Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903453.5957 | 790180.5678 | 113273.0279 | 5711078.85 | 4964663.4635 | 746415.3865 |
Total P&L (%) | 903.4536 | 790.1806 | 113.273 | 5711.0789 | 4964.6635 | 746.4154 |
Avg Daily Profit (%) | 0.3596 | 0.3145 | 0.0451 | 0.1618 | 0.1563 | 0.0851 |
Buy And Hold Return (%) | 445.8482 | 445.8482 | 445.8482 | 445.8482 | 445.8482 | 445.8482 |
Max Trade Drawdown | -125923 | -69018 | -110692 | -17300560 | -10505494 | -16088069 |
Profit Factor | 2.594 | 4.0565 | 1.3675 | 1.1119 | 1.1897 | 1.03 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 55.7895 | 58.3333 | 53.1915 | 55.7895 | 58.3333 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.0556 | 2.8975 | 1.2034 | 0.8811 | 0.8498 | 0.9064 |
Largest Winning Trade | 369885 | 369885 | 56845 | 10721997 | 10721997 | 4894538 |
Largest Losing Trade | -59135 | -57631 | -59135 | -9901135 | -8119093 | -9901135 |
Avg Bars in Trades | 75 | 61 | 90 | 75 | 61 | 90 |
Avg Bars in Winners | 86 | 63 | 112 | 86 | 63 | 112 |
Avg Bars in Losers | 62 | 59 | 65 | 62 | 59 | 65 |
Bars Traded | 7217 | 2966 | 4251 | 7217 | 2966 | 4251 |
Profit Streak | 0 | 0 | 23.0269 | 0 | 0 | 23.0269 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311008 | 319744 | -296930 | -90405 | -4745 | -276183 |
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7537, "evaluation_days": 2512.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547280000000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760114327860, "expiration_time": 1766595168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 25, "offset": 0, "a": 0.73955 } } }
{ "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": [ [ 903453.5956951688, 790180.5677788546, 113273.0279163147, 5711078.850025596, 4964663.46354668, 746415.3864789209 ], [ 903.453596, 790.180568, 113.273028, 5711.07885, 4964.663464, 746.415386 ], [ 0.359608, 0.314521, 0.045087, 0.161827, 0.156347, 0.08505 ], [ 445.848192, 445.848192, 445.848192, 445.848192, 445.848192, 445.848192 ], [ -125923, -69018, -110692, -17300560, -10505494, -16088069 ], [ 2.594003, 4.05654, 1.367457, 1.111885, 1.18965, 1.030018 ], [ 95, 48, 47, 95, 48, 47 ], [ 53, 28, 25, 53, 28, 25 ], [ 42, 20, 22, 42, 20, 22 ], [ 55.789474, 58.333333, 53.191489, 55.789474, 58.333333, 53.191489 ], [ 2.055625, 2.897528, 1.203362, 0.881117, 0.84975, 0.906415 ], [ 369885, 369885, 56845, 10721997, 10721997, 4894538 ], [ -59135, -57631, -59135, -9901135, -8119093, -9901135 ], [ 75, 61, 90, 75, 61, 90 ], [ 86, 63, 112, 86, 63, 112 ], [ 62, 59, 65, 62, 59, 65 ], [ 7217, 2966, 4251, 7217, 2966, 4251 ], [ 0, 0, 23.026943, 0, 0, 23.026943 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311008, 319744, -296930, -90405, -4745, -276183 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7537, "evaluation_days": 2512.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547280000000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760114327860, "expiration_time": 1766595168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 25, "offset": 0, "a": 0.73955 } } }
# | 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) |
---|