Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58190.2479 | 9546.7409 | 48643.5071 | 44527.7467 | 4354.089 | 40173.6577 |
Total P&L (%) | 58.1902 | 9.5467 | 48.6435 | 44.5277 | 4.3541 | 40.1737 |
Avg Daily Profit (%) | 0.2234 | 0.0367 | 0.1868 | 0.1415 | 0.0164 | 0.1298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38742 | -31590 | -37823 | -59637 | -40861 | -57103 |
Profit Factor | 1.2206 | 1.0656 | 1.4117 | 1.1342 | 1.0244 | 1.262 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 134 | 63 | 71 | 134 | 63 | 71 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 68.7179 | 64.9485 | 72.449 | 68.7179 | 64.9485 | 72.449 |
Ratio Avg Win / Avg Loss | 0.5557 | 0.5751 | 0.5368 | 0.5163 | 0.5528 | 0.4799 |
Largest Winning Trade | 11045 | 11045 | 10255 | 12766 | 12766 | 9913 |
Largest Losing Trade | -23835 | -12886 | -23835 | -34524 | -17758 | -34524 |
Avg Bars in Trades | 124 | 127 | 120 | 124 | 127 | 120 |
Avg Bars in Winners | 83 | 75 | 91 | 83 | 75 | 91 |
Avg Bars in Losers | 213 | 225 | 197 | 213 | 225 | 197 |
Bars Traded | 24234 | 12414 | 11820 | 24234 | 12414 | 11820 |
Profit Streak | 10.433 | 10.4747 | 10.433 | 10.433 | 10.4747 | 10.433 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309517 | -458159 | 279094 | -76877 | -530496 | -21211 |
{ "trading_pair": "VET_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736445600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758972212702, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 243, "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": [ [ 58190.2479260733, 9546.7408556946, 48643.5070703787, 44527.7467049608, 4354.0890025078, 40173.6577024529 ], [ 58.190248, 9.546741, 48.643507, 44.527747, 4.354089, 40.173658 ], [ 0.223448, 0.036659, 0.186789, 0.141526, 0.016367, 0.129764 ], [ 10, 10, 10, 10, 10, 10 ], [ -38742, -31590, -37823, -59637, -40861, -57103 ], [ 1.220613, 1.065561, 1.411712, 1.134191, 1.024396, 1.261973 ], [ 195, 97, 98, 195, 97, 98 ], [ 134, 63, 71, 134, 63, 71 ], [ 61, 34, 27, 61, 34, 27 ], [ 68.717949, 64.948454, 72.44898, 68.717949, 64.948454, 72.44898 ], [ 0.555652, 0.575064, 0.536848, 0.516311, 0.552849, 0.479905 ], [ 11045, 11045, 10255, 12766, 12766, 9913 ], [ -23835, -12886, -23835, -34524, -17758, -34524 ], [ 124, 127, 120, 124, 127, 120 ], [ 83, 75, 91, 83, 75, 91 ], [ 213, 225, 197, 213, 225, 197 ], [ 24234, 12414, 11820, 24234, 12414, 11820 ], [ 10.433017, 10.474684, 10.433017, 10.433017, 10.474684, 10.433017 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309517, -458159, 279094, -76877, -530496, -21211 ] ] }
{ "trading_pair": "VET_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736445600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758972212702, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 243, "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) |
---|