Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909113.4141 | 894456.8347 | 14656.5794 | 888870.1671 | 973836.044 | -84965.8769 |
Total P&L (%) | 909.1134 | 894.4568 | 14.6566 | 888.8702 | 973.836 | -84.9659 |
Avg Daily Profit (%) | 0.4364 | 0.4294 | 0.007 | 0.1101 | 0.114 | -0.0909 |
Buy And Hold Return (%) | 284.575 | 284.575 | 284.575 | 284.575 | 284.575 | 284.575 |
Max Trade Drawdown | -122935 | -139669 | -25688 | -4575541 | -4435722 | -556200 |
Profit Factor | 3.1336 | 3.5068 | 1.2116 | 1.0962 | 1.117 | 0.9071 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 53.012 | 56.0976 | 50 | 53.012 | 56.0976 | 50 |
Ratio Avg Win / Avg Loss | 2.7775 | 2.7444 | 1.2116 | 0.9717 | 0.8742 | 0.9071 |
Largest Winning Trade | 626377 | 626377 | 16899 | 4449924 | 4449924 | 259941 |
Largest Losing Trade | -54563 | -54563 | -7183 | -2777033 | -2777033 | -137098 |
Avg Bars in Trades | 279 | 553 | 12 | 279 | 553 | 12 |
Avg Bars in Winners | 211 | 390 | 14 | 211 | 390 | 14 |
Avg Bars in Losers | 356 | 760 | 9 | 356 | 760 | 9 |
Bars Traded | 23180 | 22674 | 506 | 23180 | 22674 | 506 |
Profit Streak | 63.8898 | 0 | 302.9731 | 63.8898 | 0 | 302.9731 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460091 | 523459 | -347970 | -165307 | -135745 | -579088 |
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24997, "evaluation_days": 2083.08, "actual_first_datapoint_time": 1579046400000, "first_datapoint_time": 1580356800000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759094475977, "expiration_time": 1765568822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 42, "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": [ [ 909113.4141413788, 894456.8346971893, 14656.5794441896, 888870.1670893396, 973836.0439959641, -84965.8769066258 ], [ 909.113414, 894.456835, 14.656579, 888.870167, 973.836044, -84.965877 ], [ 0.436428, 0.429391, 0.007036, 0.110061, 0.114022, -0.090922 ], [ 284.575026, 284.575026, 284.575026, 284.575026, 284.575026, 284.575026 ], [ -122935, -139669, -25688, -4575541, -4435722, -556200 ], [ 3.133611, 3.506784, 1.211565, 1.096234, 1.117017, 0.907077 ], [ 83, 41, 42, 83, 41, 42 ], [ 44, 23, 21, 44, 23, 21 ], [ 39, 18, 21, 39, 18, 21 ], [ 53.012048, 56.097561, 50, 53.012048, 56.097561, 50 ], [ 2.777519, 2.744439, 1.211565, 0.971662, 0.874187, 0.907077 ], [ 626377, 626377, 16899, 4449924, 4449924, 259941 ], [ -54563, -54563, -7183, -2777033, -2777033, -137098 ], [ 279, 553, 12, 279, 553, 12 ], [ 211, 390, 14, 211, 390, 14 ], [ 356, 760, 9, 356, 760, 9 ], [ 23180, 22674, 506, 23180, 22674, 506 ], [ 63.889768, 0, 302.973101, 63.889768, 0, 302.973102 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 460091, 523459, -347970, -165307, -135745, -579088 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24997, "evaluation_days": 2083.08, "actual_first_datapoint_time": 1579046400000, "first_datapoint_time": 1580356800000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759094475977, "expiration_time": 1765568822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 42, "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) |
---|