Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1707516.6142 | 1504787.1243 | 202729.4899 | 48259441.7766 | 21914060.5521 | 26345381.2244 |
Total P&L (%) | 1707.5166 | 1504.7871 | 202.7295 | 48259.4418 | 21914.0606 | 26345.3812 |
Avg Daily Profit (%) | 0.6825 | 0.6014 | 0.081 | 0.2474 | 0.2158 | 0.2232 |
Buy And Hold Return (%) | 496.0248 | 496.0248 | 496.0248 | 496.0248 | 496.0248 | 496.0248 |
Max Trade Drawdown | -66986 | -53744 | -35065 | -49198899 | -31543891 | -22506374 |
Profit Factor | 6.2079 | 10.0051 | 2.261 | 1.3558 | 1.2716 | 1.4794 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 46.1538 | 42.4242 | 50 | 46.1538 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 7.2425 | 13.5783 | 2.261 | 1.5818 | 1.7257 | 1.4794 |
Largest Winning Trade | 1021802 | 1021802 | 55964 | 31640405 | 31640405 | 28820208 |
Largest Losing Trade | -26252 | -19611 | -26252 | -16632142 | -11518100 | -16632142 |
Avg Bars in Trades | 149 | 127 | 172 | 149 | 127 | 172 |
Avg Bars in Winners | 246 | 219 | 270 | 246 | 219 | 270 |
Avg Bars in Losers | 66 | 59 | 74 | 66 | 59 | 74 |
Bars Traded | 9724 | 4210 | 5514 | 9724 | 4210 | 5514 |
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 | -119801 | 502019 | -246276 | -127794 | 224045 | 337812 |
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10008, "evaluation_days": 2502, "actual_first_datapoint_time": 1543644000000, "first_datapoint_time": 1547985600000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759828490645, "expiration_time": 1766301984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 77, "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": [ [ 1707516.6142367302, 1504787.1243415792, 202729.4898951517, 48259441.77659291, 21914060.55214356, 26345381.22444934 ], [ 1707.516614, 1504.787124, 202.72949, 48259.441777, 21914.060552, 26345.381224 ], [ 0.682461, 0.601434, 0.081027, 0.247358, 0.215831, 0.223177 ], [ 496.024781, 496.024781, 496.024781, 496.024781, 496.024781, 496.024781 ], [ -66986, -53744, -35065, -49198899, -31543891, -22506374 ], [ 6.207865, 10.005086, 2.261002, 1.355789, 1.271596, 1.479405 ], [ 65, 33, 32, 65, 33, 32 ], [ 30, 14, 16, 30, 14, 16 ], [ 35, 19, 16, 35, 19, 16 ], [ 46.153846, 42.424242, 50, 46.153846, 42.424242, 50 ], [ 7.242509, 13.578331, 2.261002, 1.581754, 1.725737, 1.479405 ], [ 1021802, 1021802, 55964, 31640405, 31640405, 28820208 ], [ -26252, -19611, -26252, -16632142, -11518100, -16632142 ], [ 149, 127, 172, 149, 127, 172 ], [ 246, 219, 270, 246, 219, 270 ], [ 66, 59, 74, 66, 59, 74 ], [ 9724, 4210, 5514, 9724, 4210, 5514 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -119801, 502019, -246276, -127794, 224045, 337812 ] ] }
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10008, "evaluation_days": 2502, "actual_first_datapoint_time": 1543644000000, "first_datapoint_time": 1547985600000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759828490645, "expiration_time": 1766301984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 77, "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) |
---|