Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431922.648 | 379503.2896 | 52419.3584 | 126497.8664 | 25942.8663 | 100555.0001 |
Total P&L (%) | 431.9226 | 379.5033 | 52.4194 | 126.4979 | 25.9429 | 100.555 |
Avg Daily Profit (%) | 0.1726 | 0.1516 | 0.0209 | 0.0327 | 0.0092 | 0.0278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97280 | -89549 | -25020 | -1801541 | -1690357 | -193625 |
Profit Factor | 2.1861 | 2.2646 | 1.8186 | 1.0477 | 1.0111 | 1.328 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 60.3175 | 54.8387 | 65.625 | 60.3175 | 54.8387 | 65.625 |
Ratio Avg Win / Avg Loss | 1.4382 | 1.8649 | 0.9526 | 0.6893 | 0.8326 | 0.6956 |
Largest Winning Trade | 107822 | 107822 | 14172 | 902365 | 902365 | 73725 |
Largest Losing Trade | -89549 | -89549 | -24905 | -1647404 | -1647404 | -154136 |
Avg Bars in Trades | 75 | 147 | 5 | 75 | 147 | 5 |
Avg Bars in Winners | 45 | 94 | 5 | 45 | 94 | 5 |
Avg Bars in Losers | 121 | 211 | 7 | 121 | 211 | 7 |
Bars Traded | 4751 | 4564 | 187 | 4751 | 4564 | 187 |
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 | -139227 | 435802 | -163111 | -468647 | -393432 | -154870 |
{ "trading_pair": "NEO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5006, "evaluation_days": 2503, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1547380800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759236660172, "expiration_time": 1765721376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 101, "offset": 0, "multiplier": 2.90254 } }, "second_band": { "type": "kcu", "factors": { "length": 76, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 431922.6480375748, 379503.2896474412, 52419.3583901336, 126497.8663970917, 25942.8663332265, 100555.0000638653 ], [ 431.922648, 379.50329, 52.419358, 126.497866, 25.942866, 100.555 ], [ 0.172562, 0.151619, 0.020943, 0.032669, 0.009216, 0.027807 ], [ 10, 10, 10, 10, 10, 10 ], [ -97280, -89549, -25020, -1801541, -1690357, -193625 ], [ 2.186136, 2.264555, 1.81861, 1.047688, 1.011058, 1.328039 ], [ 63, 31, 32, 63, 31, 32 ], [ 38, 17, 21, 38, 17, 21 ], [ 25, 14, 11, 25, 14, 11 ], [ 60.31746, 54.83871, 65.625, 60.31746, 54.83871, 65.625 ], [ 1.438247, 1.864928, 0.952605, 0.689268, 0.832636, 0.695639 ], [ 107822, 107822, 14172, 902365, 902365, 73725 ], [ -89549, -89549, -24905, -1647404, -1647404, -154136 ], [ 75, 147, 5, 75, 147, 5 ], [ 45, 94, 5, 45, 94, 5 ], [ 121, 211, 7, 121, 211, 7 ], [ 4751, 4564, 187, 4751, 4564, 187 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139227, 435802, -163111, -468647, -393432, -154870 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5006, "evaluation_days": 2503, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1547380800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759236660172, "expiration_time": 1765721376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 101, "offset": 0, "multiplier": 2.90254 } }, "second_band": { "type": "kcu", "factors": { "length": 76, "offset": 0, "scalar": 4 } } }
# | 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) |
---|