Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1190037.7699 | 982793.5231 | 207244.2468 | 74751732.288 | 51420496.3069 | 23331235.9811 |
Total P&L (%) | 1190.0378 | 982.7935 | 207.2442 | 74751.7323 | 51420.4963 | 23331.236 |
Avg Daily Profit (%) | 0.4761 | 0.3932 | 0.0829 | 0.2651 | 0.2501 | 0.2185 |
Buy And Hold Return (%) | 485.3967 | 485.3967 | 485.3967 | 485.3967 | 485.3967 | 485.3967 |
Max Trade Drawdown | -93478 | -71392 | -66632 | -63092551 | -48024068 | -49403837 |
Profit Factor | 3.0305 | 4.7127 | 1.6449 | 1.3015 | 1.398 | 1.1965 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 46.988 | 45.7831 | 48.1928 | 46.988 | 45.7831 | 48.1928 |
Ratio Avg Win / Avg Loss | 3.419 | 5.5808 | 1.7682 | 1.4684 | 1.6555 | 1.2862 |
Largest Winning Trade | 269794 | 269794 | 59886 | 31927615 | 31927615 | 21284848 |
Largest Losing Trade | -32290 | -26824 | -32290 | -24343313 | -16449410 | -24343313 |
Avg Bars in Trades | 88 | 70 | 105 | 88 | 70 | 105 |
Avg Bars in Winners | 135 | 106 | 162 | 135 | 106 | 162 |
Avg Bars in Losers | 46 | 40 | 53 | 46 | 40 | 53 |
Bars Traded | 14662 | 5865 | 8797 | 14662 | 5865 | 8797 |
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 | 432258 | 308784 | -245951 | 301884 | 298382 | 100035 |
{ "trading_pair": "VET_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14997, "evaluation_days": 2499.5, "actual_first_datapoint_time": 1543665600000, "first_datapoint_time": 1547136000000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759688564428, "expiration_time": 1766158704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1190037.7698852988, 982793.5230730749, 207244.2468122239, 74751732.28795822, 51420496.30687399, 23331235.981084254 ], [ 1190.03777, 982.793523, 207.244247, 74751.732288, 51420.496307, 23331.235981 ], [ 0.47611, 0.393196, 0.082914, 0.265128, 0.250145, 0.218548 ], [ 485.396665, 485.396665, 485.396665, 485.396665, 485.396665, 485.396665 ], [ -93478, -71392, -66632, -63092551, -48024068, -49403837 ], [ 3.030506, 4.712703, 1.644881, 1.301502, 1.39801, 1.196495 ], [ 166, 83, 83, 166, 83, 83 ], [ 78, 38, 40, 78, 38, 40 ], [ 88, 45, 43, 88, 45, 43 ], [ 46.987952, 45.783133, 48.192771, 46.987952, 45.783133, 48.192771 ], [ 3.419033, 5.580832, 1.768247, 1.468361, 1.655538, 1.286232 ], [ 269794, 269794, 59886, 31927615, 31927615, 21284848 ], [ -32290, -26824, -32290, -24343313, -16449410, -24343313 ], [ 88, 70, 105, 88, 70, 105 ], [ 135, 106, 162, 135, 106, 162 ], [ 46, 40, 53, 46, 40, 53 ], [ 14662, 5865, 8797, 14662, 5865, 8797 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 432258, 308784, -245951, 301884, 298382, 100035 ] ] }
{ "trading_pair": "VET_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14997, "evaluation_days": 2499.5, "actual_first_datapoint_time": 1543665600000, "first_datapoint_time": 1547136000000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759688564428, "expiration_time": 1766158704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|