Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787645.7069 | 738628.407 | 49017.2999 | 2112923.0252 | 1877971.364 | 234951.6612 |
Total P&L (%) | 787.6457 | 738.6284 | 49.0173 | 2112.923 | 1877.9714 | 234.9517 |
Avg Daily Profit (%) | 0.3782 | 0.3546 | 0.0235 | 0.1488 | 0.1434 | 0.0581 |
Buy And Hold Return (%) | 207.9465 | 207.9465 | 207.9465 | 207.9465 | 207.9465 | 207.9465 |
Max Trade Drawdown | -151836 | -150084 | -34321 | -5494928 | -5113125 | -1223775 |
Profit Factor | 2.517 | 2.6472 | 1.6924 | 1.1325 | 1.1365 | 1.1075 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 53.271 | 50.9434 | 55.5556 | 53.271 | 50.9434 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.2079 | 2.5492 | 1.3539 | 0.9934 | 1.0944 | 0.886 |
Largest Winning Trade | 318742 | 318742 | 7957 | 3004665 | 3004665 | 445050 |
Largest Losing Trade | -46346 | -46346 | -11713 | -2224102 | -2224102 | -596746 |
Avg Bars in Trades | 226 | 441 | 16 | 226 | 441 | 16 |
Avg Bars in Winners | 219 | 441 | 19 | 219 | 441 | 19 |
Avg Bars in Losers | 235 | 440 | 13 | 235 | 440 | 13 |
Bars Traded | 24286 | 23380 | 906 | 24286 | 23380 | 906 |
Profit Streak | 5.4045 | 0 | 58.5712 | 5.4045 | 0 | 58.5712 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481125 | -168144 | -503606 | -69003 | -251516 | -523200 |
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1580083200000, "first_datapoint_time": 1581912000000, "last_datapoint_time": 1760104800000, "evaluation_time": 1760110949311, "expiration_time": 1766583244800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 49, "offset": 0, "std": 4.65528 } }, "second_band": { "type": "linreg", "factors": { "length": 219, "offset": 36 } } }
{ "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": [ [ 787645.7069316277, 738628.407003746, 49017.2999278817, 2112923.025181128, 1877971.3639600074, 234951.6612211202 ], [ 787.645707, 738.628407, 49.0173, 2112.923025, 1877.971364, 234.951661 ], [ 0.378161, 0.354627, 0.023534, 0.148798, 0.143401, 0.058054 ], [ 207.946544, 207.946544, 207.946544, 207.946544, 207.946544, 207.946544 ], [ -151836, -150084, -34321, -5494928, -5113125, -1223775 ], [ 2.517039, 2.647226, 1.692415, 1.132514, 1.136484, 1.107515 ], [ 107, 53, 54, 107, 53, 54 ], [ 57, 27, 30, 57, 27, 30 ], [ 50, 26, 24, 50, 26, 24 ], [ 53.271028, 50.943396, 55.555556, 53.271028, 50.943396, 55.555556 ], [ 2.207929, 2.54918, 1.353932, 0.993433, 1.094392, 0.886012 ], [ 318742, 318742, 7957, 3004665, 3004665, 445050 ], [ -46346, -46346, -11713, -2224102, -2224102, -596746 ], [ 226, 441, 16, 226, 441, 16 ], [ 219, 441, 19, 219, 441, 19 ], [ 235, 440, 13, 235, 440, 13 ], [ 24286, 23380, 906, 24286, 23380, 906 ], [ 5.404506, 0, 58.571172, 5.404506, 0, 58.571173 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 481125, -168144, -503606, -69003, -251516, -523200 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1580083200000, "first_datapoint_time": 1581912000000, "last_datapoint_time": 1760104800000, "evaluation_time": 1760110949311, "expiration_time": 1766583244800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 49, "offset": 0, "std": 4.65528 } }, "second_band": { "type": "linreg", "factors": { "length": 219, "offset": 36 } } }
# | 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) |
---|