Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1507753.6776 | 1419907.5623 | 87846.1153 | 4290607.5406 | 7142896.3558 | -2852288.8152 |
Total P&L (%) | 1507.7537 | 1419.9076 | 87.8461 | 4290.6075 | 7142.8964 | -2852.2888 |
Avg Daily Profit (%) | 0.6025 | 0.5674 | 0.0351 | 0.1513 | 0.1713 | 0 |
Buy And Hold Return (%) | 465.081 | 465.081 | 465.081 | 465.081 | 465.081 | 465.081 |
Max Trade Drawdown | -152163 | -88413 | -108648 | -31273134 | -17654020 | -18693616 |
Profit Factor | 3.3205 | 5.0565 | 1.2931 | 1.0708 | 1.1971 | 0.8828 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 36.3636 | 29.5082 | 43.3333 | 36.3636 | 29.5082 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.8108 | 12.0794 | 1.691 | 1.8739 | 2.8597 | 1.1545 |
Largest Winning Trade | 969560 | 969560 | 59341 | 12917461 | 12917461 | 5117195 |
Largest Losing Trade | -47600 | -24981 | -47600 | -5197478 | -5197478 | -4096779 |
Avg Bars in Trades | 60 | 64 | 56 | 60 | 64 | 56 |
Avg Bars in Winners | 120 | 149 | 100 | 120 | 149 | 100 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 7326 | 3932 | 3394 | 7326 | 3932 | 3394 |
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 | 358154 | -155952 | -482396 | -138878 | -166744 | -750884 |
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7507, "evaluation_days": 2502.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547596800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759222955679, "expiration_time": 1765705248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 1.06752 } } }
{ "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": [ [ 1507753.677597463, 1419907.562261467, 87846.1153359958, 4290607.540567303, 7142896.355800021, -2852288.815232721 ], [ 1507.753678, 1419.907562, 87.846115, 4290.607541, 7142.896356, -2852.288815 ], [ 0.60254, 0.567434, 0.035106, 0.151256, 0.171291, 0 ], [ 465.081025, 465.081025, 465.081025, 465.081025, 465.081025, 465.081025 ], [ -152163, -88413, -108648, -31273134, -17654020, -18693616 ], [ 3.320472, 5.056474, 1.293087, 1.070817, 1.197075, 0.882829 ], [ 121, 61, 60, 121, 61, 60 ], [ 44, 18, 26, 44, 18, 26 ], [ 77, 43, 34, 77, 43, 34 ], [ 36.363636, 29.508197, 43.333333, 36.363636, 29.508197, 43.333333 ], [ 5.810827, 12.079355, 1.690961, 1.87393, 2.85968, 1.154468 ], [ 969560, 969560, 59341, 12917461, 12917461, 5117195 ], [ -47600, -24981, -47600, -5197478, -5197478, -4096779 ], [ 60, 64, 56, 60, 64, 56 ], [ 120, 149, 100, 120, 149, 100 ], [ 26, 28, 23, 26, 28, 23 ], [ 7326, 3932, 3394, 7326, 3932, 3394 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 358154, -155952, -482396, -138878, -166744, -750884 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7507, "evaluation_days": 2502.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547596800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759222955679, "expiration_time": 1765705248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 1.06752 } } }
# | 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) |
---|