Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569040.8875 | 433747.4247 | 135293.4628 | 1681134.0578 | 540940.9276 | 1140193.1302 |
Total P&L (%) | 569.0409 | 433.7474 | 135.2935 | 1681.1341 | 540.9409 | 1140.1931 |
Avg Daily Profit (%) | 0.2275 | 0.1734 | 0.0541 | 0.1152 | 0.0743 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61638 | -100817 | -74624 | -1694543 | -943709 | -1288962 |
Profit Factor | 1.8178 | 2.3383 | 1.3639 | 1.2526 | 1.1659 | 1.3358 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 43.75 | 44.4444 | 43.0556 | 43.75 | 44.4444 | 43.0556 |
Ratio Avg Win / Avg Loss | 2.3371 | 2.9229 | 1.8039 | 1.6104 | 1.4573 | 1.7667 |
Largest Winning Trade | 149424 | 149424 | 48704 | 898500 | 898500 | 885653 |
Largest Losing Trade | -33804 | -26859 | -33804 | -1092739 | -322916 | -1092739 |
Avg Bars in Trades | 101 | 99 | 103 | 101 | 99 | 103 |
Avg Bars in Winners | 155 | 149 | 161 | 155 | 149 | 161 |
Avg Bars in Losers | 59 | 59 | 60 | 59 | 59 | 60 |
Bars Traded | 14627 | 7159 | 7468 | 14627 | 7159 | 7468 |
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 | 348191 | -69771 | -201256 | -39926 | -213015 | -138843 |
{ "trading_pair": "NEO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15007, "evaluation_days": 2501.17, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545436800000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759222210084, "expiration_time": 1765687824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 103, "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": [ [ 569040.8874855537, 433747.4246874662, 135293.4627980877, 1681134.0578285428, 540940.9276042162, 1140193.130224325 ], [ 569.040887, 433.747425, 135.293463, 1681.134058, 540.940928, 1140.19313 ], [ 0.22751, 0.173418, 0.054092, 0.115206, 0.074304, 0.100718 ], [ 10, 10, 10, 10, 10, 10 ], [ -61638, -100817, -74624, -1694543, -943709, -1288962 ], [ 1.817783, 2.338334, 1.363948, 1.252552, 1.165862, 1.335824 ], [ 144, 72, 72, 144, 72, 72 ], [ 63, 32, 31, 63, 32, 31 ], [ 81, 40, 41, 81, 40, 41 ], [ 43.75, 44.444444, 43.055556, 43.75, 44.444444, 43.055556 ], [ 2.337149, 2.922917, 1.803931, 1.610423, 1.457328, 1.766735 ], [ 149424, 149424, 48704, 898500, 898500, 885653 ], [ -33804, -26859, -33804, -1092739, -322916, -1092739 ], [ 101, 99, 103, 101, 99, 103 ], [ 155, 149, 161, 155, 149, 161 ], [ 59, 59, 60, 59, 59, 60 ], [ 14627, 7159, 7468, 14627, 7159, 7468 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348191, -69771, -201256, -39926, -213015, -138843 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15007, "evaluation_days": 2501.17, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545436800000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759222210084, "expiration_time": 1765687824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 103, "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) |
---|