Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057174.7547 | 895372.4138 | 161802.3409 | 21410642.1934 | 16533328.9024 | 4877313.291 |
Total P&L (%) | 1057.1748 | 895.3724 | 161.8023 | 21410.6422 | 16533.3289 | 4877.3133 |
Avg Daily Profit (%) | 0.4226 | 0.3579 | 0.0647 | 0.2149 | 0.2046 | 0.1563 |
Buy And Hold Return (%) | 439.8386 | 439.8386 | 439.8386 | 439.8386 | 439.8386 | 439.8386 |
Max Trade Drawdown | -120749 | -82364 | -93346 | -54753793 | -39439576 | -24168293 |
Profit Factor | 2.1648 | 3.1474 | 1.3298 | 1.1341 | 1.1968 | 1.0645 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 157 | 77 | 80 | 157 | 77 | 80 |
Losing Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Profitability (%) | 51.1401 | 50 | 52.2876 | 51.1401 | 50 | 52.2876 |
Ratio Avg Win / Avg Loss | 2.0683 | 3.1474 | 1.2134 | 1.0835 | 1.1968 | 0.9714 |
Largest Winning Trade | 352381 | 352381 | 54980 | 25070624 | 25070624 | 9604171 |
Largest Losing Trade | -29312 | -21006 | -29312 | -12252665 | -12252665 | -7518376 |
Avg Bars in Trades | 47 | 41 | 53 | 47 | 41 | 53 |
Avg Bars in Winners | 71 | 59 | 82 | 71 | 59 | 82 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 14689 | 6456 | 8233 | 14689 | 6456 | 8233 |
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 | 418077 | 324085 | -271538 | -63082 | 153382 | -143043 |
{ "trading_pair": "VET_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15010, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546588800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759254633027, "expiration_time": 1765732320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1057174.754657179, 895372.4138044768, 161802.3408527017, 21410642.193403065, 16533328.90236197, 4877313.291041078 ], [ 1057.174755, 895.372414, 161.802341, 21410.642193, 16533.328902, 4877.313291 ], [ 0.422588, 0.35791, 0.064678, 0.214933, 0.204632, 0.156317 ], [ 439.838628, 439.838628, 439.838628, 439.838628, 439.838628, 439.838628 ], [ -120749, -82364, -93346, -54753793, -39439576, -24168293 ], [ 2.164838, 3.147425, 1.329791, 1.134115, 1.196781, 1.064494 ], [ 307, 154, 153, 307, 154, 153 ], [ 157, 77, 80, 157, 77, 80 ], [ 150, 77, 73, 150, 77, 73 ], [ 51.140065, 50, 52.287582, 51.140065, 50, 52.287582 ], [ 2.068316, 3.147425, 1.213434, 1.083549, 1.196781, 0.97135 ], [ 352381, 352381, 54980, 25070624, 25070624, 9604171 ], [ -29312, -21006, -29312, -12252665, -12252665, -7518376 ], [ 47, 41, 53, 47, 41, 53 ], [ 71, 59, 82, 71, 59, 82 ], [ 23, 24, 22, 23, 24, 22 ], [ 14689, 6456, 8233, 14689, 6456, 8233 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 418077, 324085, -271538, -63082, 153382, -143043 ] ] }
{ "trading_pair": "VET_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15010, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546588800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759254633027, "expiration_time": 1765732320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|