| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 664589.7346 | 713478.6432 | -48888.9086 | -9406.3674 | 1418840.4147 | -1428246.782 |
| Total P&L (%) | 664.5897 | 713.4786 | -48.8889 | -9.4064 | 1418.8404 | -1428.2468 |
| Avg Daily Profit (%) | 0.2655 | 0.285 | -0.0195 | -0.0039 | 0.1087 | 0 |
| Buy And Hold Return (%) | 295.0857 | 295.0857 | 295.0857 | 295.0857 | 295.0857 | 295.0857 |
| Max Trade Drawdown | -172820 | -71443 | -134664 | -1398013 | -358024 | -1605180 |
| Profit Factor | 1.8706 | 3.5117 | 0.898 | 0.9974 | 2.4996 | 0.4709 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Profitability (%) | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 |
| Ratio Avg Win / Avg Loss | 1.9691 | 3.6965 | 0.9453 | 1.0499 | 2.6311 | 0.4957 |
| Largest Winning Trade | 335258 | 335258 | 56611 | 851509 | 851509 | 268884 |
| Largest Losing Trade | -81498 | -36516 | -81498 | -1193994 | -133651 | -1193994 |
| Avg Bars in Trades | 60 | 61 | 58 | 60 | 61 | 58 |
| Avg Bars in Winners | 75 | 74 | 76 | 75 | 74 | 76 |
| Avg Bars in Losers | 45 | 49 | 41 | 45 | 49 | 41 |
| Bars Traded | 4684 | 2396 | 2288 | 4684 | 2396 | 2288 |
| 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 | -32335 | 391919 | -581255 | -618387 | -44636 | -581255 |
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5007,
"evaluation_days": 2503.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1553688000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759318418719,
"expiration_time": 1765765872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 248,
"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": [
[
664589.7345508431,
713478.6431695772,
-48888.9086187341,
-9406.3673560709,
1418840.414672465,
-1428246.7820285358
],
[
664.589735,
713.478643,
-48.888909,
-9.406367,
1418.840415,
-1428.246782
],
[
0.265464,
0.284992,
-0.019528,
-0.003946,
0.108728,
0
],
[
295.085734,
295.085734,
295.085734,
295.085734,
295.085734,
295.085734
],
[
-172820,
-71443,
-134664,
-1398013,
-358024,
-1605180
],
[
1.870621,
3.511693,
0.897997,
0.99742,
2.499554,
0.470942
],
[
78,
39,
39,
78,
39,
39
],
[
38,
19,
19,
38,
19,
19
],
[
40,
20,
20,
40,
20,
20
],
[
48.717949,
48.717949,
48.717949,
48.717949,
48.717949,
48.717949
],
[
1.969075,
3.696519,
0.94526,
1.049916,
2.631109,
0.495728
],
[
335258,
335258,
56611,
851509,
851509,
268884
],
[
-81498,
-36516,
-81498,
-1193994,
-133651,
-1193994
],
[
60,
61,
58,
60,
61,
58
],
[
75,
74,
76,
75,
74,
76
],
[
45,
49,
41,
45,
49,
41
],
[
4684,
2396,
2288,
4684,
2396,
2288
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-32335,
391919,
-581255,
-618387,
-44636,
-581255
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5007,
"evaluation_days": 2503.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1553688000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759318418719,
"expiration_time": 1765765872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 248,
"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) |
|---|