| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1040825.2004 | 931525.4382 | 109299.7623 | 8521427.5354 | 4721189.4248 | 3800238.1106 |
| Total P&L (%) | 1040.8252 | 931.5254 | 109.2998 | 8521.4275 | 4721.1894 | 3800.2381 |
| Avg Daily Profit (%) | 0.4163 | 0.3726 | 0.0437 | 0.1784 | 0.1551 | 0.1466 |
| Buy And Hold Return (%) | 485.5655 | 485.5655 | 485.5655 | 485.5655 | 485.5655 | 485.5655 |
| Max Trade Drawdown | -132684 | -48449 | -102573 | -4500404 | -3111391 | -3899095 |
| Profit Factor | 2.4312 | 3.6733 | 1.2886 | 1.3927 | 1.3893 | 1.397 |
| Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
| Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
| Losing Trades | 95 | 46 | 49 | 95 | 46 | 49 |
| Profitability (%) | 48.0874 | 50 | 46.1538 | 48.0874 | 50 | 46.1538 |
| Ratio Avg Win / Avg Loss | 2.6246 | 3.6733 | 1.5033 | 1.5035 | 1.3893 | 1.6299 |
| Largest Winning Trade | 344120 | 344120 | 58670 | 3682553 | 3682553 | 2789844 |
| Largest Losing Trade | -38624 | -23233 | -38624 | -1712460 | -1587989 | -1712460 |
| Avg Bars in Trades | 53 | 46 | 59 | 53 | 46 | 59 |
| Avg Bars in Winners | 79 | 61 | 99 | 79 | 61 | 99 |
| Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
| Bars Traded | 9747 | 4304 | 5443 | 9747 | 4304 | 5443 |
| 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 | 316846 | 309371 | -300977 | 353854 | 287109 | 111917 |
{
"trading_pair": "VET_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1543622400000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759651215907,
"expiration_time": 1766124648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 151,
"offset": 42
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 108,
"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": [
[
1040825.2004027711,
931525.438151572,
109299.7622511998,
8521427.535443122,
4721189.424811907,
3800238.1106312145
],
[
1040.8252,
931.525438,
109.299762,
8521.427535,
4721.189425,
3800.238111
],
[
0.416288,
0.372573,
0.043716,
0.178415,
0.155129,
0.146638
],
[
485.565476,
485.565476,
485.565476,
485.565476,
485.565476,
485.565476
],
[
-132684,
-48449,
-102573,
-4500404,
-3111391,
-3899095
],
[
2.431199,
3.6733,
1.288554,
1.3927,
1.389287,
1.397024
],
[
183,
92,
91,
183,
92,
91
],
[
88,
46,
42,
88,
46,
42
],
[
95,
46,
49,
95,
46,
49
],
[
48.087432,
50,
46.153846,
48.087432,
50,
46.153846
],
[
2.62459,
3.6733,
1.503313,
1.503483,
1.389287,
1.629861
],
[
344120,
344120,
58670,
3682553,
3682553,
2789844
],
[
-38624,
-23233,
-38624,
-1712460,
-1587989,
-1712460
],
[
53,
46,
59,
53,
46,
59
],
[
79,
61,
99,
79,
61,
99
],
[
29,
32,
26,
29,
32,
26
],
[
9747,
4304,
5443,
9747,
4304,
5443
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316846,
309371,
-300977,
353854,
287109,
111917
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1543622400000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759651215907,
"expiration_time": 1766124648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 151,
"offset": 42
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 108,
"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) |
|---|