Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43645.7755 | -9204.9237 | 52850.6993 | 41895.0613 | -6830.2989 | 48725.3603 |
Total P&L (%) | 43.6458 | -9.2049 | 52.8507 | 41.8951 | -6.8303 | 48.7254 |
Avg Daily Profit (%) | 0.1676 | -0.0353 | 0.2029 | 0.1345 | -0.0272 | 0.1525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22471 | -16992 | -23123 | -34515 | -17758 | -35324 |
Profit Factor | 1.5201 | 0.739 | 2.0866 | 1.405 | 0.8235 | 1.7528 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 50.8197 | 48.3871 | 53.3333 | 50.8197 | 48.3871 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.4711 | 0.7883 | 1.8258 | 1.3597 | 0.8784 | 1.5337 |
Largest Winning Trade | 12938 | 4074 | 12938 | 16085 | 5167 | 16085 |
Largest Losing Trade | -20582 | -7411 | -20582 | -32151 | -7334 | -32151 |
Avg Bars in Trades | 380 | 56 | 715 | 380 | 56 | 715 |
Avg Bars in Winners | 435 | 64 | 783 | 435 | 64 | 783 |
Avg Bars in Losers | 323 | 48 | 638 | 323 | 48 | 638 |
Bars Traded | 23213 | 1738 | 21475 | 23213 | 1738 | 21475 |
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 | -160413 | -582562 | 340539 | -182147 | -582840 | 290916 |
{ "trading_pair": "VET_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737559800000, "first_datapoint_time": 1737771300000, "last_datapoint_time": 1760058900000, "evaluation_time": 1760059717276, "expiration_time": 1766538900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 236, "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": [ [ 43645.775505156, -9204.9237453641, 52850.6992505201, 41895.0613406881, -6830.2989346689, 48725.360275357 ], [ 43.645776, -9.204924, 52.850699, 41.895061, -6.830299, 48.72536 ], [ 0.167598, -0.035346, 0.202944, 0.134457, -0.027163, 0.152536 ], [ 10, 10, 10, 10, 10, 10 ], [ -22471, -16992, -23123, -34515, -17758, -35324 ], [ 1.520141, 0.739043, 2.08662, 1.405049, 0.823532, 1.752788 ], [ 61, 31, 30, 61, 31, 30 ], [ 31, 15, 16, 31, 15, 16 ], [ 30, 16, 14, 30, 16, 14 ], [ 50.819672, 48.387097, 53.333333, 50.819672, 48.387097, 53.333333 ], [ 1.471104, 0.788312, 1.825792, 1.359725, 0.878434, 1.53369 ], [ 12938, 4074, 12938, 16085, 5167, 16085 ], [ -20582, -7411, -20582, -32151, -7334, -32151 ], [ 380, 56, 715, 380, 56, 715 ], [ 435, 64, 783, 435, 64, 783 ], [ 323, 48, 638, 323, 48, 638 ], [ 23213, 1738, 21475, 23213, 1738, 21475 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160413, -582562, 340539, -182147, -582840, 290916 ] ] }
{ "trading_pair": "VET_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737559800000, "first_datapoint_time": 1737771300000, "last_datapoint_time": 1760058900000, "evaluation_time": 1760059717276, "expiration_time": 1766538900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 236, "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) |
---|