| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1435457.2605 | 1302583.6212 | 132873.6393 | 12669005.9792 | 2383806.2863 | 10285199.6929 |
| Total P&L (%) | 1435.4573 | 1302.5836 | 132.8736 | 12669.006 | 2383.8063 | 10285.1997 |
| Avg Daily Profit (%) | 0.5741 | 0.5209 | 0.0531 | 0.1941 | 0.1286 | 0.1859 |
| Buy And Hold Return (%) | 460.1114 | 460.1114 | 460.1114 | 460.1114 | 460.1114 | 460.1114 |
| Max Trade Drawdown | -97700 | -50956 | -66356 | -19036982 | -10420786 | -12410895 |
| Profit Factor | 4.254 | 7.5549 | 1.5481 | 1.2688 | 1.0904 | 1.4958 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 44.7761 | 44.1176 | 45.4545 | 44.7761 | 44.1176 | 45.4545 |
| Ratio Avg Win / Avg Loss | 5.2467 | 9.5695 | 1.8578 | 1.5649 | 1.3811 | 1.7949 |
| Largest Winning Trade | 787540 | 787540 | 60752 | 9567694 | 7455152 | 9567694 |
| Largest Losing Trade | -38300 | -35751 | -38300 | -6374786 | -6374786 | -3870051 |
| Avg Bars in Trades | 145 | 131 | 159 | 145 | 131 | 159 |
| Avg Bars in Winners | 232 | 217 | 246 | 232 | 217 | 246 |
| Avg Bars in Losers | 74 | 63 | 86 | 74 | 63 | 86 |
| Bars Traded | 9728 | 4463 | 5265 | 9728 | 4463 | 5265 |
| 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 | -107830 | 494744 | -286813 | -114316 | -145625 | 306568 |
{
"trading_pair": "VET_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10002,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1547510400000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759103123755,
"expiration_time": 1765563696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 177,
"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": [
[
1435457.26054628,
1302583.621202038,
132873.6393442423,
12669005.979176538,
2383806.2862566737,
10285199.692919865
],
[
1435.457261,
1302.583621,
132.873639,
12669.005979,
2383.806286,
10285.199693
],
[
0.574068,
0.520929,
0.053139,
0.194134,
0.128552,
0.185854
],
[
460.111364,
460.111364,
460.111364,
460.111364,
460.111364,
460.111364
],
[
-97700,
-50956,
-66356,
-19036982,
-10420786,
-12410895
],
[
4.254044,
7.554869,
1.548135,
1.268845,
1.090369,
1.495787
],
[
67,
34,
33,
67,
34,
33
],
[
30,
15,
15,
30,
15,
15
],
[
37,
19,
18,
37,
19,
18
],
[
44.776119,
44.117647,
45.454545,
44.776119,
44.117647,
45.454545
],
[
5.246654,
9.569501,
1.857762,
1.564909,
1.381134,
1.794944
],
[
787540,
787540,
60752,
9567694,
7455152,
9567694
],
[
-38300,
-35751,
-38300,
-6374786,
-6374786,
-3870051
],
[
145,
131,
159,
145,
131,
159
],
[
232,
217,
246,
232,
217,
246
],
[
74,
63,
86,
74,
63,
86
],
[
9728,
4463,
5265,
9728,
4463,
5265
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-107830,
494744,
-286813,
-114316,
-145625,
306568
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10002,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1547510400000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759103123755,
"expiration_time": 1765563696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 177,
"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) |
|---|