| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1772170.951 | 1598859.5446 | 173311.4063 | 23956276.8649 | 7465916.5348 | 16490360.3301 |
| Total P&L (%) | 1772.171 | 1598.8595 | 173.3114 | 23956.2769 | 7465.9165 | 16490.3603 |
| Avg Daily Profit (%) | 0.7083 | 0.639 | 0.0693 | 0.2194 | 0.1731 | 0.2045 |
| Buy And Hold Return (%) | 500.413 | 500.413 | 500.413 | 500.413 | 500.413 | 500.413 |
| Max Trade Drawdown | -112064 | -44604 | -71781 | -19277245 | -15107317 | -7789517 |
| Profit Factor | 6.0342 | 10.282 | 1.9641 | 1.5116 | 1.2531 | 1.9519 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 42.3729 | 36.6667 | 48.2759 | 42.3729 | 36.6667 | 48.2759 |
| Ratio Avg Win / Avg Loss | 8.2065 | 17.7598 | 2.1044 | 2.0558 | 2.1644 | 2.0913 |
| Largest Winning Trade | 1116658 | 1116658 | 54233 | 15267038 | 15267038 | 12370088 |
| Largest Losing Trade | -38157 | -25642 | -38157 | -6814540 | -6814540 | -5682380 |
| Avg Bars in Trades | 164 | 146 | 183 | 164 | 146 | 183 |
| Avg Bars in Winners | 291 | 281 | 299 | 291 | 281 | 299 |
| Avg Bars in Losers | 71 | 68 | 75 | 71 | 68 | 75 |
| Bars Traded | 9734 | 4400 | 5334 | 9734 | 4400 | 5334 |
| 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 | -164185 | 437330 | -263220 | -171774 | 125392 | 398086 |
{
"trading_pair": "VET_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10008,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543644000000,
"first_datapoint_time": 1547985600000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759822596119,
"expiration_time": 1766301984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 106,
"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": [
[
1772170.9509983796,
1598859.5446491882,
173311.4063491914,
23956276.864854407,
7465916.53479438,
16490360.330060035
],
[
1772.170951,
1598.859545,
173.311406,
23956.276865,
7465.916535,
16490.36033
],
[
0.708302,
0.639033,
0.069269,
0.219384,
0.173061,
0.204502
],
[
500.41301,
500.41301,
500.41301,
500.41301,
500.41301,
500.41301
],
[
-112064,
-44604,
-71781,
-19277245,
-15107317,
-7789517
],
[
6.034205,
10.28201,
1.96406,
1.511635,
1.253094,
1.951858
],
[
59,
30,
29,
59,
30,
29
],
[
25,
11,
14,
25,
11,
14
],
[
34,
19,
15,
34,
19,
15
],
[
42.372881,
36.666667,
48.275862,
42.372881,
36.666667,
48.275862
],
[
8.206519,
17.759835,
2.10435,
2.055824,
2.164435,
2.091277
],
[
1116658,
1116658,
54233,
15267038,
15267038,
12370088
],
[
-38157,
-25642,
-38157,
-6814540,
-6814540,
-5682380
],
[
164,
146,
183,
164,
146,
183
],
[
291,
281,
299,
291,
281,
299
],
[
71,
68,
75,
71,
68,
75
],
[
9734,
4400,
5334,
9734,
4400,
5334
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164185,
437330,
-263220,
-171774,
125392,
398086
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10008,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543644000000,
"first_datapoint_time": 1547985600000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759822596119,
"expiration_time": 1766301984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 106,
"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) |
|---|