
| 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 | 348414 | 268745 | -129282 | -204162 | -98826 | -570481 |
{
"trading_pair": "NEO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1579888800000,
"first_datapoint_time": 1581213600000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759946603914,
"expiration_time": 1766418681600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 170,
"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": [
[
425888.8435286293,
325569.4528261579,
100319.3907024711,
360527.6774438011,
353343.1276626929,
7184.5497811081
],
[
425.888844,
325.569453,
100.319391,
360.527677,
353.343128,
7.18455
],
[
0.204443,
0.156286,
0.048157,
0.073338,
0.072583,
0.003331
],
[
10,
10,
10,
10,
10,
10
],
[
-98180,
-130533,
-89924,
-641025,
-657991,
-372421
],
[
1.456537,
1.706322,
1.212572,
1.101381,
1.199668,
1.004022
],
[
239,
119,
120,
239,
119,
120
],
[
111,
51,
60,
111,
51,
60
],
[
128,
68,
60,
128,
68,
60
],
[
46.443515,
42.857143,
50,
46.443515,
42.857143,
50
],
[
1.67961,
2.275096,
1.212572,
1.270061,
1.599557,
1.004022
],
[
152549,
152549,
52626,
276435,
276435,
179732
],
[
-38090,
-23633,
-38090,
-185836,
-185836,
-159390
],
[
102,
93,
112,
102,
93,
112
],
[
133,
122,
142,
133,
122,
142
],
[
76,
71,
82,
76,
71,
82
],
[
24609,
11104,
13505,
24609,
11104,
13505
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348414,
268745,
-129282,
-204162,
-98826,
-570481
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1579888800000,
"first_datapoint_time": 1581213600000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759946603914,
"expiration_time": 1766418681600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 170,
"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) |
|---|