| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 610599.3231 | 483290.0438 | 127309.2793 | 1387806.2514 | 1312314.1394 | 75492.1119 |
| Total P&L (%) | 610.5993 | 483.29 | 127.3093 | 1387.8063 | 1312.3141 | 75.4921 |
| Avg Daily Profit (%) | 0.2441 | 0.1932 | 0.0509 | 0.108 | 0.1059 | 0.0225 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118635 | -96325 | -82991 | -1595821 | -1265084 | -1314134 |
| Profit Factor | 1.628 | 2.1811 | 1.2261 | 1.1462 | 1.3012 | 1.0147 |
| Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
| Winning Trades | 100 | 49 | 51 | 100 | 49 | 51 |
| Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
| Profitability (%) | 46.0829 | 44.9541 | 47.2222 | 46.0829 | 44.9541 | 47.2222 |
| Ratio Avg Win / Avg Loss | 1.9048 | 2.6708 | 1.3704 | 1.341 | 1.5932 | 1.1341 |
| Largest Winning Trade | 154773 | 154773 | 54930 | 962432 | 962432 | 517909 |
| Largest Losing Trade | -49727 | -29217 | -49727 | -633304 | -502623 | -633304 |
| Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
| Avg Bars in Winners | 61 | 51 | 71 | 61 | 51 | 71 |
| Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
| Bars Traded | 9873 | 4302 | 5571 | 9873 | 4302 | 5571 |
| Profit Streak | 0 | 0 | 16.251 | 0 | 0 | 16.251 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 399935 | 341502 | -125601 | -108518 | -52220 | -367461 |
{
"trading_pair": "NEO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10007,
"evaluation_days": 2501.75,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1544551200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759212089659,
"expiration_time": 1765674936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 41,
"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": [
[
610599.3230909033,
483290.0438082467,
127309.2792826564,
1387806.25137191,
1312314.1394311856,
75492.1119407247
],
[
610.599323,
483.290044,
127.309279,
1387.806251,
1312.314139,
75.492112
],
[
0.244069,
0.193181,
0.050888,
0.107978,
0.105895,
0.022484
],
[
10,
10,
10,
10,
10,
10
],
[
-118635,
-96325,
-82991,
-1595821,
-1265084,
-1314134
],
[
1.628049,
2.181133,
1.22611,
1.146196,
1.301152,
1.014701
],
[
217,
109,
108,
217,
109,
108
],
[
100,
49,
51,
100,
49,
51
],
[
117,
60,
57,
117,
60,
57
],
[
46.082949,
44.954128,
47.222222,
46.082949,
44.954128,
47.222222
],
[
1.904817,
2.670775,
1.370358,
1.341049,
1.593247,
1.134078
],
[
154773,
154773,
54930,
962432,
962432,
517909
],
[
-49727,
-29217,
-49727,
-633304,
-502623,
-633304
],
[
45,
39,
51,
45,
39,
51
],
[
61,
51,
71,
61,
51,
71
],
[
31,
29,
34,
31,
29,
34
],
[
9873,
4302,
5571,
9873,
4302,
5571
],
[
0,
0,
16.251038,
0,
0,
16.251038
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
399935,
341502,
-125601,
-108518,
-52220,
-367461
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10007,
"evaluation_days": 2501.75,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1544551200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759212089659,
"expiration_time": 1765674936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 41,
"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) |
|---|