| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1536776.2439 | 1356958.2155 | 179818.0284 | 32305755.833 | 16419969.9044 | 15885785.9285 |
| Total P&L (%) | 1536.7762 | 1356.9582 | 179.818 | 32305.7558 | 16419.9699 | 15885.7859 |
| Avg Daily Profit (%) | 0.6145 | 0.5426 | 0.0719 | 0.2314 | 0.2044 | 0.2031 |
| Buy And Hold Return (%) | 468.0166 | 468.0166 | 468.0166 | 468.0166 | 468.0166 | 468.0166 |
| Max Trade Drawdown | -105191 | -37914 | -69651 | -14294742 | -11984486 | -9508884 |
| Profit Factor | 5.5023 | 10.309 | 1.9195 | 1.6547 | 1.5982 | 1.7255 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 47.4576 | 46.6667 | 48.2759 | 47.4576 | 46.6667 | 48.2759 |
| Ratio Avg Win / Avg Loss | 6.0919 | 11.7817 | 2.0566 | 1.832 | 1.8265 | 1.8488 |
| Largest Winning Trade | 839818 | 839818 | 57521 | 15933336 | 15933336 | 12638804 |
| Largest Losing Trade | -38991 | -27431 | -38991 | -9119016 | -9119016 | -4624178 |
| Avg Bars in Trades | 123 | 110 | 137 | 123 | 110 | 137 |
| Avg Bars in Winners | 194 | 171 | 217 | 194 | 171 | 217 |
| Avg Bars in Losers | 59 | 56 | 62 | 59 | 56 | 62 |
| Bars Traded | 7302 | 3310 | 3992 | 7302 | 3310 | 3992 |
| 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 | -163603 | 538207 | -259787 | -169048 | 350974 | 381938 |
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1547568000000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759103637505,
"expiration_time": 1765556928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 50,
"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": [
[
1536776.243870078,
1356958.2154709238,
179818.0283991543,
32305755.83297068,
16419969.90442315,
15885785.928547528
],
[
1536.776244,
1356.958215,
179.818028,
32305.755833,
16419.969904,
15885.785929
],
[
0.614546,
0.542638,
0.071908,
0.231442,
0.20444,
0.203123
],
[
468.016615,
468.016615,
468.016615,
468.016615,
468.016615,
468.016615
],
[
-105191,
-37914,
-69651,
-14294742,
-11984486,
-9508884
],
[
5.502322,
10.308986,
1.919498,
1.65471,
1.598217,
1.72553
],
[
59,
30,
29,
59,
30,
29
],
[
28,
14,
14,
28,
14,
14
],
[
31,
16,
15,
31,
16,
15
],
[
47.457627,
46.666667,
48.275862,
47.457627,
46.666667,
48.275862
],
[
6.091857,
11.781699,
2.056605,
1.832,
1.826533,
1.848782
],
[
839818,
839818,
57521,
15933336,
15933336,
12638804
],
[
-38991,
-27431,
-38991,
-9119016,
-9119016,
-4624178
],
[
123,
110,
137,
123,
110,
137
],
[
194,
171,
217,
194,
171,
217
],
[
59,
56,
62,
59,
56,
62
],
[
7302,
3310,
3992,
7302,
3310,
3992
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-163603,
538207,
-259787,
-169048,
350974,
381938
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1547568000000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759103637505,
"expiration_time": 1765556928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 50,
"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) |
|---|