Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034876.9895 | 904330.8004 | 130546.1891 | 9464806.059 | 3763771.7177 | 5701034.3412 |
Total P&L (%) | 1034.877 | 904.3308 | 130.5462 | 9464.8061 | 3763.7717 | 5701.0343 |
Avg Daily Profit (%) | 0.4127 | 0.3607 | 0.0521 | 0.182 | 0.1458 | 0.1621 |
Buy And Hold Return (%) | 319.2397 | 319.2397 | 319.2397 | 319.2397 | 319.2397 | 319.2397 |
Max Trade Drawdown | -129515 | -109294 | -64039 | -4600846 | -4029700 | -1808770 |
Profit Factor | 2.9464 | 4.5807 | 1.4677 | 1.692 | 1.4545 | 2.0565 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 35.8696 | 41.3043 | 30.4348 | 35.8696 | 41.3043 | 30.4348 |
Ratio Avg Win / Avg Loss | 5.2678 | 6.5094 | 3.3547 | 3.025 | 2.0669 | 4.7005 |
Largest Winning Trade | 337416 | 337416 | 60135 | 4237208 | 4237208 | 4156406 |
Largest Losing Trade | -33028 | -33028 | -27587 | -1946059 | -1946059 | -963674 |
Avg Bars in Trades | 51 | 55 | 46 | 51 | 55 | 46 |
Avg Bars in Winners | 103 | 94 | 115 | 103 | 94 | 115 |
Avg Bars in Losers | 21 | 27 | 16 | 21 | 27 | 16 |
Bars Traded | 4710 | 2554 | 2156 | 4710 | 2554 | 2156 |
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 | 264110 | 371895 | -294483 | 210252 | 32109 | 147155 |
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5015, "evaluation_days": 2507.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1553169600000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759643190454, "expiration_time": 1766121840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 93, "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": [ [ 1034876.9894600797, 904330.8003794545, 130546.1890806255, 9464806.058985438, 3763771.7177414442, 5701034.341243989 ], [ 1034.876989, 904.3308, 130.546189, 9464.806059, 3763.771718, 5701.034341 ], [ 0.412713, 0.36065, 0.052062, 0.182047, 0.145838, 0.16207 ], [ 319.239693, 319.239693, 319.239693, 319.239693, 319.239693, 319.239693 ], [ -129515, -109294, -64039, -4600846, -4029700, -1808770 ], [ 2.946402, 4.580681, 1.467691, 1.691975, 1.45447, 2.056473 ], [ 92, 46, 46, 92, 46, 46 ], [ 33, 19, 14, 33, 19, 14 ], [ 59, 27, 32, 59, 27, 32 ], [ 35.869565, 41.304348, 30.434783, 35.869565, 41.304348, 30.434783 ], [ 5.267809, 6.509389, 3.354723, 3.025046, 2.066878, 4.700509 ], [ 337416, 337416, 60135, 4237208, 4237208, 4156406 ], [ -33028, -33028, -27587, -1946059, -1946059, -963674 ], [ 51, 55, 46, 51, 55, 46 ], [ 103, 94, 115, 103, 94, 115 ], [ 21, 27, 16, 21, 27, 16 ], [ 4710, 2554, 2156, 4710, 2554, 2156 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 264110, 371895, -294483, 210252, 32109, 147155 ] ] }
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5015, "evaluation_days": 2507.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1553169600000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759643190454, "expiration_time": 1766121840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 93, "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) |
---|