| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1062866.3484 | 913251.9588 | 149614.3896 | 20128641.4671 | 11489579.3958 | 8639062.0713 |
| Total P&L (%) | 1062.8663 | 913.252 | 149.6144 | 20128.6415 | 11489.5794 | 8639.0621 |
| Avg Daily Profit (%) | 0.424 | 0.3643 | 0.0597 | 0.212 | 0.1898 | 0.1785 |
| Buy And Hold Return (%) | 471.8922 | 471.8922 | 471.8922 | 471.8922 | 471.8922 | 471.8922 |
| Max Trade Drawdown | -97894 | -67427 | -79426 | -26986319 | -23678343 | -17867939 |
| Profit Factor | 2.2142 | 3.2132 | 1.3233 | 1.1718 | 1.1801 | 1.1619 |
| Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
| Winning Trades | 117 | 61 | 56 | 117 | 61 | 56 |
| Losing Trades | 118 | 57 | 61 | 118 | 57 | 61 |
| Profitability (%) | 49.7872 | 51.6949 | 47.8632 | 49.7872 | 51.6949 | 47.8632 |
| Ratio Avg Win / Avg Loss | 2.2331 | 3.0025 | 1.4415 | 1.1818 | 1.1027 | 1.2656 |
| Largest Winning Trade | 361191 | 361191 | 62807 | 17939511 | 17939511 | 8635154 |
| Largest Losing Trade | -35663 | -35663 | -31100 | -15100350 | -15100350 | -4874337 |
| Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
| Avg Bars in Winners | 40 | 30 | 52 | 40 | 30 | 52 |
| Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
| Bars Traded | 7344 | 3125 | 4219 | 7344 | 3125 | 4219 |
| 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 | 363828 | 306734 | -279849 | -22270 | -14239 | -35671 |
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7520,
"evaluation_days": 2506.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1546675200000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759618132188,
"expiration_time": 1766090880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 127,
"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": [
[
1062866.3483647364,
913251.9588120555,
149614.3895526815,
20128641.46708406,
11489579.395762336,
8639062.07132173
],
[
1062.866348,
913.251959,
149.61439,
20128.641467,
11489.579396,
8639.062071
],
[
0.424015,
0.364329,
0.059687,
0.212047,
0.189782,
0.178499
],
[
471.892162,
471.892162,
471.892162,
471.892162,
471.892162,
471.892162
],
[
-97894,
-67427,
-79426,
-26986319,
-23678343,
-17867939
],
[
2.214164,
3.213198,
1.323316,
1.17179,
1.180073,
1.161887
],
[
235,
118,
117,
235,
118,
117
],
[
117,
61,
56,
117,
61,
56
],
[
118,
57,
61,
118,
57,
61
],
[
49.787234,
51.694915,
47.863248,
49.787234,
51.694915,
47.863248
],
[
2.233089,
3.002496,
1.441469,
1.181805,
1.102691,
1.265627
],
[
361191,
361191,
62807,
17939511,
17939511,
8635154
],
[
-35663,
-35663,
-31100,
-15100350,
-15100350,
-4874337
],
[
31,
26,
36,
31,
26,
36
],
[
40,
30,
52,
40,
30,
52
],
[
21,
22,
21,
21,
22,
21
],
[
7344,
3125,
4219,
7344,
3125,
4219
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
363828,
306734,
-279849,
-22270,
-14239,
-35671
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7520,
"evaluation_days": 2506.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1546675200000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759618132188,
"expiration_time": 1766090880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 127,
"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) |
|---|