Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191488.2492 | 1013701.7768 | 177786.4724 | 34701220.3377 | 12789302.3197 | 21911918.0179 |
Total P&L (%) | 1191.4882 | 1013.7018 | 177.7865 | 34701.2203 | 12789.3023 | 21911.918 |
Avg Daily Profit (%) | 0.4764 | 0.4053 | 0.0711 | 0.2343 | 0.1945 | 0.2159 |
Buy And Hold Return (%) | 408.3643 | 408.3643 | 408.3643 | 408.3643 | 408.3643 | 408.3643 |
Max Trade Drawdown | -66630 | -71538 | -82160 | -36014498 | -23062010 | -17096275 |
Profit Factor | 3.1975 | 4.6096 | 1.6802 | 1.3087 | 1.1831 | 1.5149 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 44.9153 | 44.0678 | 45.7627 | 44.9153 | 44.0678 | 45.7627 |
Ratio Avg Win / Avg Loss | 3.9215 | 5.8506 | 1.9914 | 1.6051 | 1.5017 | 1.7954 |
Largest Winning Trade | 364629 | 364629 | 63713 | 29907282 | 29907282 | 22533316 |
Largest Losing Trade | -39799 | -27958 | -39799 | -9545184 | -9545184 | -8903858 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 68 | 74 | 62 | 68 | 74 | 62 |
Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
Bars Traded | 4858 | 2616 | 2242 | 4858 | 2616 | 2242 |
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 | 419867 | -165359 | -438947 | 284935 | -188978 | -167646 |
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{ "first_band": { "type": "dema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 7, "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": [ [ 1191488.249212024, 1013701.7767796686, 177786.4724323548, 34701220.33765577, 12789302.319732804, 21911918.017922968 ], [ 1191.488249, 1013.701777, 177.786472, 34701.220338, 12789.30232, 21911.918018 ], [ 0.476405, 0.405319, 0.071086, 0.23427, 0.19447, 0.215913 ], [ 408.364312, 408.364312, 408.364312, 408.364312, 408.364312, 408.364312 ], [ -66630, -71538, -82160, -36014498, -23062010, -17096275 ], [ 3.197509, 4.60956, 1.680232, 1.308742, 1.183122, 1.514903 ], [ 118, 59, 59, 118, 59, 59 ], [ 53, 26, 27, 53, 26, 27 ], [ 65, 33, 32, 65, 33, 32 ], [ 44.915254, 44.067797, 45.762712, 44.915254, 44.067797, 45.762712 ], [ 3.921473, 5.850596, 1.991386, 1.60506, 1.501655, 1.795441 ], [ 364629, 364629, 63713, 29907282, 29907282, 22533316 ], [ -39799, -27958, -39799, -9545184, -9545184, -8903858 ], [ 41, 44, 38, 41, 44, 38 ], [ 68, 74, 62, 68, 74, 62 ], [ 18, 20, 17, 18, 20, 17 ], [ 4858, 2616, 2242, 4858, 2616, 2242 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 419867, -165359, -438947, 284935, -188978, -167646 ] ] }
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1548374400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759102542195, "expiration_time": 1765543392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 7, "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) |
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