| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1684265.7616 | 1514716.6935 | 169549.0681 | 30941822.5546 | 27098435.9869 | 3843386.5677 |
| Total P&L (%) | 1684.2658 | 1514.7167 | 169.5491 | 30941.8226 | 27098.436 | 3843.3866 |
| Avg Daily Profit (%) | 0.6732 | 0.6054 | 0.0678 | 0.2296 | 0.2243 | 0.147 |
| Buy And Hold Return (%) | 486.6633 | 486.6633 | 486.6633 | 486.6633 | 486.6633 | 486.6633 |
| Max Trade Drawdown | -76773 | -53413 | -50099 | -35443781 | -25184661 | -26772969 |
| Profit Factor | 4.6909 | 8.2286 | 1.687 | 1.2436 | 1.4268 | 1.0605 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Profitability (%) | 35.4839 | 34.0426 | 36.9565 | 35.4839 | 34.0426 | 36.9565 |
| Ratio Avg Win / Avg Loss | 8.5288 | 15.9429 | 2.8779 | 2.2611 | 2.7645 | 1.8091 |
| Largest Winning Trade | 945445 | 945445 | 60211 | 23438440 | 23438440 | 17016545 |
| Largest Losing Trade | -32180 | -21522 | -32180 | -12268717 | -6513516 | -12268717 |
| Avg Bars in Trades | 51 | 47 | 56 | 51 | 47 | 56 |
| Avg Bars in Winners | 120 | 111 | 127 | 120 | 111 | 127 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 4819 | 2221 | 2598 | 4819 | 2221 | 2598 |
| 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 | 415856 | 392232 | -270033 | 134777 | 147277 | -154296 |
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543795200000,
"first_datapoint_time": 1550232000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759946368479,
"expiration_time": 1766409984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 88,
"offset": 0,
"std": 1.43734
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 150,
"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": [
[
1684265.7616166046,
1514716.6934801731,
169549.0681364309,
30941822.55455114,
27098435.986885276,
3843386.567665887
],
[
1684.265762,
1514.716693,
169.549068,
30941.822555,
27098.435987,
3843.386568
],
[
0.673168,
0.605402,
0.067765,
0.229597,
0.224302,
0.146975
],
[
486.663273,
486.663273,
486.663273,
486.663273,
486.663273,
486.663273
],
[
-76773,
-53413,
-50099,
-35443781,
-25184661,
-26772969
],
[
4.690865,
8.228575,
1.687023,
1.243597,
1.426845,
1.060492
],
[
93,
47,
46,
93,
47,
46
],
[
33,
16,
17,
33,
16,
17
],
[
60,
31,
29,
60,
31,
29
],
[
35.483871,
34.042553,
36.956522,
35.483871,
34.042553,
36.956522
],
[
8.528846,
15.942865,
2.877863,
2.261086,
2.764512,
1.809075
],
[
945445,
945445,
60211,
23438440,
23438440,
17016545
],
[
-32180,
-21522,
-32180,
-12268717,
-6513516,
-12268717
],
[
51,
47,
56,
51,
47,
56
],
[
120,
111,
127,
120,
111,
127
],
[
14,
14,
14,
14,
14,
14
],
[
4819,
2221,
2598,
4819,
2221,
2598
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
415856,
392232,
-270033,
134777,
147277,
-154296
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543795200000,
"first_datapoint_time": 1550232000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759946368479,
"expiration_time": 1766409984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 88,
"offset": 0,
"std": 1.43734
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 150,
"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) |
|---|