Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966768.3787 | 828254.8583 | 138513.5204 | 8529635.0516 | 5733827.748 | 2795807.3035 |
Total P&L (%) | 966.7684 | 828.2549 | 138.5135 | 8529.6351 | 5733.8277 | 2795.8073 |
Avg Daily Profit (%) | 0.3863 | 0.331 | 0.0554 | 0.1783 | 0.1626 | 0.1346 |
Buy And Hold Return (%) | 295.9732 | 295.9732 | 295.9732 | 295.9732 | 295.9732 | 295.9732 |
Max Trade Drawdown | -71312 | -74603 | -62814 | -6379563 | -3508022 | -5753718 |
Profit Factor | 3.1862 | 5.515 | 1.5353 | 1.5748 | 1.8186 | 1.3569 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 41.3793 | 48.2759 | 34.4828 | 41.3793 | 48.2759 | 34.4828 |
Ratio Avg Win / Avg Loss | 4.5137 | 5.909 | 2.917 | 2.231 | 1.9485 | 2.5781 |
Largest Winning Trade | 310405 | 310405 | 55951 | 4018562 | 4018562 | 3305648 |
Largest Losing Trade | -58491 | -28774 | -58491 | -5497340 | -1394358 | -5497340 |
Avg Bars in Trades | 80 | 90 | 71 | 80 | 90 | 71 |
Avg Bars in Winners | 137 | 121 | 160 | 137 | 121 | 160 |
Avg Bars in Losers | 40 | 60 | 24 | 40 | 60 | 24 |
Bars Traded | 4685 | 2610 | 2075 | 4685 | 2610 | 2075 |
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 | -170007 | 479300 | -288240 | -172125 | 375938 | -17483 |
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5005, "evaluation_days": 2502.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1553601600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759212299590, "expiration_time": 1765676880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 16, "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": [ [ 966768.3786789724, 828254.8583248712, 138513.5203541012, 8529635.051588064, 5733827.748045164, 2795807.3035428985 ], [ 966.768379, 828.254858, 138.51352, 8529.635052, 5733.827748, 2795.807304 ], [ 0.386321, 0.330971, 0.05535, 0.178292, 0.16262, 0.13459 ], [ 295.973154, 295.973154, 295.973154, 295.973154, 295.973154, 295.973154 ], [ -71312, -74603, -62814, -6379563, -3508022, -5753718 ], [ 3.18617, 5.515034, 1.535263, 1.574837, 1.81856, 1.3569 ], [ 58, 29, 29, 58, 29, 29 ], [ 24, 14, 10, 24, 14, 10 ], [ 34, 15, 19, 34, 15, 19 ], [ 41.37931, 48.275862, 34.482759, 41.37931, 48.275862, 34.482759 ], [ 4.51374, 5.908965, 2.917, 2.231019, 1.948457, 2.57811 ], [ 310405, 310405, 55951, 4018562, 4018562, 3305648 ], [ -58491, -28774, -58491, -5497340, -1394358, -5497340 ], [ 80, 90, 71, 80, 90, 71 ], [ 137, 121, 160, 137, 121, 160 ], [ 40, 60, 24, 40, 60, 24 ], [ 4685, 2610, 2075, 4685, 2610, 2075 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170007, 479300, -288240, -172125, 375938, -17483 ] ] }
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5005, "evaluation_days": 2502.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1553601600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759212299590, "expiration_time": 1765676880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 16, "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) |
---|