| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1153303.7801 | 971190.8332 | 182112.9469 | 32375804.7494 | 31113175.6405 | 1262629.1089 |
| Total P&L (%) | 1153.3038 | 971.1908 | 182.1129 | 32375.8047 | 31113.1756 | 1262.6291 |
| Avg Daily Profit (%) | 0.461 | 0.3882 | 0.0728 | 0.2314 | 0.2298 | 0.1045 |
| Buy And Hold Return (%) | 498.6518 | 498.6518 | 498.6518 | 498.6518 | 498.6518 | 498.6518 |
| Max Trade Drawdown | -93615 | -43395 | -93613 | -33656256 | -14596833 | -38153806 |
| Profit Factor | 2.9709 | 5.3185 | 1.5055 | 1.287 | 1.7102 | 1.0183 |
| Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
| Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
| Profitability (%) | 54.1284 | 58.1818 | 50 | 54.1284 | 58.1818 | 50 |
| Ratio Avg Win / Avg Loss | 2.5177 | 3.8226 | 1.5055 | 1.0906 | 1.2292 | 1.0183 |
| Largest Winning Trade | 411601 | 411601 | 68207 | 15984180 | 15984180 | 10823327 |
| Largest Losing Trade | -59814 | -36479 | -59814 | -27399667 | -11837528 | -27399667 |
| Avg Bars in Trades | 89 | 72 | 106 | 89 | 72 | 106 |
| Avg Bars in Winners | 99 | 72 | 132 | 99 | 72 | 132 |
| Avg Bars in Losers | 76 | 72 | 80 | 76 | 72 | 80 |
| Bars Traded | 9724 | 3986 | 5737 | 9724 | 3986 | 5737 |
| Profit Streak | 0 | 0 | 22.6354 | 0 | 0 | 22.6354 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 430690 | -168558 | -438591 | 328870 | -168572 | -436558 |
{
"trading_pair": "VET_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10008,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543644000000,
"first_datapoint_time": 1547618400000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759828499283,
"expiration_time": 1766301984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 35,
"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": [
[
1153303.7801474205,
971190.8332473824,
182112.9469000381,
32375804.749389376,
31113175.640456073,
1262629.1089333063
],
[
1153.30378,
971.190833,
182.112947,
32375.804749,
31113.17564,
1262.629109
],
[
0.460953,
0.388166,
0.072787,
0.231406,
0.229817,
0.104451
],
[
498.651802,
498.651802,
498.651802,
498.651802,
498.651802,
498.651802
],
[
-93615,
-43395,
-93613,
-33656256,
-14596833,
-38153806
],
[
2.970868,
5.318464,
1.505472,
1.286963,
1.710166,
1.018296
],
[
109,
55,
54,
109,
55,
54
],
[
59,
32,
27,
59,
32,
27
],
[
50,
23,
27,
50,
23,
27
],
[
54.12844,
58.181818,
50,
54.12844,
58.181818,
50
],
[
2.517685,
3.822646,
1.505472,
1.090647,
1.229182,
1.018296
],
[
411601,
411601,
68207,
15984180,
15984180,
10823327
],
[
-59814,
-36479,
-59814,
-27399667,
-11837528,
-27399667
],
[
89,
72,
106,
89,
72,
106
],
[
99,
72,
132,
99,
72,
132
],
[
76,
72,
80,
76,
72,
80
],
[
9724,
3986,
5737,
9724,
3986,
5737
],
[
0,
0,
22.635408,
0,
0,
22.635408
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
430690,
-168558,
-438591,
328870,
-168572,
-436558
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10008,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543644000000,
"first_datapoint_time": 1547618400000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759828499283,
"expiration_time": 1766301984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 35,
"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) |
|---|