| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 930841.964 | 1015217.9903 | -84376.0262 | -53389.8769 | 219059.6395 | -272449.5164 |
| Total P&L (%) | 930.842 | 1015.218 | -84.376 | -53.3899 | 219.0596 | -272.4495 |
| Avg Daily Profit (%) | 0.3712 | 0.4049 | -0.0337 | -0.0304 | 0.0463 | 0 |
| Buy And Hold Return (%) | 477.3247 | 477.3247 | 477.3247 | 477.3247 | 477.3247 | 477.3247 |
| Max Trade Drawdown | -185560 | -135216 | -107436 | -684691 | -315429 | -407918 |
| Profit Factor | 2.4981 | 4.1696 | 0.7197 | 0.9474 | 1.4785 | 0.5111 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
| Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
| Profitability (%) | 53.9683 | 45.1613 | 62.5 | 53.9683 | 45.1613 | 62.5 |
| Ratio Avg Win / Avg Loss | 2.1307 | 5.063 | 0.4318 | 0.8081 | 1.7954 | 0.3067 |
| Largest Winning Trade | 963675 | 963675 | 36959 | 480294 | 480294 | 143853 |
| Largest Losing Trade | -60496 | -51052 | -60496 | -361096 | -133841 | -361096 |
| Avg Bars in Trades | 110 | 158 | 63 | 110 | 158 | 63 |
| Avg Bars in Winners | 109 | 167 | 68 | 109 | 167 | 68 |
| Avg Bars in Losers | 111 | 151 | 56 | 111 | 151 | 56 |
| Bars Traded | 6958 | 4912 | 2046 | 6958 | 4912 | 2046 |
| Profit Streak | 82.2813 | 114.9479 | 82.2813 | 82.2813 | 114.9479 | 82.2813 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -142481 | 344658 | -578632 | -730301 | -295945 | -578632 |
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7522,
"evaluation_days": 2507.33,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1549814400000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759675500369,
"expiration_time": 1766150208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 214,
"offset": 22
}
}
} {
"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": [
[
930841.9640385997,
1015217.9902624486,
-84376.026223849,
-53389.8768563414,
219059.6395290847,
-272449.5163854262
],
[
930.841964,
1015.21799,
-84.376026,
-53.389877,
219.05964,
-272.449516
],
[
0.371248,
0.4049,
-0.033652,
-0.03044,
0.046283,
0
],
[
477.324714,
477.324714,
477.324714,
477.324714,
477.324714,
477.324714
],
[
-185560,
-135216,
-107436,
-684691,
-315429,
-407918
],
[
2.498091,
4.169564,
0.719728,
0.947404,
1.478546,
0.511148
],
[
63,
31,
32,
63,
31,
32
],
[
34,
14,
20,
34,
14,
20
],
[
29,
17,
12,
29,
17,
12
],
[
53.968254,
45.16129,
62.5,
53.968254,
45.16129,
62.5
],
[
2.130725,
5.063042,
0.431837,
0.80808,
1.795377,
0.306689
],
[
963675,
963675,
36959,
480294,
480294,
143853
],
[
-60496,
-51052,
-60496,
-361096,
-133841,
-361096
],
[
110,
158,
63,
110,
158,
63
],
[
109,
167,
68,
109,
167,
68
],
[
111,
151,
56,
111,
151,
56
],
[
6958,
4912,
2046,
6958,
4912,
2046
],
[
82.281254,
114.947921,
82.281254,
82.281254,
114.947921,
82.281254
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-142481,
344658,
-578632,
-730301,
-295945,
-578632
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7522,
"evaluation_days": 2507.33,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1549814400000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759675500369,
"expiration_time": 1766150208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 214,
"offset": 22
}
}
}
| # | 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) |
|---|