| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -93747.8797 | 290558.4438 | -384306.3235 | -4760207.669 | 9088359.6904 | -13848567.3593 |
| Total P&L (%) | -93.7479 | 290.5584 | -384.3063 | -4760.2077 | 9088.3597 | -13848.5674 |
| Avg Daily Profit (%) | -0.0375 | 0.1161 | -0.1536 | 0 | 0.1808 | 0 |
| Buy And Hold Return (%) | 471.7684 | 471.7684 | 471.7684 | 471.7684 | 471.7684 | 471.7684 |
| Max Trade Drawdown | -549239 | -26766 | -609849 | -29863509 | -2468237 | -29897987 |
| Profit Factor | 0.9089 | 3.0948 | 0.5682 | 0.8904 | 2.0579 | 0.6024 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 57 | 27 | 30 | 51 | 29 | 22 |
| Losing Trades | 39 | 21 | 18 | 45 | 19 | 26 |
| Profitability (%) | 59.375 | 56.25 | 62.5 | 53.125 | 60.4167 | 45.8333 |
| Ratio Avg Win / Avg Loss | 0.6219 | 2.4071 | 0.3409 | 0.7856 | 1.3483 | 0.7119 |
| Largest Winning Trade | 63736 | 39452 | 63736 | 3800861 | 3800861 | 3649979 |
| Largest Losing Trade | -294802 | -22233 | -294802 | -27852863 | -2169003 | -27852863 |
| Avg Bars in Trades | 47 | 24 | 71 | 47 | 24 | 71 |
| Avg Bars in Winners | 40 | 25 | 54 | 55 | 28 | 90 |
| Avg Bars in Losers | 58 | 23 | 99 | 39 | 18 | 54 |
| Bars Traded | 4590 | 1173 | 3417 | 4590 | 1173 | 3417 |
| Profit Streak | 60.3748 | 0 | 68.3748 | 0 | 142.8748 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578746 | -196685 | -578510 | -580117 | 480703 | -582309 |
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1549368000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759222786961,
"expiration_time": 1765676880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 125,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 148,
"offset": 0,
"std": 2.32603
}
}
} {
"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": [
[
-93747.8796943023,
290558.4438355218,
-384306.3235298241,
-4760207.668950389,
9088359.690376112,
-13848567.359326502
],
[
-93.74788,
290.558444,
-384.306324,
-4760.207669,
9088.35969,
-13848.567359
],
[
-0.037462,
0.116107,
-0.153569,
0,
0.180804,
0
],
[
471.768438,
471.768438,
471.768438,
471.768438,
471.768438,
471.768438
],
[
-549239,
-26766,
-609849,
-29863509,
-2468237,
-29897987
],
[
0.908873,
3.09482,
0.568222,
0.890361,
2.05792,
0.602354
],
[
96,
48,
48,
96,
48,
48
],
[
57,
27,
30,
51,
29,
22
],
[
39,
21,
18,
45,
19,
26
],
[
59.375,
56.25,
62.5,
53.125,
60.416667,
45.833333
],
[
0.62186,
2.407082,
0.340933,
0.785613,
1.348292,
0.711873
],
[
63736,
39452,
63736,
3800861,
3800861,
3649979
],
[
-294802,
-22233,
-294802,
-27852863,
-2169003,
-27852863
],
[
47,
24,
71,
47,
24,
71
],
[
40,
25,
54,
55,
28,
90
],
[
58,
23,
99,
39,
18,
54
],
[
4590,
1173,
3417,
4590,
1173,
3417
],
[
60.374849,
0,
68.374849,
0,
142.874849,
0
],
[
1,
0,
1,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578746,
-196685,
-578510,
-580117,
480703,
-582309
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1549368000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759222786961,
"expiration_time": 1765676880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 125,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 148,
"offset": 0,
"std": 2.32603
}
}
}
| # | 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) |
|---|