Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1446828.5577 | 1345457.1852 | 101371.3724 | 6145640.9504 | 1884567.4703 | 4261073.4801 |
Total P&L (%) | 1446.8286 | 1345.4572 | 101.3714 | 6145.641 | 1884.5675 | 4261.0735 |
Avg Daily Profit (%) | 0.5783 | 0.5378 | 0.0405 | 0.1654 | 0.1195 | 0.151 |
Buy And Hold Return (%) | 477.6933 | 477.6933 | 477.6933 | 477.6933 | 477.6933 | 477.6933 |
Max Trade Drawdown | -84287 | -53017 | -60030 | -5701581 | -4415535 | -4414789 |
Profit Factor | 4.6718 | 8.4302 | 1.476 | 1.2919 | 1.1569 | 1.4713 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 41.3793 | 34.4828 | 48.2759 | 41.3793 | 34.4828 | 48.2759 |
Ratio Avg Win / Avg Loss | 6.6184 | 16.0175 | 1.5814 | 1.8302 | 2.198 | 1.5763 |
Largest Winning Trade | 962086 | 962086 | 55113 | 3758886 | 3758886 | 3730912 |
Largest Losing Trade | -37971 | -33035 | -37971 | -2179420 | -1783802 | -2179420 |
Avg Bars in Trades | 168 | 154 | 182 | 168 | 154 | 182 |
Avg Bars in Winners | 293 | 287 | 297 | 293 | 287 | 297 |
Avg Bars in Losers | 80 | 84 | 75 | 80 | 84 | 75 |
Bars Traded | 9780 | 4480 | 5300 | 9780 | 4480 | 5300 |
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 | -167112 | 363223 | -303012 | -173965 | -88274 | 328861 |
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10007, "evaluation_days": 2501.75, "actual_first_datapoint_time": 1543428000000, "first_datapoint_time": 1546516800000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759605902914, "expiration_time": 1766063736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 144, "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": [ [ 1446828.5576768012, 1345457.185232748, 101371.372444053, 6145640.950388087, 1884567.4703080833, 4261073.480080005 ], [ 1446.828558, 1345.457185, 101.371372, 6145.64095, 1884.56747, 4261.07348 ], [ 0.578327, 0.537806, 0.04052, 0.1654, 0.119507, 0.15102 ], [ 477.693283, 477.693283, 477.693283, 477.693283, 477.693283, 477.693283 ], [ -84287, -53017, -60030, -5701581, -4415535, -4414789 ], [ 4.671785, 8.430245, 1.476009, 1.291871, 1.156863, 1.471256 ], [ 58, 29, 29, 58, 29, 29 ], [ 24, 10, 14, 24, 10, 14 ], [ 34, 19, 15, 34, 19, 15 ], [ 41.37931, 34.482759, 48.275862, 41.37931, 34.482759, 48.275862 ], [ 6.618362, 16.017465, 1.581438, 1.83015, 2.19804, 1.576345 ], [ 962086, 962086, 55113, 3758886, 3758886, 3730912 ], [ -37971, -33035, -37971, -2179420, -1783802, -2179420 ], [ 168, 154, 182, 168, 154, 182 ], [ 293, 287, 297, 293, 287, 297 ], [ 80, 84, 75, 80, 84, 75 ], [ 9780, 4480, 5300, 9780, 4480, 5300 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167112, 363223, -303012, -173965, -88274, 328861 ] ] }
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10007, "evaluation_days": 2501.75, "actual_first_datapoint_time": 1543428000000, "first_datapoint_time": 1546516800000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759605902914, "expiration_time": 1766063736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 144, "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) |
---|