Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1599314.0027 | 1469942.4224 | 129371.5803 | 9403089.4261 | 4719664.7825 | 4683424.6436 |
Total P&L (%) | 1599.314 | 1469.9424 | 129.3716 | 9403.0894 | 4719.6648 | 4683.4246 |
Avg Daily Profit (%) | 0.6397 | 0.5879 | 0.0517 | 0.1823 | 0.1551 | 0.1548 |
Buy And Hold Return (%) | 402.1268 | 402.1268 | 402.1268 | 402.1268 | 402.1268 | 402.1268 |
Max Trade Drawdown | -101758 | -48054 | -81268 | -25046525 | -10227911 | -19633070 |
Profit Factor | 5.043 | 9.0162 | 1.6097 | 1.1976 | 1.2183 | 1.1803 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 43.5484 | 38.7097 | 48.3871 | 43.5484 | 38.7097 | 48.3871 |
Ratio Avg Win / Avg Loss | 6.5372 | 14.2756 | 1.717 | 1.5524 | 1.929 | 1.259 |
Largest Winning Trade | 1047178 | 1047178 | 56472 | 9784509 | 9485972 | 9784509 |
Largest Losing Trade | -51402 | -26949 | -51402 | -12387874 | -5174484 | -12387874 |
Avg Bars in Trades | 159 | 143 | 174 | 159 | 143 | 174 |
Avg Bars in Winners | 253 | 238 | 266 | 253 | 238 | 266 |
Avg Bars in Losers | 85 | 82 | 89 | 85 | 82 | 89 |
Bars Traded | 9858 | 4437 | 5421 | 9858 | 4437 | 5421 |
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 | -143907 | 465206 | -287213 | -155481 | 141088 | -15181 |
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{ "first_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.26292 } }, "second_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1599314.0026609206, 1469942.4223852172, 129371.5802757036, 9403089.426114442, 4719664.7824928295, 4683424.643621611 ], [ 1599.314003, 1469.942422, 129.37158, 9403.089426, 4719.664782, 4683.424644 ], [ 0.639662, 0.587918, 0.051743, 0.182316, 0.155116, 0.154814 ], [ 402.126755, 402.126755, 402.126755, 402.126755, 402.126755, 402.126755 ], [ -101758, -48054, -81268, -25046525, -10227911, -19633070 ], [ 5.042974, 9.016156, 1.609651, 1.197577, 1.218294, 1.180329 ], [ 62, 31, 31, 62, 31, 31 ], [ 27, 12, 15, 27, 12, 15 ], [ 35, 19, 16, 35, 19, 16 ], [ 43.548387, 38.709677, 48.387097, 43.548387, 38.709677, 48.387097 ], [ 6.537189, 14.27558, 1.716961, 1.552414, 1.928966, 1.259018 ], [ 1047178, 1047178, 56472, 9784509, 9485972, 9784509 ], [ -51402, -26949, -51402, -12387874, -5174484, -12387874 ], [ 159, 143, 174, 159, 143, 174 ], [ 253, 238, 266, 253, 238, 266 ], [ 85, 82, 89, 85, 82, 89 ], [ 9858, 4437, 5421, 9858, 4437, 5421 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143907, 465206, -287213, -155481, 141088, -15181 ] ] }
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1543622400000, "first_datapoint_time": 1545523200000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759651217117, "expiration_time": 1766124648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.26292 } }, "second_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } } }
# | 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) |
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