| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 492332.0898 | 398377.8256 | 93954.2642 | 863755.5474 | 611048.0291 | 252707.5183 |
| Total P&L (%) | 492.3321 | 398.3778 | 93.9543 | 863.7555 | 611.048 | 252.7075 |
| Avg Daily Profit (%) | 0.1963 | 0.1589 | 0.0375 | 0.0904 | 0.0783 | 0.0503 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119301 | -126441 | -99022 | -1472747 | -1481752 | -914072 |
| Profit Factor | 1.5224 | 1.9416 | 1.1809 | 1.1174 | 1.1721 | 1.0663 |
| Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
| Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
| Losing Trades | 145 | 74 | 71 | 145 | 74 | 71 |
| Profitability (%) | 47.2727 | 46.3768 | 48.1752 | 47.2727 | 46.3768 | 48.1752 |
| Ratio Avg Win / Avg Loss | 1.698 | 2.2449 | 1.2703 | 1.2463 | 1.3553 | 1.1471 |
| Largest Winning Trade | 87415 | 87415 | 67039 | 702536 | 702536 | 537682 |
| Largest Losing Trade | -35000 | -15728 | -35000 | -227717 | -227717 | -225281 |
| Avg Bars in Trades | 26 | 26 | 27 | 26 | 26 | 27 |
| Avg Bars in Winners | 39 | 38 | 41 | 39 | 38 | 41 |
| Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
| Bars Traded | 7396 | 3661 | 3735 | 7396 | 3661 | 3735 |
| Profit Streak | 0 | 0 | 23.1684 | 0 | 0 | 23.1684 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 388771 | 346940 | -164477 | -162639 | -120547 | -273410 |
{
"trading_pair": "NEO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7523,
"evaluation_days": 2507.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1544227200000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759694553773,
"expiration_time": 1766179872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 42,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 17,
"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": [
[
492332.0898269624,
398377.8255896384,
93954.2642373241,
863755.5474082048,
611048.02907172,
252707.5183364861
],
[
492.33209,
398.377826,
93.954264,
863.755547,
611.048029,
252.707518
],
[
0.19633,
0.158864,
0.037467,
0.09039,
0.078253,
0.050277
],
[
10,
10,
10,
10,
10,
10
],
[
-119301,
-126441,
-99022,
-1472747,
-1481752,
-914072
],
[
1.522361,
1.941555,
1.180888,
1.117365,
1.172138,
1.066331
],
[
275,
138,
137,
275,
138,
137
],
[
130,
64,
66,
130,
64,
66
],
[
145,
74,
71,
145,
74,
71
],
[
47.272727,
46.376812,
48.175182,
47.272727,
46.376812,
48.175182
],
[
1.698018,
2.244922,
1.270349,
1.246291,
1.355284,
1.147113
],
[
87415,
87415,
67039,
702536,
702536,
537682
],
[
-35000,
-15728,
-35000,
-227717,
-227717,
-225281
],
[
26,
26,
27,
26,
26,
27
],
[
39,
38,
41,
39,
38,
41
],
[
15,
16,
14,
15,
16,
14
],
[
7396,
3661,
3735,
7396,
3661,
3735
],
[
0,
0,
23.168446,
0,
0,
23.168446
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
388771,
346940,
-164477,
-162639,
-120547,
-273410
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7523,
"evaluation_days": 2507.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1544227200000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759694553773,
"expiration_time": 1766179872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 42,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 17,
"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) |
|---|