Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870588.1033 | 737533.8535 | 133054.2498 | 6940901.6406 | 7706659.0149 | -765757.3743 |
Total P&L (%) | 870.5881 | 737.5339 | 133.0543 | 6940.9016 | 7706.659 | -765.7574 |
Avg Daily Profit (%) | 0.4179 | 0.354 | 0.0639 | 0.2044 | 0.2094 | 0 |
Buy And Hold Return (%) | 244.897 | 244.897 | 244.897 | 244.897 | 244.897 | 244.897 |
Max Trade Drawdown | -119091 | -79224 | -97980 | -21516411 | -11039264 | -15145268 |
Profit Factor | 2.6411 | 4.0759 | 1.4577 | 1.1192 | 1.2734 | 0.9745 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 43.2203 | 37.2881 | 49.1525 | 43.2203 | 37.2881 | 49.1525 |
Ratio Avg Win / Avg Loss | 3.4696 | 6.855 | 1.5079 | 1.4704 | 2.1416 | 1.0081 |
Largest Winning Trade | 260430 | 260430 | 62636 | 13412819 | 13412819 | 5132904 |
Largest Losing Trade | -46733 | -18372 | -46733 | -5402125 | -3051810 | -5402125 |
Avg Bars in Trades | 209 | 184 | 233 | 209 | 184 | 233 |
Avg Bars in Winners | 368 | 360 | 375 | 368 | 360 | 375 |
Avg Bars in Losers | 87 | 80 | 97 | 87 | 80 | 97 |
Bars Traded | 24685 | 10897 | 13788 | 24685 | 10897 | 13788 |
Profit Streak | 0 | 0 | 20.2033 | 0 | 0 | 20.2033 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359863 | -168531 | -447726 | -83616 | -172751 | -755566 |
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579946400000, "first_datapoint_time": 1580947200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760014368093, "expiration_time": 1766491200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 74, "offset": 0, "poles": 3 } } }
{ "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": [ [ 870588.1033101724, 737533.8535476793, 133054.2497624935, 6940901.640611265, 7706659.014893416, -765757.3742821448 ], [ 870.588103, 737.533854, 133.05425, 6940.901641, 7706.659015, -765.757374 ], [ 0.417883, 0.354017, 0.063866, 0.204416, 0.209382, 0 ], [ 244.897011, 244.897011, 244.897011, 244.897011, 244.897011, 244.897011 ], [ -119091, -79224, -97980, -21516411, -11039264, -15145268 ], [ 2.641056, 4.075918, 1.457659, 1.119235, 1.273358, 0.974491 ], [ 118, 59, 59, 118, 59, 59 ], [ 51, 22, 29, 51, 22, 29 ], [ 67, 37, 30, 67, 37, 30 ], [ 43.220339, 37.288136, 49.152542, 43.220339, 37.288136, 49.152542 ], [ 3.469622, 6.854953, 1.507923, 1.470367, 2.141556, 1.008094 ], [ 260430, 260430, 62636, 13412819, 13412819, 5132904 ], [ -46733, -18372, -46733, -5402125, -3051810, -5402125 ], [ 209, 184, 233, 209, 184, 233 ], [ 368, 360, 375, 368, 360, 375 ], [ 87, 80, 97, 87, 80, 97 ], [ 24685, 10897, 13788, 24685, 10897, 13788 ], [ 0, 0, 20.203334, 0, 0, 20.203334 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359863, -168531, -447726, -83616, -172751, -755566 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579946400000, "first_datapoint_time": 1580947200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760014368093, "expiration_time": 1766491200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 74, "offset": 0, "poles": 3 } } }
# | 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) |
---|