| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1440452.0429 | 1351607.2636 | 88844.7793 | 3901000.7026 | 4665020.9437 | -764020.2411 |
| Total P&L (%) | 1440.452 | 1351.6073 | 88.8448 | 3901.0007 | 4665.0209 | -764.0202 |
| Avg Daily Profit (%) | 0.5734 | 0.5381 | 0.0354 | 0.147 | 0.1539 | 0 |
| Buy And Hold Return (%) | 465.9509 | 465.9509 | 465.9509 | 465.9509 | 465.9509 | 465.9509 |
| Max Trade Drawdown | -93751 | -73032 | -80485 | -8294949 | -4994060 | -6692318 |
| Profit Factor | 2.7099 | 4.4797 | 1.1957 | 1.0937 | 1.2384 | 0.9654 |
| Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
| Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
| Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
| Profitability (%) | 47.6923 | 45.3608 | 50 | 47.6923 | 45.3608 | 50 |
| Ratio Avg Win / Avg Loss | 2.9722 | 5.3961 | 1.1957 | 1.1995 | 1.4917 | 0.9654 |
| Largest Winning Trade | 875008 | 875008 | 53592 | 5329885 | 5329885 | 2456553 |
| Largest Losing Trade | -50152 | -29934 | -50152 | -2662216 | -1649201 | -2662216 |
| Avg Bars in Trades | 37 | 47 | 28 | 37 | 47 | 28 |
| Avg Bars in Winners | 54 | 80 | 31 | 54 | 80 | 31 |
| Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
| Bars Traded | 7360 | 4608 | 2753 | 7360 | 4608 | 2753 |
| Profit Streak | 0 | 14.9389 | 0 | 0 | 14.9389 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 485761 | 490633 | -316700 | -113816 | 210189 | -580793 |
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7536,
"evaluation_days": 2512,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1547222400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760077922186,
"expiration_time": 1766565504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 11,
"offset": 0,
"std": 4.23768
}
}
} {
"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": [
[
1440452.0428745789,
1351607.2635501882,
88844.7793243904,
3901000.7026018267,
4665020.943702955,
-764020.2411011321
],
[
1440.452043,
1351.607264,
88.844779,
3901.000703,
4665.020944,
-764.020241
],
[
0.573428,
0.53806,
0.035368,
0.146968,
0.153936,
0
],
[
465.95092,
465.95092,
465.95092,
465.95092,
465.95092,
465.95092
],
[
-93751,
-73032,
-80485,
-8294949,
-4994060,
-6692318
],
[
2.709921,
4.479749,
1.195699,
1.093654,
1.238352,
0.9654
],
[
195,
97,
98,
195,
97,
98
],
[
93,
44,
49,
93,
44,
49
],
[
102,
53,
49,
102,
53,
49
],
[
47.692308,
45.360825,
50,
47.692308,
45.360825,
50
],
[
2.972171,
5.396061,
1.195699,
1.199491,
1.491651,
0.9654
],
[
875008,
875008,
53592,
5329885,
5329885,
2456553
],
[
-50152,
-29934,
-50152,
-2662216,
-1649201,
-2662216
],
[
37,
47,
28,
37,
47,
28
],
[
54,
80,
31,
54,
80,
31
],
[
22,
20,
24,
22,
20,
24
],
[
7360,
4608,
2753,
7360,
4608,
2753
],
[
0,
14.938914,
0,
0,
14.938914,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
485761,
490633,
-316700,
-113816,
210189,
-580793
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7536,
"evaluation_days": 2512,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1547222400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760077922186,
"expiration_time": 1766565504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 11,
"offset": 0,
"std": 4.23768
}
}
}
| # | 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) |
|---|