Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1784507.7723 | 1561367.962 | 223139.8104 | 84197824.3062 | 58548447.0026 | 25649377.3036 |
Total P&L (%) | 1784.5078 | 1561.368 | 223.1398 | 84197.8243 | 58548.447 | 25649.3773 |
Avg Daily Profit (%) | 0.7136 | 0.6244 | 0.0892 | 0.2698 | 0.2552 | 0.2222 |
Buy And Hold Return (%) | 454.1159 | 454.1159 | 454.1159 | 454.1159 | 454.1159 | 454.1159 |
Max Trade Drawdown | -80219 | -46127 | -55129 | -65618417 | -42681331 | -47871581 |
Profit Factor | 5.8981 | 10.3728 | 2.1284 | 1.3844 | 1.5267 | 1.2377 |
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 | 8.6365 | 15.5592 | 3.0406 | 2.0271 | 2.29 | 1.7682 |
Largest Winning Trade | 965742 | 965742 | 59612 | 51230707 | 51230707 | 41497197 |
Largest Losing Trade | -30213 | -19256 | -30213 | -17342233 | -14613755 | -17342233 |
Avg Bars in Trades | 105 | 94 | 117 | 105 | 94 | 117 |
Avg Bars in Winners | 200 | 177 | 224 | 200 | 177 | 224 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 7306 | 3301 | 4005 | 7306 | 3301 | 4005 |
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 | -91344 | 488631 | -239008 | -99596 | 258885 | 201366 |
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547452800000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759095731296, "expiration_time": 1765556928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 40, "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": [ [ 1784507.772318145, 1561367.9619529739, 223139.8103651709, 84197824.30618471, 58548447.002561525, 25649377.30362322 ], [ 1784.507772, 1561.367962, 223.13981, 84197.824306, 58548.447003, 25649.377304 ], [ 0.713612, 0.62438, 0.089232, 0.269769, 0.255223, 0.222227 ], [ 454.115854, 454.115854, 454.115854, 454.115854, 454.115854, 454.115854 ], [ -80219, -46127, -55129, -65618417, -42681331, -47871581 ], [ 5.898123, 10.372832, 2.128448, 1.38435, 1.526658, 1.237724 ], [ 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 ], [ 8.636537, 15.559248, 3.040641, 2.027084, 2.289986, 1.768177 ], [ 965742, 965742, 59612, 51230707, 51230707, 41497197 ], [ -30213, -19256, -30213, -17342233, -14613755, -17342233 ], [ 105, 94, 117, 105, 94, 117 ], [ 200, 177, 224, 200, 177, 224 ], [ 41, 39, 43, 41, 39, 43 ], [ 7306, 3301, 4005, 7306, 3301, 4005 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -91344, 488631, -239008, -99596, 258885, 201366 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547452800000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759095731296, "expiration_time": 1765556928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 40, "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) |
---|