| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1421603.2428 | 1461453.4659 | -39850.2232 | 205934.5479 | 690435.7075 | -484501.1596 |
| Total P&L (%) | 1421.6032 | 1461.4535 | -39.8502 | 205.9345 | 690.4357 | -484.5012 |
| Avg Daily Profit (%) | 0.5682 | 0.5842 | -0.0159 | 0.0447 | 0.0827 | 0 |
| Buy And Hold Return (%) | 364.2705 | 364.2705 | 364.2705 | 364.2705 | 364.2705 | 364.2705 |
| Max Trade Drawdown | -165593 | -143980 | -64227 | -3016200 | -2540789 | -738208 |
| Profit Factor | 2.6948 | 3.8765 | 0.8795 | 1.0285 | 1.1502 | 0.8166 |
| Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Profitability (%) | 44.2478 | 42.8571 | 45.614 | 44.2478 | 42.8571 | 45.614 |
| Ratio Avg Win / Avg Loss | 3.3955 | 5.1686 | 1.0486 | 1.2958 | 1.5336 | 0.9737 |
| Largest Winning Trade | 1037912 | 1037912 | 36501 | 2924584 | 2924584 | 357067 |
| Largest Losing Trade | -44280 | -44280 | -33543 | -1335693 | -1335693 | -615291 |
| Avg Bars in Trades | 84 | 137 | 31 | 84 | 137 | 31 |
| Avg Bars in Winners | 122 | 218 | 33 | 122 | 218 | 33 |
| Avg Bars in Losers | 53 | 76 | 29 | 53 | 76 | 29 |
| Bars Traded | 9505 | 7716 | 1788 | 9505 | 7716 | 1788 |
| Profit Streak | 0 | 99.4492 | 0 | 0 | 99.4492 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 434905 | -166192 | -760872 | -490142 | -326184 | -762539 |
{
"trading_pair": "VET_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10007,
"evaluation_days": 2501.75,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1545523200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759207607256,
"expiration_time": 1765674936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 44,
"offset": 0,
"std": 1.7608
}
}
} {
"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": [
[
1421603.2427603318,
1461453.4659165873,
-39850.2231562553,
205934.5478989233,
690435.7074835162,
-484501.1595845924
],
[
1421.603243,
1461.453466,
-39.850223,
205.934548,
690.435707,
-484.50116
],
[
0.568244,
0.584172,
-0.015929,
0.044707,
0.082673,
0
],
[
364.270523,
364.270523,
364.270523,
364.270523,
364.270523,
364.270523
],
[
-165593,
-143980,
-64227,
-3016200,
-2540789,
-738208
],
[
2.694844,
3.876481,
0.879501,
1.028451,
1.150227,
0.816642
],
[
113,
56,
57,
113,
56,
57
],
[
50,
24,
26,
50,
24,
26
],
[
63,
32,
31,
63,
32,
31
],
[
44.247788,
42.857143,
45.614035,
44.247788,
42.857143,
45.614035
],
[
3.395503,
5.168641,
1.048636,
1.295848,
1.533636,
0.973689
],
[
1037912,
1037912,
36501,
2924584,
2924584,
357067
],
[
-44280,
-44280,
-33543,
-1335693,
-1335693,
-615291
],
[
84,
137,
31,
84,
137,
31
],
[
122,
218,
33,
122,
218,
33
],
[
53,
76,
29,
53,
76,
29
],
[
9505,
7716,
1788,
9505,
7716,
1788
],
[
0,
99.449158,
0,
0,
99.449158,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
434905,
-166192,
-760872,
-490142,
-326184,
-762539
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10007,
"evaluation_days": 2501.75,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1545523200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759207607256,
"expiration_time": 1765674936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 44,
"offset": 0,
"std": 1.7608
}
}
}
| # | 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) |
|---|