| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 177444.585 | 90359.1702 | 87085.4148 | 270552.1251 | 88037.2201 | 182514.905 |
| Total P&L (%) | 177.4446 | 90.3592 | 87.0854 | 270.5521 | 88.0372 | 182.5149 |
| Avg Daily Profit (%) | 0.3407 | 0.1735 | 0.1672 | 0.2518 | 0.1213 | 0.1996 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -38439 | -41766 | -30547 | -128654 | -143825 | -54177 |
| Profit Factor | 1.7221 | 1.7086 | 1.7366 | 1.4464 | 1.2698 | 1.6523 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
| Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
| Profitability (%) | 41.7582 | 33.3333 | 50 | 41.7582 | 33.3333 | 50 |
| Ratio Avg Win / Avg Loss | 2.4019 | 3.4173 | 1.7366 | 2.0173 | 2.5396 | 1.6523 |
| Largest Winning Trade | 46357 | 46357 | 26534 | 85164 | 85164 | 71344 |
| Largest Losing Trade | -15192 | -10629 | -15192 | -34262 | -34262 | -31903 |
| Avg Bars in Trades | 268 | 247 | 289 | 268 | 247 | 289 |
| Avg Bars in Winners | 434 | 428 | 438 | 434 | 428 | 438 |
| Avg Bars in Losers | 150 | 157 | 140 | 150 | 157 | 140 |
| Bars Traded | 24462 | 11144 | 13318 | 24462 | 11144 | 13318 |
| Profit Streak | 12.4452 | 0 | 14.8827 | 12.4452 | 0 | 14.8827 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330225 | 131334 | 386099 | 260591 | -37025 | 390209 |
{
"trading_pair": "VET_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714469400000,
"first_datapoint_time": 1714903200000,
"last_datapoint_time": 1759467600000,
"evaluation_time": 1759470062763,
"expiration_time": 1765947600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 242,
"offset": 0,
"a": 0.71505
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 99,
"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": [
[
177444.5850236238,
90359.1701802216,
87085.4148434021,
270552.1251145661,
88037.2201028316,
182514.9050117342
],
[
177.444585,
90.35917,
87.085415,
270.552125,
88.03722,
182.514905
],
[
0.340696,
0.173491,
0.167205,
0.251804,
0.121316,
0.199604
],
[
10,
10,
10,
10,
10,
10
],
[
-38439,
-41766,
-30547,
-128654,
-143825,
-54177
],
[
1.722103,
1.708647,
1.736617,
1.44637,
1.269802,
1.652275
],
[
91,
45,
46,
91,
45,
46
],
[
38,
15,
23,
38,
15,
23
],
[
53,
30,
23,
53,
30,
23
],
[
41.758242,
33.333333,
50,
41.758242,
33.333333,
50
],
[
2.401881,
3.417293,
1.736617,
2.017306,
2.539604,
1.652275
],
[
46357,
46357,
26534,
85164,
85164,
71344
],
[
-15192,
-10629,
-15192,
-34262,
-34262,
-31903
],
[
268,
247,
289,
268,
247,
289
],
[
434,
428,
438,
434,
428,
438
],
[
150,
157,
140,
150,
157,
140
],
[
24462,
11144,
13318,
24462,
11144,
13318
],
[
12.445171,
0,
14.882671,
12.445171,
0,
14.882671
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330225,
131334,
386099,
260591,
-37025,
390209
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714469400000,
"first_datapoint_time": 1714903200000,
"last_datapoint_time": 1759467600000,
"evaluation_time": 1759470062763,
"expiration_time": 1765947600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 242,
"offset": 0,
"a": 0.71505
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 99,
"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) |
|---|