Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497784.468 | 409895.3466 | 87889.1214 | 343661.7432 | 495182.3068 | -151520.5636 |
Total P&L (%) | 497.7845 | 409.8953 | 87.8891 | 343.6617 | 495.1823 | -151.5206 |
Avg Daily Profit (%) | 0.199 | 0.1639 | 0.0351 | 0.0596 | 0.0713 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124375 | -130339 | -42123 | -1423576 | -1197953 | -543568 |
Profit Factor | 1.7921 | 1.8209 | 1.6807 | 1.0826 | 1.156 | 0.8466 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 75.6522 | 70.1754 | 81.0345 | 75.6522 | 70.1754 | 81.0345 |
Ratio Avg Win / Avg Loss | 0.5768 | 0.7739 | 0.3934 | 0.3484 | 0.4913 | 0.1981 |
Largest Winning Trade | 84696 | 84696 | 13856 | 434520 | 434520 | 75789 |
Largest Losing Trade | -70226 | -70226 | -34137 | -794465 | -794465 | -354901 |
Avg Bars in Trades | 62 | 119 | 6 | 62 | 119 | 6 |
Avg Bars in Winners | 29 | 58 | 4 | 29 | 58 | 4 |
Avg Bars in Losers | 164 | 263 | 12 | 164 | 263 | 12 |
Bars Traded | 7158 | 6805 | 353 | 7158 | 6805 | 353 |
Profit Streak | 79.022 | 79.022 | 138.022 | 79.022 | 79.022 | 138.022 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493181 | -168081 | -319955 | -239262 | -324370 | -755182 |
{ "trading_pair": "NEO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1542902400000, "first_datapoint_time": 1543852800000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759019502576, "expiration_time": 1765472256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 34, "offset": 138, "scalar": 2 } } }
{ "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": [ [ 497784.467996474, 409895.3466401392, 87889.1213563346, 343661.7432134096, 495182.3068464048, -151520.5636329955 ], [ 497.784468, 409.895347, 87.889121, 343.661743, 495.182307, -151.520564 ], [ 0.199008, 0.163871, 0.035137, 0.059582, 0.071335, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -124375, -130339, -42123, -1423576, -1197953, -543568 ], [ 1.792142, 1.820946, 1.680746, 1.082572, 1.155989, 0.846561 ], [ 115, 57, 58, 115, 57, 58 ], [ 87, 40, 47, 87, 40, 47 ], [ 28, 17, 11, 28, 17, 11 ], [ 75.652174, 70.175439, 81.034483, 75.652174, 70.175439, 81.034483 ], [ 0.576781, 0.773902, 0.393366, 0.348414, 0.491295, 0.198131 ], [ 84696, 84696, 13856, 434520, 434520, 75789 ], [ -70226, -70226, -34137, -794465, -794465, -354901 ], [ 62, 119, 6, 62, 119, 6 ], [ 29, 58, 4, 29, 58, 4 ], [ 164, 263, 12, 164, 263, 12 ], [ 7158, 6805, 353, 7158, 6805, 353 ], [ 79.02202, 79.02202, 138.02202, 79.022021, 79.022021, 138.022021 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 493181, -168081, -319955, -239262, -324370, -755182 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1542902400000, "first_datapoint_time": 1543852800000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759019502576, "expiration_time": 1765472256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 34, "offset": 138, "scalar": 2 } } }
# | 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) |
---|