| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1089768.4745 | 1108226.1981 | -18457.7235 | 216357.6629 | 837519.5117 | -621161.8488 |
| Total P&L (%) | 1089.7685 | 1108.2262 | -18.4577 | 216.3577 | 837.5195 | -621.1618 |
| Avg Daily Profit (%) | 0.4347 | 0.4421 | -0.0074 | 0.046 | 0.0893 | 0 |
| Buy And Hold Return (%) | 469.9005 | 469.9005 | 469.9005 | 469.9005 | 469.9005 | 469.9005 |
| Max Trade Drawdown | -275917 | -93831 | -190829 | -7050779 | -2829947 | -4465770 |
| Profit Factor | 2.4353 | 4.9323 | 0.9613 | 1.0163 | 1.1619 | 0.9231 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Profitability (%) | 43.1579 | 41.6667 | 44.6809 | 43.1579 | 41.6667 | 44.6809 |
| Ratio Avg Win / Avg Loss | 3.2075 | 6.9052 | 1.1902 | 1.3386 | 1.6267 | 1.1428 |
| Largest Winning Trade | 616902 | 616902 | 60729 | 2003925 | 1890125 | 2003925 |
| Largest Losing Trade | -78692 | -35043 | -78692 | -1610720 | -1610720 | -1447061 |
| Avg Bars in Trades | 76 | 72 | 80 | 76 | 72 | 80 |
| Avg Bars in Winners | 114 | 121 | 108 | 114 | 121 | 108 |
| Avg Bars in Losers | 47 | 37 | 58 | 47 | 37 | 58 |
| Bars Traded | 7278 | 3483 | 3795 | 7278 | 3483 | 3795 |
| Profit Streak | 19.7439 | 29.0772 | 0 | 19.7439 | 29.0772 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 290582 | 386663 | -581098 | -501726 | -125541 | -581098 |
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7521,
"evaluation_days": 2507,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1547856000000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759629070077,
"expiration_time": 1766120544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 32,
"offset": 0,
"a": 0.30985
}
}
} {
"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": [
[
1089768.4745225532,
1108226.1980679708,
-18457.7235454176,
216357.6629072214,
837519.5116913039,
-621161.8487840812
],
[
1089.768475,
1108.226198,
-18.457724,
216.357663,
837.519512,
-621.161849
],
[
0.43469,
0.442053,
-0.007362,
0.04595,
0.089313,
0
],
[
469.900498,
469.900498,
469.900498,
469.900498,
469.900498,
469.900498
],
[
-275917,
-93831,
-190829,
-7050779,
-2829947,
-4465770
],
[
2.435338,
4.932254,
0.961338,
1.016336,
1.161938,
0.92305
],
[
95,
48,
47,
95,
48,
47
],
[
41,
20,
21,
41,
20,
21
],
[
54,
28,
26,
54,
28,
26
],
[
43.157895,
41.666667,
44.680851,
43.157895,
41.666667,
44.680851
],
[
3.207519,
6.905155,
1.190228,
1.338589,
1.626713,
1.142824
],
[
616902,
616902,
60729,
2003925,
1890125,
2003925
],
[
-78692,
-35043,
-78692,
-1610720,
-1610720,
-1447061
],
[
76,
72,
80,
76,
72,
80
],
[
114,
121,
108,
114,
121,
108
],
[
47,
37,
58,
47,
37,
58
],
[
7278,
3483,
3795,
7278,
3483,
3795
],
[
19.743867,
29.0772,
0,
19.743867,
29.0772,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
290582,
386663,
-581098,
-501726,
-125541,
-581098
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7521,
"evaluation_days": 2507,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1547856000000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759629070077,
"expiration_time": 1766120544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 32,
"offset": 0,
"a": 0.30985
}
}
}
| # | 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) |
|---|