Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155230.4548 | 78340.3064 | 76890.1484 | 191316.462 | 43221.9315 | 148094.5305 |
Total P&L (%) | 155.2305 | 78.3403 | 76.8901 | 191.3165 | 43.2219 | 148.0945 |
Avg Daily Profit (%) | 0.298 | 0.1504 | 0.1476 | 0.2055 | 0.069 | 0.1746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45532 | -47868 | -42049 | -176848 | -205974 | -102984 |
Profit Factor | 1.5118 | 1.4876 | 1.5391 | 1.203 | 1.0821 | 1.3558 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 45.9854 | 43.4783 | 48.5294 | 45.9854 | 43.4783 | 48.5294 |
Ratio Avg Win / Avg Loss | 1.7757 | 1.9338 | 1.6323 | 1.413 | 1.4068 | 1.438 |
Largest Winning Trade | 66228 | 66228 | 21939 | 128910 | 128910 | 52926 |
Largest Losing Trade | -20319 | -9035 | -20319 | -47522 | -36920 | -47522 |
Avg Bars in Trades | 178 | 166 | 191 | 178 | 166 | 191 |
Avg Bars in Winners | 245 | 232 | 257 | 245 | 232 | 257 |
Avg Bars in Losers | 121 | 115 | 128 | 121 | 115 | 128 |
Bars Traded | 24481 | 11486 | 12995 | 24481 | 11486 | 12995 |
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 | 330516 | -95524 | -103909 | 194108 | -338002 | -102769 |
{ "trading_pair": "VET_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714161600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758903809243, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 147, "offset": 0, "poles": 3 } } }
{ "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": [ [ 155230.4548200381, 78340.306403665, 76890.1484163733, 191316.4620383026, 43221.9315280045, 148094.5305102982 ], [ 155.230455, 78.340306, 76.890148, 191.316462, 43.221932, 148.094531 ], [ 0.298044, 0.150414, 0.14763, 0.205506, 0.068995, 0.174612 ], [ 10, 10, 10, 10, 10, 10 ], [ -45532, -47868, -42049, -176848, -205974, -102984 ], [ 1.511775, 1.487558, 1.539056, 1.202984, 1.082124, 1.355808 ], [ 137, 69, 68, 137, 69, 68 ], [ 63, 30, 33, 63, 30, 33 ], [ 74, 39, 35, 74, 39, 35 ], [ 45.985401, 43.478261, 48.529412, 45.985401, 43.478261, 48.529412 ], [ 1.775736, 1.933825, 1.632332, 1.413029, 1.406761, 1.437978 ], [ 66228, 66228, 21939, 128910, 128910, 52926 ], [ -20319, -9035, -20319, -47522, -36920, -47522 ], [ 178, 166, 191, 178, 166, 191 ], [ 245, 232, 257, 245, 232, 257 ], [ 121, 115, 128, 121, 115, 128 ], [ 24481, 11486, 12995, 24481, 11486, 12995 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330516, -95524, -103909, 194108, -338002, -102769 ] ] }
{ "trading_pair": "VET_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714161600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758903809243, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 147, "offset": 0, "poles": 3 } } }
# | 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) |
---|