| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1703896.3716 | 1509044.6717 | 194851.6999 | 50853761.9625 | 70381959.7564 | -19528197.794 |
| Total P&L (%) | 1703.8964 | 1509.0447 | 194.8517 | 50853.762 | 70381.9598 | -19528.1978 |
| Avg Daily Profit (%) | 0.68 | 0.6023 | 0.0778 | 0.2491 | 0.2621 | 0 |
| Buy And Hold Return (%) | 518.9112 | 518.9112 | 518.9112 | 518.9112 | 518.9112 | 518.9112 |
| Max Trade Drawdown | -94288 | -72286 | -71997 | -110137712 | -64658351 | -90200433 |
| Profit Factor | 4.4425 | 7.2472 | 1.769 | 1.1713 | 1.4885 | 0.8723 |
| Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
| Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
| Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
| Profitability (%) | 36.5217 | 29.3103 | 43.8596 | 36.5217 | 29.3103 | 43.8596 |
| Ratio Avg Win / Avg Loss | 7.7216 | 17.4786 | 2.2643 | 2.0358 | 3.59 | 1.1165 |
| Largest Winning Trade | 904379 | 904379 | 60193 | 60911367 | 60911367 | 24972468 |
| Largest Losing Trade | -35372 | -26582 | -35372 | -26632861 | -11703948 | -26632861 |
| Avg Bars in Trades | 62 | 56 | 68 | 62 | 56 | 68 |
| Avg Bars in Winners | 145 | 156 | 138 | 145 | 156 | 138 |
| Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
| Bars Traded | 7229 | 3301 | 3928 | 7229 | 3301 | 3928 |
| 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 | 422331 | -174339 | -433987 | -27504 | -180235 | -761554 |
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7517,
"evaluation_days": 2505.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1549267200000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759527803830,
"expiration_time": 1766001888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 113,
"offset": 0,
"std": 4.48653
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 217,
"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": [
[
1703896.3716330144,
1509044.671696147,
194851.6999368681,
50853761.962493464,
70381959.75644392,
-19528197.793950457
],
[
1703.896372,
1509.044672,
194.8517,
50853.761962,
70381.959756,
-19528.197794
],
[
0.680016,
0.602252,
0.077764,
0.249086,
0.262067,
0
],
[
518.911175,
518.911175,
518.911175,
518.911175,
518.911175,
518.911175
],
[
-94288,
-72286,
-71997,
-110137712,
-64658351,
-90200433
],
[
4.44254,
7.247205,
1.768955,
1.171264,
1.488547,
0.872254
],
[
115,
58,
57,
115,
58,
57
],
[
42,
17,
25,
42,
17,
25
],
[
73,
41,
32,
73,
41,
32
],
[
36.521739,
29.310345,
43.859649,
36.521739,
29.310345,
43.859649
],
[
7.721557,
17.478554,
2.264262,
2.035769,
3.590026,
1.116485
],
[
904379,
904379,
60193,
60911367,
60911367,
24972468
],
[
-35372,
-26582,
-35372,
-26632861,
-11703948,
-26632861
],
[
62,
56,
68,
62,
56,
68
],
[
145,
156,
138,
145,
156,
138
],
[
15,
15,
14,
15,
15,
14
],
[
7229,
3301,
3928,
7229,
3301,
3928
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422331,
-174339,
-433987,
-27504,
-180235,
-761554
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7517,
"evaluation_days": 2505.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1549267200000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759527803830,
"expiration_time": 1766001888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 113,
"offset": 0,
"std": 4.48653
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 217,
"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) |
|---|