| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 62596.5874 | 3546.1301 | 59050.4573 | 54173.4407 | -5422.3061 | 59595.7468 |
| Total P&L (%) | 62.5966 | 3.5461 | 59.0505 | 54.1734 | -5.4223 | 59.5957 |
| Avg Daily Profit (%) | 0.2404 | 0.0136 | 0.2268 | 0.1664 | -0.0214 | 0.1797 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -53284 | -32019 | -32883 | -84841 | -49648 | -49669 |
| Profit Factor | 1.2517 | 1.0217 | 1.695 | 1.1551 | 0.9759 | 1.479 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
| Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Profitability (%) | 64.4737 | 61.8421 | 67.1053 | 64.4737 | 61.8421 | 67.1053 |
| Ratio Avg Win / Avg Loss | 0.6897 | 0.6304 | 0.8309 | 0.6365 | 0.6021 | 0.725 |
| Largest Winning Trade | 15194 | 15194 | 8017 | 20650 | 20650 | 10705 |
| Largest Losing Trade | -18032 | -15756 | -18032 | -31014 | -21381 | -31014 |
| Avg Bars in Trades | 161 | 165 | 156 | 161 | 165 | 156 |
| Avg Bars in Winners | 100 | 87 | 113 | 100 | 87 | 113 |
| Avg Bars in Losers | 271 | 293 | 244 | 271 | 293 | 244 |
| Bars Traded | 24511 | 12610 | 11901 | 24511 | 12610 | 11901 |
| Profit Streak | 5.2847 | 12.8055 | 5.2847 | 5.2847 | 12.8055 | 5.2847 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307417 | -586271 | -39624 | -42393 | -628251 | -40913 |
{
"trading_pair": "VET_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737534600000,
"first_datapoint_time": 1737714600000,
"last_datapoint_time": 1760033700000,
"evaluation_time": 1760034896253,
"expiration_time": 1766513700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 157,
"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": [
[
62596.5874053123,
3546.1301304626,
59050.4572748496,
54173.44072245,
-5422.3061071978,
59595.7468296477
],
[
62.596587,
3.54613,
59.050457,
54.173441,
-5.422306,
59.595747
],
[
0.240368,
0.013617,
0.226751,
0.166373,
-0.021405,
0.179669
],
[
10,
10,
10,
10,
10,
10
],
[
-53284,
-32019,
-32883,
-84841,
-49648,
-49669
],
[
1.251705,
1.021658,
1.695041,
1.15507,
0.975895,
1.479033
],
[
152,
76,
76,
152,
76,
76
],
[
98,
47,
51,
98,
47,
51
],
[
54,
29,
25,
54,
29,
25
],
[
64.473684,
61.842105,
67.105263,
64.473684,
61.842105,
67.105263
],
[
0.689715,
0.630385,
0.830902,
0.636467,
0.602148,
0.725016
],
[
15194,
15194,
8017,
20650,
20650,
10705
],
[
-18032,
-15756,
-18032,
-31014,
-21381,
-31014
],
[
161,
165,
156,
161,
165,
156
],
[
100,
87,
113,
100,
87,
113
],
[
271,
293,
244,
271,
293,
244
],
[
24511,
12610,
11901,
24511,
12610,
11901
],
[
5.284679,
12.805512,
5.284679,
5.284679,
12.805512,
5.284679
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307417,
-586271,
-39624,
-42393,
-628251,
-40913
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737534600000,
"first_datapoint_time": 1737714600000,
"last_datapoint_time": 1760033700000,
"evaluation_time": 1760034896253,
"expiration_time": 1766513700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 157,
"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) |
|---|