Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1640245.4724 | 1481600.4174 | 158645.055 | 30216200.2445 | 29891199.758 | 325000.4864 |
Total P&L (%) | 1640.2455 | 1481.6004 | 158.6451 | 30216.2002 | 29891.1998 | 325.0005 |
Avg Daily Profit (%) | 0.6545 | 0.5912 | 0.0633 | 0.2283 | 0.2279 | 0.0578 |
Buy And Hold Return (%) | 362.8405 | 362.8405 | 362.8405 | 362.8405 | 362.8405 | 362.8405 |
Max Trade Drawdown | -77153 | -52406 | -79315 | -48710144 | -30648738 | -43958691 |
Profit Factor | 4.65 | 8.6385 | 1.6211 | 1.1905 | 1.3927 | 1.0039 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 31.1927 | 32.7273 | 29.6296 | 31.1927 | 32.7273 | 29.6296 |
Ratio Avg Win / Avg Loss | 10.2575 | 17.7568 | 3.8502 | 2.6262 | 2.8627 | 2.3844 |
Largest Winning Trade | 932236 | 932236 | 58907 | 30598998 | 30598998 | 16365331 |
Largest Losing Trade | -19690 | -17187 | -19690 | -9768540 | -9250677 | -9768540 |
Avg Bars in Trades | 44 | 41 | 48 | 44 | 41 | 48 |
Avg Bars in Winners | 113 | 100 | 129 | 113 | 100 | 129 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 4850 | 2256 | 2594 | 4850 | 2256 | 2594 |
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 | 384379 | -169288 | -460850 | -8568 | -177013 | -686401 |
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5012, "evaluation_days": 2506, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1543017600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759536939509, "expiration_time": 1765988352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 1640245.4723883905, 1481600.4174155267, 158645.0549728633, 30216200.244472682, 29891199.758027185, 325000.4864455241 ], [ 1640.245472, 1481.600417, 158.645055, 30216.200244, 29891.199758, 325.000486 ], [ 0.654527, 0.591221, 0.063306, 0.228284, 0.227853, 0.057755 ], [ 362.840467, 362.840467, 362.840467, 362.840467, 362.840467, 362.840467 ], [ -77153, -52406, -79315, -48710144, -30648738, -43958691 ], [ 4.650048, 8.638452, 1.621138, 1.190539, 1.392656, 1.003941 ], [ 109, 55, 54, 109, 55, 54 ], [ 34, 18, 16, 34, 18, 16 ], [ 75, 37, 38, 75, 37, 38 ], [ 31.192661, 32.727273, 29.62963, 31.192661, 32.727273, 29.62963 ], [ 10.25746, 17.756819, 3.850203, 2.626189, 2.862681, 2.384361 ], [ 932236, 932236, 58907, 30598998, 30598998, 16365331 ], [ -19690, -17187, -19690, -9768540, -9250677, -9768540 ], [ 44, 41, 48, 44, 41, 48 ], [ 113, 100, 129, 113, 100, 129 ], [ 13, 12, 13, 13, 12, 13 ], [ 4850, 2256, 2594, 4850, 2256, 2594 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 384379, -169288, -460850, -8568, -177013, -686401 ] ] }
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5012, "evaluation_days": 2506, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1543017600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759536939509, "expiration_time": 1765988352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|