Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156848.9822 | 139143.5225 | 17705.4597 | 85559.3017 | 28643.0382 | 56916.2635 |
Total P&L (%) | 156.849 | 139.1435 | 17.7055 | 85.5593 | 28.643 | 56.9163 |
Avg Daily Profit (%) | 0.1506 | 0.1336 | 0.017 | 0.0594 | 0.0242 | 0.0433 |
Buy And Hold Return (%) | 21.9629 | 21.9629 | 21.9629 | 21.9629 | 21.9629 | 21.9629 |
Max Trade Drawdown | -74152 | -81883 | -22737 | -208365 | -233504 | -34735 |
Profit Factor | 1.3764 | 1.4145 | 1.2184 | 1.1214 | 1.0476 | 1.5521 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 53.012 | 55.4217 | 50.6024 | 53.012 | 55.4217 | 50.6024 |
Ratio Avg Win / Avg Loss | 1.22 | 1.1377 | 1.1894 | 0.994 | 0.8427 | 1.5152 |
Largest Winning Trade | 48257 | 48257 | 8617 | 103139 | 103139 | 17758 |
Largest Losing Trade | -41670 | -41670 | -12610 | -114272 | -114272 | -18366 |
Avg Bars in Trades | 145 | 280 | 10 | 145 | 280 | 10 |
Avg Bars in Winners | 100 | 183 | 9 | 100 | 183 | 9 |
Avg Bars in Losers | 196 | 401 | 10 | 196 | 401 | 10 |
Bars Traded | 24124 | 23285 | 839 | 24124 | 23285 | 839 |
Profit Streak | 46.1863 | 46.1863 | 74.978 | 46.1863 | 46.1863 | 74.978 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375405 | -13425 | -334938 | -201897 | -400593 | -134464 |
{ "trading_pair": "VET_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668949200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758893297766, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 204, "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": [ [ 156848.9822282091, 139143.5225391218, 17705.4596890874, 85559.3017313534, 28643.0381870238, 56916.2635443296 ], [ 156.848982, 139.143523, 17.70546, 85.559302, 28.643038, 56.916264 ], [ 0.150582, 0.133584, 0.016998, 0.059368, 0.024184, 0.043263 ], [ 21.962865, 21.962865, 21.962865, 21.962865, 21.962865, 21.962865 ], [ -74152, -81883, -22737, -208365, -233504, -34735 ], [ 1.376363, 1.414496, 1.218436, 1.121438, 1.047622, 1.552114 ], [ 166, 83, 83, 166, 83, 83 ], [ 88, 46, 42, 88, 46, 42 ], [ 78, 37, 41, 78, 37, 41 ], [ 53.012048, 55.421687, 50.60241, 53.012048, 55.421687, 50.60241 ], [ 1.219958, 1.137747, 1.189426, 0.994001, 0.842652, 1.515159 ], [ 48257, 48257, 8617, 103139, 103139, 17758 ], [ -41670, -41670, -12610, -114272, -114272, -18366 ], [ 145, 280, 10, 145, 280, 10 ], [ 100, 183, 9, 100, 183, 9 ], [ 196, 401, 10, 196, 401, 10 ], [ 24124, 23285, 839, 24124, 23285, 839 ], [ 46.186317, 46.186317, 74.977983, 46.186317, 46.186317, 74.977983 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375405, -13425, -334938, -201897, -400593, -134464 ] ] }
{ "trading_pair": "VET_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668949200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758893297766, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 204, "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) |
---|