Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1526237.5203 | 1331457.5371 | 194779.9833 | 42017582.9582 | 24874925.4197 | 17142657.5386 |
Total P&L (%) | 1526.2375 | 1331.4575 | 194.78 | 42017.583 | 24874.9254 | 17142.6575 |
Avg Daily Profit (%) | 0.6102 | 0.5323 | 0.0779 | 0.2419 | 0.2209 | 0.2061 |
Buy And Hold Return (%) | 488.4932 | 488.4932 | 488.4932 | 488.4932 | 488.4932 | 488.4932 |
Max Trade Drawdown | -73761 | -33902 | -60089 | -32126399 | -20910703 | -33761991 |
Profit Factor | 5.3222 | 9.462 | 1.995 | 1.408 | 1.4917 | 1.3272 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 49.2308 | 48.4848 | 50 | 49.2308 | 48.4848 | 50 |
Ratio Avg Win / Avg Loss | 5.4886 | 10.0534 | 1.995 | 1.452 | 1.5849 | 1.3272 |
Largest Winning Trade | 810990 | 810990 | 59357 | 21843227 | 21843227 | 15275825 |
Largest Losing Trade | -31365 | -31307 | -31365 | -16803470 | -9298906 | -16803470 |
Avg Bars in Trades | 113 | 102 | 125 | 113 | 102 | 125 |
Avg Bars in Winners | 180 | 161 | 200 | 180 | 161 | 200 |
Avg Bars in Losers | 48 | 46 | 51 | 48 | 46 | 51 |
Bars Traded | 7396 | 3370 | 4026 | 7396 | 3370 | 4026 |
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 | -119724 | 555739 | -250997 | -127159 | 358884 | 299070 |
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1544515200000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758844101921, "expiration_time": 1765299456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 63, "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": [ [ 1526237.5203475242, 1331457.5370577925, 194779.9832897318, 42017582.95824049, 24874925.419688243, 17142657.538552247 ], [ 1526.23752, 1331.457537, 194.779983, 42017.582958, 24874.92542, 17142.657539 ], [ 0.61017, 0.5323, 0.077871, 0.241886, 0.220945, 0.206101 ], [ 488.493151, 488.493151, 488.493151, 488.493151, 488.493151, 488.493151 ], [ -73761, -33902, -60089, -32126399, -20910703, -33761991 ], [ 5.322232, 9.46198, 1.994956, 1.407992, 1.491674, 1.327187 ], [ 65, 33, 32, 65, 33, 32 ], [ 32, 16, 16, 32, 16, 16 ], [ 33, 17, 16, 33, 17, 16 ], [ 49.230769, 48.484848, 50, 49.230769, 48.484848, 50 ], [ 5.488552, 10.053354, 1.994956, 1.451991, 1.584904, 1.327187 ], [ 810990, 810990, 59357, 21843227, 21843227, 15275825 ], [ -31365, -31307, -31365, -16803470, -9298906, -16803470 ], [ 113, 102, 125, 113, 102, 125 ], [ 180, 161, 200, 180, 161, 200 ], [ 48, 46, 51, 48, 46, 51 ], [ 7396, 3370, 4026, 7396, 3370, 4026 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -119724, 555739, -250997, -127159, 358884, 299070 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1544515200000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758844101921, "expiration_time": 1765299456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 63, "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) |
---|