| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 462492.7008 | 378043.8208 | 84448.8801 | 513627.5137 | 285368.2501 | 228259.2636 |
| Total P&L (%) | 462.4927 | 378.0438 | 84.4489 | 513.6275 | 285.3683 | 228.2593 |
| Avg Daily Profit (%) | 0.1849 | 0.1512 | 0.0338 | 0.0726 | 0.054 | 0.0475 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84056 | -108815 | -95436 | -797642 | -397497 | -587571 |
| Profit Factor | 1.6035 | 2.0697 | 1.2045 | 1.1683 | 1.2023 | 1.139 |
| Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
| Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Profitability (%) | 44.1379 | 43.8356 | 44.4444 | 44.1379 | 43.8356 | 44.4444 |
| Ratio Avg Win / Avg Loss | 2.0295 | 2.6518 | 1.5057 | 1.4786 | 1.5405 | 1.4238 |
| Largest Winning Trade | 136799 | 136799 | 51312 | 306345 | 285831 | 306345 |
| Largest Losing Trade | -41005 | -28968 | -41005 | -498180 | -124990 | -498180 |
| Avg Bars in Trades | 51 | 49 | 52 | 51 | 49 | 52 |
| Avg Bars in Winners | 75 | 73 | 78 | 75 | 73 | 78 |
| Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
| Bars Traded | 7400 | 3647 | 3753 | 7400 | 3647 | 3753 |
| 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 | 310735 | -63216 | -228785 | -132935 | -194615 | -278632 |
{
"trading_pair": "NEO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542902400000,
"first_datapoint_time": 1545206400000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758945528851,
"expiration_time": 1765412928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 49,
"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": [
[
462492.7008293365,
378043.8207722467,
84448.8800570897,
513627.5136702608,
285368.2501140307,
228259.2635562302
],
[
462.492701,
378.043821,
84.44888,
513.627514,
285.36825,
228.259264
],
[
0.184948,
0.151177,
0.033771,
0.072576,
0.053961,
0.047544
],
[
10,
10,
10,
10,
10,
10
],
[
-84056,
-108815,
-95436,
-797642,
-397497,
-587571
],
[
1.603523,
2.069696,
1.204522,
1.168281,
1.202339,
1.139025
],
[
145,
73,
72,
145,
73,
72
],
[
64,
32,
32,
64,
32,
32
],
[
81,
41,
40,
81,
41,
40
],
[
44.137931,
43.835616,
44.444444,
44.137931,
43.835616,
44.444444
],
[
2.029459,
2.651798,
1.505652,
1.478605,
1.540496,
1.423782
],
[
136799,
136799,
51312,
306345,
285831,
306345
],
[
-41005,
-28968,
-41005,
-498180,
-124990,
-498180
],
[
51,
49,
52,
51,
49,
52
],
[
75,
73,
78,
75,
73,
78
],
[
31,
31,
31,
31,
31,
31
],
[
7400,
3647,
3753,
7400,
3647,
3753
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310735,
-63216,
-228785,
-132935,
-194615,
-278632
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542902400000,
"first_datapoint_time": 1545206400000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758945528851,
"expiration_time": 1765412928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 49,
"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) |
|---|