| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1643757.4973 | 1479441.8348 | 164315.6625 | 15558025.6328 | 14051555.3632 | 1506470.2696 |
| Total P&L (%) | 1643.7575 | 1479.4418 | 164.3157 | 15558.0256 | 14051.5554 | 1506.4703 |
| Avg Daily Profit (%) | 0.7893 | 0.7104 | 0.0789 | 0.2429 | 0.2381 | 0.1334 |
| Buy And Hold Return (%) | 244.4584 | 244.4584 | 244.4584 | 244.4584 | 244.4584 | 244.4584 |
| Max Trade Drawdown | -104844 | -69408 | -82458 | -37177725 | -19518827 | -31602118 |
| Profit Factor | 4.5222 | 7.1146 | 1.7312 | 1.1213 | 1.2085 | 1.0248 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Profitability (%) | 37.5 | 35.4167 | 39.5833 | 37.5 | 35.4167 | 39.5833 |
| Ratio Avg Win / Avg Loss | 7.5371 | 12.9737 | 2.6423 | 1.8689 | 2.2037 | 1.5641 |
| Largest Winning Trade | 1062086 | 1062086 | 61577 | 26382120 | 26382120 | 14462467 |
| Largest Losing Trade | -28930 | -21677 | -28930 | -8524581 | -6835155 | -8524581 |
| Avg Bars in Trades | 254 | 224 | 284 | 254 | 224 | 284 |
| Avg Bars in Winners | 541 | 464 | 609 | 541 | 464 | 609 |
| Avg Bars in Losers | 82 | 93 | 71 | 82 | 93 | 71 |
| Bars Traded | 24445 | 10788 | 13657 | 24445 | 10788 | 13657 |
| 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 | 566262 | 529683 | -254068 | -82144 | 122986 | -211201 |
{
"trading_pair": "VET_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1579111200000,
"first_datapoint_time": 1580673600000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759122197261,
"expiration_time": 1765596326400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 45,
"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": [
[
1643757.4973099504,
1479441.8348133236,
164315.6624966263,
15558025.632775776,
14051555.363223586,
1506470.269552185
],
[
1643.757497,
1479.441835,
164.315662,
15558.025633,
14051.555363,
1506.47027
],
[
0.789255,
0.710358,
0.078897,
0.242943,
0.238074,
0.133409
],
[
244.458438,
244.458438,
244.458438,
244.458438,
244.458438,
244.458438
],
[
-104844,
-69408,
-82458,
-37177725,
-19518827,
-31602118
],
[
4.52223,
7.114613,
1.731172,
1.121338,
1.208485,
1.024769
],
[
96,
48,
48,
96,
48,
48
],
[
36,
17,
19,
36,
17,
19
],
[
60,
31,
29,
60,
31,
29
],
[
37.5,
35.416667,
39.583333,
37.5,
35.416667,
39.583333
],
[
7.53705,
12.973706,
2.642315,
1.868897,
2.203709,
1.56412
],
[
1062086,
1062086,
61577,
26382120,
26382120,
14462467
],
[
-28930,
-21677,
-28930,
-8524581,
-6835155,
-8524581
],
[
254,
224,
284,
254,
224,
284
],
[
541,
464,
609,
541,
464,
609
],
[
82,
93,
71,
82,
93,
71
],
[
24445,
10788,
13657,
24445,
10788,
13657
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
566262,
529683,
-254068,
-82144,
122986,
-211201
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1579111200000,
"first_datapoint_time": 1580673600000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759122197261,
"expiration_time": 1765596326400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 45,
"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) |
|---|