Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157163.461 | 1101665.8672 | 55497.5938 | 2268352.2331 | 2059491.1644 | 208861.0686 |
Total P&L (%) | 1157.1635 | 1101.6659 | 55.4976 | 2268.3522 | 2059.4912 | 208.8611 |
Avg Daily Profit (%) | 0.4616 | 0.4394 | 0.0221 | 0.1263 | 0.1226 | 0.045 |
Buy And Hold Return (%) | 429.3438 | 429.3438 | 429.3438 | 429.3438 | 429.3438 | 429.3438 |
Max Trade Drawdown | -96782 | -49651 | -69402 | -3597233 | -1915931 | -3258602 |
Profit Factor | 3.5574 | 6.931 | 1.2081 | 1.2024 | 1.4015 | 1.0344 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 38.3333 | 33.3333 | 43.3333 | 38.3333 | 33.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.7228 | 13.8619 | 1.5798 | 1.9343 | 2.803 | 1.3526 |
Largest Winning Trade | 751515 | 751515 | 53856 | 2322052 | 2322052 | 1435228 |
Largest Losing Trade | -40917 | -23912 | -40917 | -1314546 | -630404 | -1314546 |
Avg Bars in Trades | 80 | 75 | 86 | 80 | 75 | 86 |
Avg Bars in Winners | 157 | 156 | 158 | 157 | 156 | 158 |
Avg Bars in Losers | 33 | 35 | 31 | 33 | 35 | 31 |
Bars Traded | 4857 | 2262 | 2595 | 4857 | 2262 | 2595 |
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 | -164686 | 309116 | -331075 | -202827 | -35110 | -483951 |
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5014, "evaluation_days": 2507, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1548460800000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621397406, "expiration_time": 1766077344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 44, "std": 4.17909 } }, "second_band": { "type": "tema", "factors": { "length": 38, "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": [ [ 1157163.4609760838, 1101665.8671544094, 55497.5938216745, 2268352.233082466, 2059491.1644456247, 208861.0686368432 ], [ 1157.163461, 1101.665867, 55.497594, 2268.352233, 2059.491164, 208.861069 ], [ 0.461573, 0.439436, 0.022137, 0.126317, 0.12263, 0.044993 ], [ 429.343808, 429.343808, 429.343808, 429.343808, 429.343808, 429.343808 ], [ -96782, -49651, -69402, -3597233, -1915931, -3258602 ], [ 3.557386, 6.930974, 1.208066, 1.202429, 1.401524, 1.034372 ], [ 60, 30, 30, 60, 30, 30 ], [ 23, 10, 13, 23, 10, 13 ], [ 37, 20, 17, 37, 20, 17 ], [ 38.333333, 33.333333, 43.333333, 38.333333, 33.333333, 43.333333 ], [ 5.722751, 13.861948, 1.579778, 1.934342, 2.803047, 1.35264 ], [ 751515, 751515, 53856, 2322052, 2322052, 1435228 ], [ -40917, -23912, -40917, -1314546, -630404, -1314546 ], [ 80, 75, 86, 80, 75, 86 ], [ 157, 156, 158, 157, 156, 158 ], [ 33, 35, 31, 33, 35, 31 ], [ 4857, 2262, 2595, 4857, 2262, 2595 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164686, 309116, -331075, -202827, -35110, -483951 ] ] }
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5014, "evaluation_days": 2507, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1548460800000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621397406, "expiration_time": 1766077344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 44, "std": 4.17909 } }, "second_band": { "type": "tema", "factors": { "length": 38, "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) |
---|