| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 231116.4493 | 114241.4744 | 116874.9749 | 516759.4077 | 129819.2101 | 386940.1976 |
| Total P&L (%) | 231.1164 | 114.2415 | 116.875 | 516.7594 | 129.8192 | 386.9402 |
| Avg Daily Profit (%) | 0.4437 | 0.2193 | 0.2244 | 0.3499 | 0.1599 | 0.3044 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -41638 | -51695 | -14971 | -242443 | -334326 | -82941 |
| Profit Factor | 1.8712 | 1.6987 | 2.1483 | 1.4072 | 1.1604 | 1.8416 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
| Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
| Profitability (%) | 43.0769 | 35.3846 | 50.7692 | 43.0769 | 35.3846 | 50.7692 |
| Ratio Avg Win / Avg Loss | 2.4726 | 3.1019 | 2.0832 | 1.8595 | 2.119 | 1.7858 |
| Largest Winning Trade | 66065 | 66065 | 18804 | 208058 | 208058 | 91094 |
| Largest Losing Trade | -11346 | -11346 | -10870 | -74988 | -74988 | -63692 |
| Avg Bars in Trades | 189 | 180 | 199 | 189 | 180 | 199 |
| Avg Bars in Winners | 281 | 290 | 275 | 281 | 290 | 275 |
| Avg Bars in Losers | 120 | 119 | 121 | 120 | 119 | 121 |
| Bars Traded | 24676 | 11718 | 12958 | 24676 | 11718 | 12958 |
| Profit Streak | 9.2682 | 0 | 12.2682 | 9.2682 | 0 | 12.2682 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396225 | -127205 | -119614 | 321094 | -173914 | -119522 |
{
"trading_pair": "VET_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714228200000,
"first_datapoint_time": 1714665600000,
"last_datapoint_time": 1759226400000,
"evaluation_time": 1759227975881,
"expiration_time": 1765706400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 88,
"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": [
[
231116.4493169995,
114241.4743808008,
116874.9749361986,
516759.4077124685,
129819.2101374717,
386940.1975749968
],
[
231.116449,
114.241474,
116.874975,
516.759408,
129.81921,
386.940198
],
[
0.443746,
0.219345,
0.224401,
0.34992,
0.159896,
0.304395
],
[
10,
10,
10,
10,
10,
10
],
[
-41638,
-51695,
-14971,
-242443,
-334326,
-82941
],
[
1.87119,
1.698682,
2.148328,
1.407177,
1.160395,
1.841622
],
[
130,
65,
65,
130,
65,
65
],
[
56,
23,
33,
56,
23,
33
],
[
74,
42,
32,
74,
42,
32
],
[
43.076923,
35.384615,
50.769231,
43.076923,
35.384615,
50.769231
],
[
2.472644,
3.101942,
2.083227,
1.859484,
2.118982,
1.785815
],
[
66065,
66065,
18804,
208058,
208058,
91094
],
[
-11346,
-11346,
-10870,
-74988,
-74988,
-63692
],
[
189,
180,
199,
189,
180,
199
],
[
281,
290,
275,
281,
290,
275
],
[
120,
119,
121,
120,
119,
121
],
[
24676,
11718,
12958,
24676,
11718,
12958
],
[
9.268239,
0,
12.268239,
9.268239,
0,
12.268239
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396225,
-127205,
-119614,
321094,
-173914,
-119522
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714228200000,
"first_datapoint_time": 1714665600000,
"last_datapoint_time": 1759226400000,
"evaluation_time": 1759227975881,
"expiration_time": 1765706400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 88,
"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) |
|---|