Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81356.2444 | 12773.6266 | 68582.6177 | 79433.2059 | 9526.1862 | 69907.0198 |
Total P&L (%) | 81.3562 | 12.7736 | 68.5826 | 79.4332 | 9.5262 | 69.907 |
Avg Daily Profit (%) | 0.3124 | 0.0491 | 0.2634 | 0.2247 | 0.0349 | 0.2038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33264 | -26400 | -28536 | -62455 | -38752 | -47960 |
Profit Factor | 1.3403 | 1.0885 | 1.7241 | 1.227 | 1.0466 | 1.48 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 69.2857 | 67.1429 | 71.4286 | 69.2857 | 67.1429 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.5942 | 0.5327 | 0.6897 | 0.5439 | 0.5122 | 0.592 |
Largest Winning Trade | 10400 | 10282 | 10400 | 15253 | 14421 | 15253 |
Largest Losing Trade | -26453 | -17765 | -26453 | -44347 | -24232 | -44347 |
Avg Bars in Trades | 177 | 177 | 177 | 177 | 177 | 177 |
Avg Bars in Winners | 131 | 113 | 148 | 131 | 113 | 148 |
Avg Bars in Losers | 279 | 306 | 247 | 279 | 306 | 247 |
Bars Traded | 24785 | 12393 | 12392 | 24785 | 12393 | 12392 |
Profit Streak | 0 | 9.9655 | 0 | 0 | 9.9655 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313941 | -423552 | -84239 | 262039 | -574693 | -85633 |
{ "trading_pair": "VET_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737111600000, "first_datapoint_time": 1737266400000, "last_datapoint_time": 1759610700000, "evaluation_time": 1759611319474, "expiration_time": 1766090700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 173, "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": [ [ 81356.2443597487, 12773.6266479174, 68582.6177118313, 79433.2059335113, 9526.1861796536, 69907.0197538577 ], [ 81.356244, 12.773627, 68.582618, 79.433206, 9.526186, 69.90702 ], [ 0.312404, 0.04905, 0.263354, 0.224748, 0.034947, 0.203756 ], [ 10, 10, 10, 10, 10, 10 ], [ -33264, -26400, -28536, -62455, -38752, -47960 ], [ 1.340333, 1.088496, 1.724147, 1.22701, 1.046635, 1.480004 ], [ 140, 70, 70, 140, 70, 70 ], [ 97, 47, 50, 97, 47, 50 ], [ 43, 23, 20, 43, 23, 20 ], [ 69.285714, 67.142857, 71.428571, 69.285714, 67.142857, 71.428571 ], [ 0.594168, 0.532668, 0.689659, 0.543932, 0.512183, 0.592002 ], [ 10400, 10282, 10400, 15253, 14421, 15253 ], [ -26453, -17765, -26453, -44347, -24232, -44347 ], [ 177, 177, 177, 177, 177, 177 ], [ 131, 113, 148, 131, 113, 148 ], [ 279, 306, 247, 279, 306, 247 ], [ 24785, 12393, 12392, 24785, 12393, 12392 ], [ 0, 9.965503, 0, 0, 9.965503, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313941, -423552, -84239, 262039, -574693, -85633 ] ] }
{ "trading_pair": "VET_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737111600000, "first_datapoint_time": 1737266400000, "last_datapoint_time": 1759610700000, "evaluation_time": 1759611319474, "expiration_time": 1766090700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 173, "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) |
---|