| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1040309.7721 | 981828.3616 | 58481.4105 | 1720096.1163 | 1200629.1502 | 519466.9661 |
| Total P&L (%) | 1040.3098 | 981.8284 | 58.4814 | 1720.0961 | 1200.6292 | 519.467 |
| Avg Daily Profit (%) | 0.4157 | 0.3924 | 0.0234 | 0.116 | 0.1026 | 0.0729 |
| Buy And Hold Return (%) | 432.8467 | 432.8467 | 432.8467 | 432.8467 | 432.8467 | 432.8467 |
| Max Trade Drawdown | -125652 | -53393 | -93916 | -2060442 | -1230160 | -1402277 |
| Profit Factor | 3.0278 | 5.4037 | 1.2016 | 1.3141 | 1.4253 | 1.1957 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Profitability (%) | 44.9275 | 40 | 50 | 44.9275 | 40 | 50 |
| Ratio Avg Win / Avg Loss | 3.7114 | 8.1056 | 1.2016 | 1.6108 | 2.138 | 1.1957 |
| Largest Winning Trade | 595060 | 595060 | 57966 | 1124381 | 1124381 | 714580 |
| Largest Losing Trade | -52961 | -40017 | -52961 | -707291 | -444811 | -707291 |
| Avg Bars in Trades | 213 | 199 | 227 | 213 | 199 | 227 |
| Avg Bars in Winners | 356 | 343 | 366 | 356 | 343 | 366 |
| Avg Bars in Losers | 96 | 103 | 87 | 96 | 103 | 87 |
| Bars Traded | 14701 | 6971 | 7730 | 14701 | 6971 | 7730 |
| 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 | -96784 | 315870 | -327957 | -146913 | -60874 | -203953 |
{
"trading_pair": "VET_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15014,
"evaluation_days": 2502.33,
"actual_first_datapoint_time": 1543665600000,
"first_datapoint_time": 1546819200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759926102561,
"expiration_time": 1766410848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 140,
"offset": 80
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 65,
"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": [
[
1040309.7720933643,
981828.3615781267,
58481.4105152375,
1720096.1163064071,
1200629.1502030431,
519466.9661033634
],
[
1040.309772,
981.828362,
58.481411,
1720.096116,
1200.62915,
519.466966
],
[
0.415736,
0.392366,
0.023371,
0.116018,
0.102574,
0.072906
],
[
432.846715,
432.846715,
432.846715,
432.846715,
432.846715,
432.846715
],
[
-125652,
-53393,
-93916,
-2060442,
-1230160,
-1402277
],
[
3.027757,
5.403739,
1.201603,
1.314052,
1.425309,
1.19572
],
[
69,
35,
34,
69,
35,
34
],
[
31,
14,
17,
31,
14,
17
],
[
38,
21,
17,
38,
21,
17
],
[
44.927536,
40,
50,
44.927536,
40,
50
],
[
3.711444,
8.105608,
1.201603,
1.610774,
2.137963,
1.19572
],
[
595060,
595060,
57966,
1124381,
1124381,
714580
],
[
-52961,
-40017,
-52961,
-707291,
-444811,
-707291
],
[
213,
199,
227,
213,
199,
227
],
[
356,
343,
366,
356,
343,
366
],
[
96,
103,
87,
96,
103,
87
],
[
14701,
6971,
7730,
14701,
6971,
7730
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-96784,
315870,
-327957,
-146913,
-60874,
-203953
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15014,
"evaluation_days": 2502.33,
"actual_first_datapoint_time": 1543665600000,
"first_datapoint_time": 1546819200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759926102561,
"expiration_time": 1766410848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 140,
"offset": 80
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 65,
"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) |
|---|