Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500842.2374 | 387026.9771 | 113815.2603 | 1141465.9416 | 505982.0304 | 635483.9112 |
Total P&L (%) | 500.8422 | 387.027 | 113.8153 | 1141.4659 | 505.982 | 635.4839 |
Avg Daily Profit (%) | 0.2004 | 0.1549 | 0.0455 | 0.1008 | 0.0721 | 0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79130 | -105166 | -69894 | -1753375 | -722038 | -1037012 |
Profit Factor | 1.7921 | 2.2642 | 1.349 | 1.2253 | 1.2053 | 1.2442 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 43.2836 | 43.2836 | 43.2836 | 43.2836 | 43.2836 | 43.2836 |
Ratio Avg Win / Avg Loss | 2.3483 | 2.9669 | 1.7676 | 1.6055 | 1.5793 | 1.6303 |
Largest Winning Trade | 151027 | 151027 | 64607 | 1089627 | 596499 | 1089627 |
Largest Losing Trade | -34640 | -24024 | -34640 | -636422 | -339095 | -636422 |
Avg Bars in Trades | 109 | 101 | 117 | 109 | 101 | 117 |
Avg Bars in Winners | 169 | 153 | 185 | 169 | 153 | 185 |
Avg Bars in Losers | 63 | 61 | 65 | 63 | 61 | 65 |
Bars Traded | 14617 | 6778 | 7839 | 14617 | 6778 | 7839 |
Profit Streak | 0 | 0 | 45.2428 | 0 | 0 | 45.2428 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330592 | -108024 | -249608 | -59464 | -215192 | -204059 |
{ "trading_pair": "NEO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545652800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759052981454, "expiration_time": 1765524672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 140, "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": [ [ 500842.2373859705, 387026.977073675, 113815.2603122955, 1141465.941632818, 505982.0304101958, 635483.9112226214 ], [ 500.842237, 387.026977, 113.81526, 1141.465942, 505.98203, 635.483911 ], [ 0.200391, 0.154852, 0.045538, 0.100833, 0.072113, 0.079868 ], [ 10, 10, 10, 10, 10, 10 ], [ -79130, -105166, -69894, -1753375, -722038, -1037012 ], [ 1.792093, 2.264195, 1.348959, 1.225254, 1.205272, 1.244181 ], [ 134, 67, 67, 134, 67, 67 ], [ 58, 29, 29, 58, 29, 29 ], [ 76, 38, 38, 76, 38, 38 ], [ 43.283582, 43.283582, 43.283582, 43.283582, 43.283582, 43.283582 ], [ 2.34826, 2.966876, 1.767601, 1.605506, 1.579322, 1.630306 ], [ 151027, 151027, 64607, 1089627, 596499, 1089627 ], [ -34640, -24024, -34640, -636422, -339095, -636422 ], [ 109, 101, 117, 109, 101, 117 ], [ 169, 153, 185, 169, 153, 185 ], [ 63, 61, 65, 63, 61, 65 ], [ 14617, 6778, 7839, 14617, 6778, 7839 ], [ 0, 0, 45.242841, 0, 0, 45.242841 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330592, -108024, -249608, -59464, -215192, -204059 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545652800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759052981454, "expiration_time": 1765524672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 140, "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) |
---|