| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 998379.4603 | 959321.6722 | 39057.7881 | 751287.8166 | 520591.9797 | 230695.8369 |
| Total P&L (%) | 998.3795 | 959.3217 | 39.0578 | 751.2878 | 520.592 | 230.6958 |
| Avg Daily Profit (%) | 0.3986 | 0.383 | 0.0156 | 0.0855 | 0.0729 | 0.0478 |
| Buy And Hold Return (%) | 347.8911 | 347.8911 | 347.8911 | 347.8911 | 347.8911 | 347.8911 |
| Max Trade Drawdown | -85709 | -104461 | -48005 | -1566543 | -1440627 | -902049 |
| Profit Factor | 3.6191 | 5.3713 | 1.2415 | 1.1674 | 1.1965 | 1.1254 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 46.6667 | 43.3333 | 50 | 46.6667 | 43.3333 | 50 |
| Ratio Avg Win / Avg Loss | 4.1361 | 7.024 | 1.2415 | 1.3342 | 1.5647 | 1.1254 |
| Largest Winning Trade | 821862 | 821862 | 42319 | 1604506 | 1604506 | 718949 |
| Largest Losing Trade | -34033 | -34033 | -32658 | -709187 | -556850 | -709187 |
| Avg Bars in Trades | 75 | 63 | 87 | 75 | 63 | 87 |
| Avg Bars in Winners | 120 | 117 | 123 | 120 | 117 | 123 |
| Avg Bars in Losers | 36 | 22 | 51 | 36 | 22 | 51 |
| Bars Traded | 4531 | 1905 | 2626 | 4531 | 1905 | 2626 |
| 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 | -161505 | 421273 | -338115 | -295373 | -112386 | -377530 |
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5010,
"evaluation_days": 2505,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1552392000000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759451000326,
"expiration_time": 1765899360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 218,
"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": [
[
998379.4603209852,
959321.6722208471,
39057.7881001383,
751287.8165747236,
520591.9796543361,
230695.8369203871
],
[
998.37946,
959.321672,
39.057788,
751.287817,
520.59198,
230.695837
],
[
0.398555,
0.382963,
0.015592,
0.085529,
0.072901,
0.047757
],
[
347.891054,
347.891054,
347.891054,
347.891054,
347.891054,
347.891054
],
[
-85709,
-104461,
-48005,
-1566543,
-1440627,
-902049
],
[
3.619114,
5.371299,
1.241499,
1.167387,
1.196539,
1.125411
],
[
60,
30,
30,
60,
30,
30
],
[
28,
13,
15,
28,
13,
15
],
[
32,
17,
15,
32,
17,
15
],
[
46.666667,
43.333333,
50,
46.666667,
43.333333,
50
],
[
4.13613,
7.024007,
1.241499,
1.334157,
1.564705,
1.125411
],
[
821862,
821862,
42319,
1604506,
1604506,
718949
],
[
-34033,
-34033,
-32658,
-709187,
-556850,
-709187
],
[
75,
63,
87,
75,
63,
87
],
[
120,
117,
123,
120,
117,
123
],
[
36,
22,
51,
36,
22,
51
],
[
4531,
1905,
2626,
4531,
1905,
2626
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-161505,
421273,
-338115,
-295373,
-112386,
-377530
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5010,
"evaluation_days": 2505,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1552392000000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759451000326,
"expiration_time": 1765899360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 218,
"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) |
|---|