| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1604697.0141 | 1456326.1797 | 148370.8344 | 19962616.47 | 12249526.4116 | 7713090.0584 |
| Total P&L (%) | 1604.697 | 1456.3262 | 148.3708 | 19962.6165 | 12249.5264 | 7713.0901 |
| Avg Daily Profit (%) | 0.6409 | 0.5817 | 0.0593 | 0.212 | 0.1926 | 0.1742 |
| Buy And Hold Return (%) | 420.4819 | 420.4819 | 420.4819 | 420.4819 | 420.4819 | 420.4819 |
| Max Trade Drawdown | -103022 | -40822 | -74933 | -8932813 | -6782556 | -8420975 |
| Profit Factor | 4.5522 | 8.2514 | 1.5913 | 1.5342 | 1.6697 | 1.4043 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
| Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
| Profitability (%) | 34.2593 | 29.6296 | 38.8889 | 34.2593 | 29.6296 | 38.8889 |
| Ratio Avg Win / Avg Loss | 8.7353 | 19.5971 | 2.5006 | 2.944 | 3.9656 | 2.2067 |
| Largest Winning Trade | 939991 | 939991 | 56349 | 10308599 | 10308599 | 7533854 |
| Largest Losing Trade | -37852 | -27065 | -37852 | -4909151 | -3357461 | -4909151 |
| Avg Bars in Trades | 68 | 63 | 72 | 68 | 63 | 72 |
| Avg Bars in Winners | 155 | 151 | 158 | 155 | 151 | 158 |
| Avg Bars in Losers | 22 | 27 | 17 | 22 | 27 | 17 |
| Bars Traded | 7367 | 3453 | 3914 | 7367 | 3453 | 3914 |
| 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 | 397919 | -172614 | -460970 | 177556 | -178606 | -174726 |
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7511,
"evaluation_days": 2503.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1546185600000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759040211959,
"expiration_time": 1765507104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
1604697.0140748094,
1456326.1796543472,
148370.834420462,
19962616.46999564,
12249526.411554562,
7713090.058441072
],
[
1604.697014,
1456.32618,
148.370834,
19962.61647,
12249.526412,
7713.090058
],
[
0.640938,
0.581677,
0.059261,
0.211971,
0.192551,
0.174231
],
[
420.481928,
420.481928,
420.481928,
420.481928,
420.481928,
420.481928
],
[
-103022,
-40822,
-74933,
-8932813,
-6782556,
-8420975
],
[
4.55219,
8.251407,
1.591319,
1.534217,
1.669747,
1.404288
],
[
108,
54,
54,
108,
54,
54
],
[
37,
16,
21,
37,
16,
21
],
[
71,
38,
33,
71,
38,
33
],
[
34.259259,
29.62963,
38.888889,
34.259259,
29.62963,
38.888889
],
[
8.735284,
19.597092,
2.500644,
2.944038,
3.965649,
2.206738
],
[
939991,
939991,
56349,
10308599,
10308599,
7533854
],
[
-37852,
-27065,
-37852,
-4909151,
-3357461,
-4909151
],
[
68,
63,
72,
68,
63,
72
],
[
155,
151,
158,
155,
151,
158
],
[
22,
27,
17,
22,
27,
17
],
[
7367,
3453,
3914,
7367,
3453,
3914
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
397919,
-172614,
-460970,
177556,
-178606,
-174726
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7511,
"evaluation_days": 2503.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1546185600000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759040211959,
"expiration_time": 1765507104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|