| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1616905.0998 | 1486375.0882 | 130530.0116 | 13042459.9614 | 8651403.5829 | 4391056.3785 |
| Total P&L (%) | 1616.9051 | 1486.3751 | 130.53 | 13042.46 | 8651.4036 | 4391.0564 |
| Avg Daily Profit (%) | 0.6463 | 0.5942 | 0.0522 | 0.1952 | 0.1789 | 0.1522 |
| Buy And Hold Return (%) | 360.3646 | 360.3646 | 360.3646 | 360.3646 | 360.3646 | 360.3646 |
| Max Trade Drawdown | -114591 | -55073 | -87587 | -10078230 | -6419793 | -7137079 |
| Profit Factor | 4.0494 | 6.8996 | 1.469 | 1.3578 | 1.4573 | 1.2505 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Profitability (%) | 35.3659 | 34.1463 | 36.5854 | 35.3659 | 34.1463 | 36.5854 |
| Ratio Avg Win / Avg Loss | 7.4006 | 13.3064 | 2.5463 | 2.4816 | 2.8105 | 2.1675 |
| Largest Winning Trade | 941279 | 941279 | 57833 | 9001546 | 9001546 | 7447323 |
| Largest Losing Trade | -36563 | -26582 | -36563 | -3237995 | -2138208 | -3237995 |
| Avg Bars in Trades | 90 | 85 | 94 | 90 | 85 | 94 |
| Avg Bars in Winners | 182 | 182 | 182 | 182 | 182 | 182 |
| Avg Bars in Losers | 39 | 34 | 44 | 39 | 34 | 44 |
| Bars Traded | 7383 | 3496 | 3887 | 7383 | 3496 | 3887 |
| 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 | 96922 | 420979 | -291967 | -4923 | 139834 | 120259 |
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1545667200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758869705217,
"expiration_time": 1765329120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 103,
"offset": 0,
"a": 0.63184
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 12,
"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": [
[
1616905.099809272,
1486375.0882226299,
130530.0115866425,
13042459.961369213,
8651403.582910093,
4391056.378459111
],
[
1616.9051,
1486.375088,
130.530012,
13042.459961,
8651.403583,
4391.056378
],
[
0.64633,
0.594153,
0.052177,
0.195197,
0.178912,
0.152201
],
[
360.364561,
360.364561,
360.364561,
360.364561,
360.364561,
360.364561
],
[
-114591,
-55073,
-87587,
-10078230,
-6419793,
-7137079
],
[
4.049403,
6.89961,
1.46904,
1.357843,
1.457316,
1.250493
],
[
82,
41,
41,
82,
41,
41
],
[
29,
14,
15,
29,
14,
15
],
[
53,
27,
26,
53,
27,
26
],
[
35.365854,
34.146341,
36.585366,
35.365854,
34.146341,
36.585366
],
[
7.400633,
13.30639,
2.546336,
2.481574,
2.810538,
2.16752
],
[
941279,
941279,
57833,
9001546,
9001546,
7447323
],
[
-36563,
-26582,
-36563,
-3237995,
-2138208,
-3237995
],
[
90,
85,
94,
90,
85,
94
],
[
182,
182,
182,
182,
182,
182
],
[
39,
34,
44,
39,
34,
44
],
[
7383,
3496,
3887,
7383,
3496,
3887
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
96922,
420979,
-291967,
-4923,
139834,
120259
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1545667200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758869705217,
"expiration_time": 1765329120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 103,
"offset": 0,
"a": 0.63184
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 12,
"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) |
|---|