| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 201252.1172 | 158885.7047 | 42366.4125 | 115679.7536 | -42934.3199 | 158614.0735 |
| Total P&L (%) | 201.2521 | 158.8857 | 42.3664 | 115.6798 | -42.9343 | 158.6141 |
| Avg Daily Profit (%) | 0.1932 | 0.1525 | 0.0407 | 0.0738 | -0.0538 | 0.0913 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82925 | -86851 | -9855 | -431575 | -452363 | -26278 |
| Profit Factor | 1.8153 | 1.7814 | 1.974 | 1.1259 | 0.9474 | 2.5427 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
| Profitability (%) | 55.6962 | 51.2821 | 60 | 55.6962 | 51.2821 | 60 |
| Ratio Avg Win / Avg Loss | 1.444 | 1.6923 | 1.316 | 0.8956 | 0.9 | 1.6952 |
| Largest Winning Trade | 90721 | 90721 | 15691 | 273642 | 273642 | 65890 |
| Largest Losing Trade | -63513 | -63513 | -7280 | -310673 | -310673 | -24156 |
| Avg Bars in Trades | 305 | 597 | 20 | 305 | 597 | 20 |
| Avg Bars in Winners | 179 | 371 | 19 | 179 | 371 | 19 |
| Avg Bars in Losers | 464 | 836 | 21 | 464 | 836 | 21 |
| Bars Traded | 24140 | 23311 | 829 | 24140 | 23311 | 829 |
| Profit Streak | 7.6231 | 0 | 7.7481 | 7.6231 | 0 | 7.7481 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -19965 | 388097 | -135670 | -207997 | -580591 | -64003 |
{
"trading_pair": "NEO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670346000000,
"first_datapoint_time": 1671213600000,
"last_datapoint_time": 1760346000000,
"evaluation_time": 1760349439800,
"expiration_time": 1766826000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 242,
"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": [
[
201252.1171975454,
158885.7047023519,
42366.4124951935,
115679.7535811743,
-42934.3198880861,
158614.0734692606
],
[
201.252117,
158.885705,
42.366412,
115.679754,
-42.93432,
158.614073
],
[
0.193201,
0.15253,
0.040672,
0.073815,
-0.053838,
0.091257
],
[
10,
10,
10,
10,
10,
10
],
[
-82925,
-86851,
-9855,
-431575,
-452363,
-26278
],
[
1.815329,
1.781392,
1.973967,
1.125858,
0.947405,
2.542733
],
[
79,
39,
40,
79,
39,
40
],
[
44,
20,
24,
44,
20,
24
],
[
35,
19,
16,
35,
19,
16
],
[
55.696203,
51.282051,
60,
55.696203,
51.282051,
60
],
[
1.444012,
1.692323,
1.315978,
0.895569,
0.900034,
1.695155
],
[
90721,
90721,
15691,
273642,
273642,
65890
],
[
-63513,
-63513,
-7280,
-310673,
-310673,
-24156
],
[
305,
597,
20,
305,
597,
20
],
[
179,
371,
19,
179,
371,
19
],
[
464,
836,
21,
464,
836,
21
],
[
24140,
23311,
829,
24140,
23311,
829
],
[
7.623146,
0,
7.748146,
7.623146,
0,
7.748146
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-19965,
388097,
-135670,
-207997,
-580591,
-64003
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670346000000,
"first_datapoint_time": 1671213600000,
"last_datapoint_time": 1760346000000,
"evaluation_time": 1760349439800,
"expiration_time": 1766826000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 242,
"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) |
|---|