Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780083.4657 | 645238.2456 | 134845.2201 | 6531835.8168 | 5316565.5278 | 1215270.2891 |
Total P&L (%) | 780.0835 | 645.2382 | 134.8452 | 6531.8358 | 5316.5655 | 1215.2703 |
Avg Daily Profit (%) | 0.3746 | 0.3098 | 0.0648 | 0.2016 | 0.1919 | 0.1238 |
Buy And Hold Return (%) | 308.5983 | 308.5983 | 308.5983 | 308.5983 | 308.5983 | 308.5983 |
Max Trade Drawdown | -103850 | -70638 | -156312 | -8506438 | -7694810 | -4626349 |
Profit Factor | 1.6575 | 2.0931 | 1.2262 | 1.1419 | 1.2274 | 1.0537 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 194 | 100 | 94 | 194 | 100 | 94 |
Losing Trades | 163 | 79 | 84 | 163 | 79 | 84 |
Profitability (%) | 54.3417 | 55.8659 | 52.809 | 54.3417 | 55.8659 | 52.809 |
Ratio Avg Win / Avg Loss | 1.3926 | 1.6535 | 1.0957 | 0.9595 | 0.9696 | 0.9416 |
Largest Winning Trade | 130328 | 130328 | 51814 | 4874092 | 4874092 | 1826032 |
Largest Losing Trade | -36942 | -28752 | -36942 | -3483664 | -1531827 | -3483664 |
Avg Bars in Trades | 69 | 68 | 69 | 69 | 68 | 69 |
Avg Bars in Winners | 74 | 68 | 79 | 74 | 68 | 79 |
Avg Bars in Losers | 63 | 68 | 57 | 63 | 68 | 57 |
Bars Traded | 24691 | 12321 | 12370 | 24691 | 12321 | 12370 |
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 | 376436 | 281360 | -271874 | -55584 | 255023 | -191994 |
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579982400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758851417093, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 175, "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": [ [ 780083.4657270173, 645238.24562356, 134845.2201034571, 6531835.8168239705, 5316565.527750041, 1215270.289073935 ], [ 780.083466, 645.238246, 134.84522, 6531.835817, 5316.565528, 1215.270289 ], [ 0.37459, 0.309838, 0.064752, 0.201618, 0.191879, 0.123804 ], [ 308.59833, 308.59833, 308.59833, 308.59833, 308.59833, 308.59833 ], [ -103850, -70638, -156312, -8506438, -7694810, -4626349 ], [ 1.657484, 2.093081, 1.226184, 1.141935, 1.227371, 1.053685 ], [ 357, 179, 178, 357, 179, 178 ], [ 194, 100, 94, 194, 100, 94 ], [ 163, 79, 84, 163, 79, 84 ], [ 54.341737, 55.865922, 52.808989, 54.341737, 55.865922, 52.808989 ], [ 1.392628, 1.653534, 1.095739, 0.959461, 0.969623, 0.941591 ], [ 130328, 130328, 51814, 4874092, 4874092, 1826032 ], [ -36942, -28752, -36942, -3483664, -1531827, -3483664 ], [ 69, 68, 69, 69, 68, 69 ], [ 74, 68, 79, 74, 68, 79 ], [ 63, 68, 57, 63, 68, 57 ], [ 24691, 12321, 12370, 24691, 12321, 12370 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 376436, 281360, -271874, -55584, 255023, -191994 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579982400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758851417093, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 175, "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) |
---|