Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046262.9657 | 851660.5702 | 194602.3955 | 26658066.083 | 20246123.3854 | 6411942.6976 |
Total P&L (%) | 1046.263 | 851.6606 | 194.6024 | 26658.0661 | 20246.1234 | 6411.9427 |
Avg Daily Profit (%) | 0.5022 | 0.4088 | 0.0934 | 0.2687 | 0.2555 | 0.2007 |
Buy And Hold Return (%) | 289.8616 | 289.8616 | 289.8616 | 289.8616 | 289.8616 | 289.8616 |
Max Trade Drawdown | -69817 | -58697 | -57638 | -37655484 | -25788178 | -26924731 |
Profit Factor | 3.1673 | 4.1681 | 1.9097 | 1.179 | 1.2485 | 1.0951 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 37.7953 | 33.3333 | 42.1875 | 37.7953 | 33.3333 | 42.1875 |
Ratio Avg Win / Avg Loss | 5.2129 | 8.3362 | 2.617 | 1.9404 | 2.497 | 1.5006 |
Largest Winning Trade | 314842 | 314842 | 62918 | 34160108 | 34160108 | 13634762 |
Largest Losing Trade | -20596 | -17285 | -20596 | -10042191 | -8767775 | -10042191 |
Avg Bars in Trades | 193 | 172 | 215 | 193 | 172 | 215 |
Avg Bars in Winners | 394 | 387 | 400 | 394 | 387 | 400 |
Avg Bars in Losers | 72 | 64 | 80 | 72 | 64 | 80 |
Bars Traded | 24637 | 10847 | 13790 | 24637 | 10847 | 13790 |
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 | 349012 | -139598 | -372909 | -18304 | -144047 | -249300 |
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579608000000, "first_datapoint_time": 1580594400000, "last_datapoint_time": 1759672800000, "evaluation_time": 1759679447275, "expiration_time": 1766152800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 2 } } }
{ "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": [ [ 1046262.9656625648, 851660.5701882613, 194602.3954743032, 26658066.083018545, 20246123.38539778, 6411942.69762076 ], [ 1046.262966, 851.66057, 194.602395, 26658.066083, 20246.123385, 6411.942698 ], [ 0.502207, 0.408798, 0.093409, 0.268653, 0.255469, 0.20066 ], [ 289.861597, 289.861597, 289.861597, 289.861597, 289.861597, 289.861597 ], [ -69817, -58697, -57638, -37655484, -25788178, -26924731 ], [ 3.167315, 4.168091, 1.909691, 1.178997, 1.248478, 1.095062 ], [ 127, 63, 64, 127, 63, 64 ], [ 48, 21, 27, 48, 21, 27 ], [ 79, 42, 37, 79, 42, 37 ], [ 37.795276, 33.333333, 42.1875, 37.795276, 33.333333, 42.1875 ], [ 5.212873, 8.336182, 2.616983, 1.940432, 2.496957, 1.500641 ], [ 314842, 314842, 62918, 34160108, 34160108, 13634762 ], [ -20596, -17285, -20596, -10042191, -8767775, -10042191 ], [ 193, 172, 215, 193, 172, 215 ], [ 394, 387, 400, 394, 387, 400 ], [ 72, 64, 80, 72, 64, 80 ], [ 24637, 10847, 13790, 24637, 10847, 13790 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 349012, -139598, -372909, -18304, -144047, -249300 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579608000000, "first_datapoint_time": 1580594400000, "last_datapoint_time": 1759672800000, "evaluation_time": 1759679447275, "expiration_time": 1766152800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 2 } } }
# | 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) |
---|