| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 107182.2164 | 21034.729 | 86147.4874 | 138041.6752 | 16571.4624 | 121470.2128 |
| Total P&L (%) | 107.1822 | 21.0347 | 86.1475 | 138.0417 | 16.5715 | 121.4702 |
| Avg Daily Profit (%) | 0.4116 | 0.0808 | 0.3308 | 0.3336 | 0.0589 | 0.3058 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -54219 | -28598 | -43706 | -159386 | -74229 | -127714 |
| Profit Factor | 1.4437 | 1.184 | 1.6771 | 1.2306 | 1.0609 | 1.3719 |
| Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
| Winning Trades | 123 | 58 | 65 | 123 | 58 | 65 |
| Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
| Profitability (%) | 64.3979 | 60.4167 | 68.4211 | 64.3979 | 60.4167 | 68.4211 |
| Ratio Avg Win / Avg Loss | 0.7982 | 0.7757 | 0.774 | 0.6803 | 0.6951 | 0.6332 |
| Largest Winning Trade | 15860 | 15733 | 15860 | 41645 | 36906 | 41645 |
| Largest Losing Trade | -22146 | -15663 | -22146 | -60970 | -47144 | -60970 |
| Avg Bars in Trades | 128 | 57 | 200 | 128 | 57 | 200 |
| Avg Bars in Winners | 98 | 41 | 150 | 98 | 41 | 150 |
| Avg Bars in Losers | 182 | 81 | 309 | 182 | 81 | 309 |
| Bars Traded | 24525 | 5501 | 19025 | 24525 | 5501 | 19025 |
| Profit Streak | 0 | 0 | 12.0355 | 0 | 0 | 12.0355 |
| Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367057 | -111420 | 422936 | 296164 | -278979 | 359699 |
{
"trading_pair": "VET_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736887500000,
"first_datapoint_time": 1737033300000,
"last_datapoint_time": 1759386600000,
"evaluation_time": 1759386965766,
"expiration_time": 1765866600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 163,
"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": [
[
107182.2164158922,
21034.7290291758,
86147.4873867165,
138041.6751826587,
16571.4624179987,
121470.2127646602
],
[
107.182216,
21.034729,
86.147487,
138.041675,
16.571462,
121.470213
],
[
0.411574,
0.080772,
0.330802,
0.333585,
0.058897,
0.305788
],
[
10,
10,
10,
10,
10,
10
],
[
-54219,
-28598,
-43706,
-159386,
-74229,
-127714
],
[
1.443748,
1.184024,
1.677076,
1.230582,
1.060917,
1.371884
],
[
191,
96,
95,
191,
96,
95
],
[
123,
58,
65,
123,
58,
65
],
[
68,
38,
30,
68,
38,
30
],
[
64.397906,
60.416667,
68.421053,
64.397906,
60.416667,
68.421053
],
[
0.798169,
0.77574,
0.774035,
0.680322,
0.695084,
0.633177
],
[
15860,
15733,
15860,
41645,
36906,
41645
],
[
-22146,
-15663,
-22146,
-60970,
-47144,
-60970
],
[
128,
57,
200,
128,
57,
200
],
[
98,
41,
150,
98,
41,
150
],
[
182,
81,
309,
182,
81,
309
],
[
24525,
5501,
19025,
24525,
5501,
19025
],
[
0,
0,
12.035483,
0,
0,
12.035483
],
[
0,
0,
6,
0,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367057,
-111420,
422936,
296164,
-278979,
359699
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736887500000,
"first_datapoint_time": 1737033300000,
"last_datapoint_time": 1759386600000,
"evaluation_time": 1759386965766,
"expiration_time": 1765866600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 163,
"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) |
|---|