Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1466213.7961 | 1310344.2781 | 155869.518 | 19738896.5071 | 15277384.9856 | 4461511.5215 |
Total P&L (%) | 1466.2138 | 1310.3443 | 155.8695 | 19738.8965 | 15277.385 | 4461.5115 |
Avg Daily Profit (%) | 0.5859 | 0.5236 | 0.0623 | 0.2116 | 0.2014 | 0.1528 |
Buy And Hold Return (%) | 429.3273 | 429.3273 | 429.3273 | 429.3273 | 429.3273 | 429.3273 |
Max Trade Drawdown | -96653 | -57451 | -65495 | -28783535 | -17704369 | -18921129 |
Profit Factor | 4.2832 | 7.4296 | 1.642 | 1.266 | 1.3977 | 1.1247 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 40.5797 | 40 | 41.1765 | 40.5797 | 40 | 41.1765 |
Ratio Avg Win / Avg Loss | 6.2718 | 11.1444 | 2.3457 | 1.8538 | 2.0966 | 1.6067 |
Largest Winning Trade | 779953 | 779953 | 59142 | 17173816 | 17173816 | 9983701 |
Largest Losing Trade | -36885 | -18470 | -36885 | -7062323 | -5616943 | -7062323 |
Avg Bars in Trades | 105 | 95 | 116 | 105 | 95 | 116 |
Avg Bars in Winners | 193 | 165 | 221 | 193 | 165 | 221 |
Avg Bars in Losers | 45 | 48 | 43 | 45 | 48 | 43 |
Bars Traded | 7304 | 3342 | 3963 | 7304 | 3342 | 3963 |
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 | -94078 | 445258 | -275881 | -100816 | 213963 | -78108 |
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1546848000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758948762709, "expiration_time": 1765418112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 1.9579 } }, "second_band": { "type": "jma", "factors": { "length": 28, "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": [ [ 1466213.796055673, 1310344.2780741416, 155869.5179815311, 19738896.50710865, 15277384.985602407, 4461511.5215062415 ], [ 1466.213796, 1310.344278, 155.869518, 19738.896507, 15277.384986, 4461.511522 ], [ 0.58586, 0.523579, 0.062281, 0.211607, 0.201407, 0.152763 ], [ 429.327268, 429.327268, 429.327268, 429.327268, 429.327268, 429.327268 ], [ -96653, -57451, -65495, -28783535, -17704369, -18921129 ], [ 4.283179, 7.429571, 1.642009, 1.266018, 1.397734, 1.124657 ], [ 69, 35, 34, 69, 35, 34 ], [ 28, 14, 14, 28, 14, 14 ], [ 41, 21, 20, 41, 21, 20 ], [ 40.57971, 40, 41.176471, 40.57971, 40, 41.176471 ], [ 6.271798, 11.144357, 2.345728, 1.853812, 2.096602, 1.606653 ], [ 779953, 779953, 59142, 17173816, 17173816, 9983701 ], [ -36885, -18470, -36885, -7062323, -5616943, -7062323 ], [ 105, 95, 116, 105, 95, 116 ], [ 193, 165, 221, 193, 165, 221 ], [ 45, 48, 43, 45, 48, 43 ], [ 7304, 3342, 3963, 7304, 3342, 3963 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -94078, 445258, -275881, -100816, 213963, -78108 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1546848000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758948762709, "expiration_time": 1765418112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 1.9579 } }, "second_band": { "type": "jma", "factors": { "length": 28, "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) |
---|