| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 739550.3905 | 671650.6236 | 67899.7669 | 1483634.068 | -150983.2465 | 1634617.3145 |
| Total P&L (%) | 739.5504 | 671.6506 | 67.8998 | 1483.6341 | -150.9832 | 1634.6173 |
| Avg Daily Profit (%) | 0.3551 | 0.3225 | 0.0326 | 0.1327 | 0 | 0.1371 |
| Buy And Hold Return (%) | 261.336 | 261.336 | 261.336 | 261.336 | 261.336 | 261.336 |
| Max Trade Drawdown | -117337 | -80844 | -91888 | -4094273 | -2954281 | -2386561 |
| Profit Factor | 1.7924 | 2.3646 | 1.1539 | 1.0718 | 0.9871 | 1.1826 |
| Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
| Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
| Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
| Profitability (%) | 46.9027 | 44.2478 | 49.5575 | 46.9027 | 44.2478 | 49.5575 |
| Ratio Avg Win / Avg Loss | 2.0291 | 2.9794 | 1.1745 | 1.2134 | 1.2438 | 1.2038 |
| Largest Winning Trade | 282183 | 282183 | 53228 | 2610939 | 2610939 | 1780311 |
| Largest Losing Trade | -55251 | -20463 | -55251 | -1088674 | -807935 | -1088674 |
| Avg Bars in Trades | 109 | 103 | 116 | 109 | 103 | 116 |
| Avg Bars in Winners | 154 | 156 | 153 | 154 | 156 | 153 |
| Avg Bars in Losers | 70 | 60 | 81 | 70 | 60 | 81 |
| Bars Traded | 24848 | 11648 | 13200 | 24848 | 11648 | 13200 |
| Profit Streak | 0 | 0 | 16.9243 | 0 | 0 | 16.9243 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 341237 | 273769 | -366191 | -157880 | -581601 | -29557 |
{
"trading_pair": "VET_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1579046400000,
"first_datapoint_time": 1579586400000,
"last_datapoint_time": 1759053600000,
"evaluation_time": 1759061459064,
"expiration_time": 1765531526400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 63,
"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": [
[
739550.3905349633,
671650.6236444215,
67899.766890541,
1483634.0680457465,
-150983.246483384,
1634617.314529128
],
[
739.550391,
671.650624,
67.899767,
1483.634068,
-150.983246,
1634.617315
],
[
0.355097,
0.322495,
0.032602,
0.132721,
0,
0.137099
],
[
261.336032,
261.336032,
261.336032,
261.336032,
261.336032,
261.336032
],
[
-117337,
-80844,
-91888,
-4094273,
-2954281,
-2386561
],
[
1.79237,
2.36463,
1.153914,
1.071799,
0.987111,
1.182647
],
[
226,
113,
113,
226,
113,
113
],
[
106,
50,
56,
106,
50,
56
],
[
120,
63,
57,
120,
63,
57
],
[
46.902655,
44.247788,
49.557522,
46.902655,
44.247788,
49.557522
],
[
2.029098,
2.979433,
1.174519,
1.213357,
1.24376,
1.203765
],
[
282183,
282183,
53228,
2610939,
2610939,
1780311
],
[
-55251,
-20463,
-55251,
-1088674,
-807935,
-1088674
],
[
109,
103,
116,
109,
103,
116
],
[
154,
156,
153,
154,
156,
153
],
[
70,
60,
81,
70,
60,
81
],
[
24848,
11648,
13200,
24848,
11648,
13200
],
[
0,
0,
16.924295,
0,
0,
16.924295
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341237,
273769,
-366191,
-157880,
-581601,
-29557
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1579046400000,
"first_datapoint_time": 1579586400000,
"last_datapoint_time": 1759053600000,
"evaluation_time": 1759061459064,
"expiration_time": 1765531526400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 63,
"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) |
|---|