| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1762346.6755 | 1670225.1375 | 92121.538 | 5509998.1196 | 4570091.8662 | 939906.2533 |
| Total P&L (%) | 1762.3467 | 1670.2251 | 92.1215 | 5509.9981 | 4570.0919 | 939.9063 |
| Avg Daily Profit (%) | 0.7026 | 0.6658 | 0.0367 | 0.1607 | 0.1533 | 0.0934 |
| Buy And Hold Return (%) | 483.7345 | 483.7345 | 483.7345 | 483.7345 | 483.7345 | 483.7345 |
| Max Trade Drawdown | -96916 | -64671 | -63772 | -6503189 | -3504709 | -5333653 |
| Profit Factor | 4.4279 | 8.2987 | 1.3229 | 1.2544 | 1.4788 | 1.0776 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
| Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
| Profitability (%) | 30.6667 | 31.5789 | 29.7297 | 30.6667 | 31.5789 | 29.7297 |
| Ratio Avg Win / Avg Loss | 10.0109 | 17.9805 | 3.1269 | 2.8359 | 3.204 | 2.547 |
| Largest Winning Trade | 1241641 | 1241641 | 57896 | 4008328 | 4008328 | 2854033 |
| Largest Losing Trade | -28151 | -21670 | -28151 | -1815882 | -1340937 | -1815882 |
| Avg Bars in Trades | 64 | 66 | 63 | 64 | 66 | 63 |
| Avg Bars in Winners | 152 | 148 | 156 | 152 | 148 | 156 |
| Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
| Bars Traded | 4869 | 2514 | 2355 | 4869 | 2514 | 2355 |
| 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 | -51627 | 384771 | -317247 | -60178 | 99924 | -218184 |
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5017,
"evaluation_days": 2508.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1547985600000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759744802660,
"expiration_time": 1766210832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 100,
"offset": 0,
"a": 0.7787
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 116,
"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": [
[
1762346.6754897877,
1670225.137521133,
92121.5379686545,
5509998.1195879355,
4570091.866248122,
939906.2533398158
],
[
1762.346675,
1670.225138,
92.121538,
5509.99812,
4570.091866,
939.906253
],
[
0.70255,
0.665826,
0.036724,
0.160669,
0.153347,
0.093395
],
[
483.734482,
483.734482,
483.734482,
483.734482,
483.734482,
483.734482
],
[
-96916,
-64671,
-63772,
-6503189,
-3504709,
-5333653
],
[
4.427879,
8.29871,
1.322913,
1.254357,
1.478765,
1.07757
],
[
75,
38,
37,
75,
38,
37
],
[
23,
12,
11,
23,
12,
11
],
[
52,
26,
26,
52,
26,
26
],
[
30.666667,
31.578947,
29.72973,
30.666667,
31.578947,
29.72973
],
[
10.010857,
17.980537,
3.126884,
2.835938,
3.20399,
2.546984
],
[
1241641,
1241641,
57896,
4008328,
4008328,
2854033
],
[
-28151,
-21670,
-28151,
-1815882,
-1340937,
-1815882
],
[
64,
66,
63,
64,
66,
63
],
[
152,
148,
156,
152,
148,
156
],
[
26,
28,
24,
26,
28,
24
],
[
4869,
2514,
2355,
4869,
2514,
2355
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-51627,
384771,
-317247,
-60178,
99924,
-218184
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5017,
"evaluation_days": 2508.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1547985600000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759744802660,
"expiration_time": 1766210832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 100,
"offset": 0,
"a": 0.7787
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 116,
"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) |
|---|