Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1345889.8309 | 1269866.0205 | 76023.8104 | 3589926.0599 | 1513327.7953 | 2076598.2646 |
Total P&L (%) | 1345.8898 | 1269.866 | 76.0238 | 3589.9261 | 1513.3278 | 2076.5983 |
Avg Daily Profit (%) | 0.5378 | 0.5074 | 0.0304 | 0.1443 | 0.1112 | 0.1232 |
Buy And Hold Return (%) | 402.7285 | 402.7285 | 402.7285 | 402.7285 | 402.7285 | 402.7285 |
Max Trade Drawdown | -113782 | -58531 | -78855 | -5773553 | -3298921 | -3960986 |
Profit Factor | 4.0179 | 7.4855 | 1.3039 | 1.2545 | 1.2061 | 1.307 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 37.5 | 34.375 | 40.625 | 37.5 | 34.375 | 40.625 |
Ratio Avg Win / Avg Loss | 6.6965 | 14.2905 | 1.9057 | 2.0908 | 2.3026 | 1.9103 |
Largest Winning Trade | 870434 | 870434 | 57599 | 2952660 | 2371309 | 2952660 |
Largest Losing Trade | -47798 | -30851 | -47798 | -1594775 | -1594775 | -1228056 |
Avg Bars in Trades | 113 | 107 | 120 | 113 | 107 | 120 |
Avg Bars in Winners | 220 | 212 | 226 | 220 | 212 | 226 |
Avg Bars in Losers | 49 | 51 | 47 | 49 | 51 | 47 |
Bars Traded | 7280 | 3430 | 3850 | 7280 | 3430 | 3850 |
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 | -133446 | 363949 | -320540 | -147740 | -52077 | -31848 |
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1548201600000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758947169421, "expiration_time": 1765418112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "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": [ [ 1345889.8308519782, 1269866.0204525376, 76023.8103994404, 3589926.0598678617, 1513327.7952611342, 2076598.2646067287 ], [ 1345.889831, 1269.86602, 76.02381, 3589.92606, 1513.327795, 2076.598265 ], [ 0.537782, 0.507405, 0.030377, 0.144278, 0.111178, 0.123158 ], [ 402.728513, 402.728513, 402.728513, 402.728513, 402.728513, 402.728513 ], [ -113782, -58531, -78855, -5773553, -3298921, -3960986 ], [ 4.017884, 7.48549, 1.303888, 1.2545, 1.206102, 1.307044 ], [ 64, 32, 32, 64, 32, 32 ], [ 24, 11, 13, 24, 11, 13 ], [ 40, 21, 19, 40, 21, 19 ], [ 37.5, 34.375, 40.625, 37.5, 34.375, 40.625 ], [ 6.696474, 14.290481, 1.905683, 2.090833, 2.302558, 1.910295 ], [ 870434, 870434, 57599, 2952660, 2371309, 2952660 ], [ -47798, -30851, -47798, -1594775, -1594775, -1228056 ], [ 113, 107, 120, 113, 107, 120 ], [ 220, 212, 226, 220, 212, 226 ], [ 49, 51, 47, 49, 51, 47 ], [ 7280, 3430, 3850, 7280, 3430, 3850 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133446, 363949, -320540, -147740, -52077, -31848 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1548201600000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758947169421, "expiration_time": 1765418112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "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) |
---|