Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110959.9579 | 1043636.5804 | 67323.3774 | 2273289.8727 | 939885.386 | 1333404.4867 |
Total P&L (%) | 1110.96 | 1043.6366 | 67.3234 | 2273.2899 | 939.8854 | 1333.4045 |
Avg Daily Profit (%) | 0.444 | 0.4171 | 0.0269 | 0.1266 | 0.0936 | 0.1065 |
Buy And Hold Return (%) | 417.5964 | 417.5964 | 417.5964 | 417.5964 | 417.5964 | 417.5964 |
Max Trade Drawdown | -115860 | -50443 | -76796 | -1443237 | -1191043 | -956742 |
Profit Factor | 3.242 | 5.5854 | 1.2513 | 1.3844 | 1.2742 | 1.5362 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 43.662 | 38.8889 | 48.5714 | 43.662 | 38.8889 | 48.5714 |
Ratio Avg Win / Avg Loss | 4.1832 | 8.7771 | 1.3249 | 1.7863 | 2.0023 | 1.6265 |
Largest Winning Trade | 595060 | 595060 | 57394 | 1299914 | 1299914 | 1035015 |
Largest Losing Trade | -52961 | -38414 | -52961 | -520186 | -520186 | -518075 |
Avg Bars in Trades | 103 | 99 | 107 | 103 | 99 | 107 |
Avg Bars in Winners | 165 | 159 | 169 | 165 | 159 | 169 |
Avg Bars in Losers | 55 | 61 | 48 | 55 | 61 | 48 |
Bars Traded | 7344 | 3581 | 3763 | 7344 | 3581 | 3763 |
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 | -80835 | 368385 | -323491 | -116609 | -76060 | -51305 |
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7507, "evaluation_days": 2502.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546848000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759222960904, "expiration_time": 1765705248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "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": [ [ 1110959.9578876535, 1043636.5804461294, 67323.3774415236, 2273289.8727008873, 939885.3860416475, 1333404.4866592416 ], [ 1110.959958, 1043.63658, 67.323377, 2273.289873, 939.885386, 1333.404487 ], [ 0.44397, 0.417066, 0.026904, 0.126637, 0.093624, 0.106463 ], [ 417.596361, 417.596361, 417.596361, 417.596361, 417.596361, 417.596361 ], [ -115860, -50443, -76796, -1443237, -1191043, -956742 ], [ 3.241985, 5.585413, 1.251276, 1.384353, 1.274209, 1.536159 ], [ 71, 36, 35, 71, 36, 35 ], [ 31, 14, 17, 31, 14, 17 ], [ 40, 22, 18, 40, 22, 18 ], [ 43.661972, 38.888889, 48.571429, 43.661972, 38.888889, 48.571429 ], [ 4.183206, 8.777078, 1.324881, 1.786262, 2.002328, 1.626521 ], [ 595060, 595060, 57394, 1299914, 1299914, 1035015 ], [ -52961, -38414, -52961, -520186, -520186, -518075 ], [ 103, 99, 107, 103, 99, 107 ], [ 165, 159, 169, 165, 159, 169 ], [ 55, 61, 48, 55, 61, 48 ], [ 7344, 3581, 3763, 7344, 3581, 3763 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -80835, 368385, -323491, -116609, -76060, -51305 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7507, "evaluation_days": 2502.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546848000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759222960904, "expiration_time": 1765705248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "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) |
---|