| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 734848.9566 | 690162.3898 | 44686.5668 | 836843.7019 | 1402341.9531 | -565498.2512 |
| Total P&L (%) | 734.849 | 690.1624 | 44.6866 | 836.8437 | 1402.342 | -565.4983 |
| Avg Daily Profit (%) | 0.2939 | 0.276 | 0.0179 | 0.0895 | 0.1084 | 0 |
| Buy And Hold Return (%) | 211.346 | 211.346 | 211.346 | 211.346 | 211.346 | 211.346 |
| Max Trade Drawdown | -148790 | -71360 | -97641 | -3569759 | -1784652 | -2621948 |
| Profit Factor | 2.3656 | 4.0758 | 1.1424 | 1.1004 | 1.3453 | 0.8676 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 45.1613 | 38.7097 | 51.6129 | 45.1613 | 38.7097 | 51.6129 |
| Ratio Avg Win / Avg Loss | 2.8725 | 6.4534 | 1.071 | 1.3362 | 2.13 | 0.8134 |
| Largest Winning Trade | 306907 | 306907 | 50077 | 1797237 | 1797237 | 698938 |
| Largest Losing Trade | -58332 | -41481 | -58332 | -2444805 | -1159840 | -2444805 |
| Avg Bars in Trades | 75 | 83 | 67 | 75 | 83 | 67 |
| Avg Bars in Winners | 113 | 132 | 99 | 113 | 132 | 99 |
| Avg Bars in Losers | 44 | 52 | 34 | 44 | 52 | 34 |
| Bars Traded | 4686 | 2592 | 2094 | 4686 | 2592 | 2094 |
| 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 | -149722 | 305961 | -398442 | -345726 | -51030 | -580608 |
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1543795200000,
"first_datapoint_time": 1554465600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759837215505,
"expiration_time": 1766276496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 56,
"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": [
[
734848.9565631094,
690162.389775434,
44686.5667876754,
836843.7019237643,
1402341.9530868619,
-565498.251163098
],
[
734.848957,
690.16239,
44.686567,
836.843702,
1402.341953,
-565.498251
],
[
0.293881,
0.27601,
0.017871,
0.089516,
0.108421,
0
],
[
211.345999,
211.345999,
211.345999,
211.345999,
211.345999,
211.345999
],
[
-148790,
-71360,
-97641,
-3569759,
-1784652,
-2621948
],
[
2.365562,
4.075821,
1.142429,
1.100432,
1.345281,
0.867595
],
[
62,
31,
31,
62,
31,
31
],
[
28,
12,
16,
28,
12,
16
],
[
34,
19,
15,
34,
19,
15
],
[
45.16129,
38.709677,
51.612903,
45.16129,
38.709677,
51.612903
],
[
2.872468,
6.453383,
1.071027,
1.336239,
2.130029,
0.81337
],
[
306907,
306907,
50077,
1797237,
1797237,
698938
],
[
-58332,
-41481,
-58332,
-2444805,
-1159840,
-2444805
],
[
75,
83,
67,
75,
83,
67
],
[
113,
132,
99,
113,
132,
99
],
[
44,
52,
34,
44,
52,
34
],
[
4686,
2592,
2094,
4686,
2592,
2094
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149722,
305961,
-398442,
-345726,
-51030,
-580608
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1543795200000,
"first_datapoint_time": 1554465600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759837215505,
"expiration_time": 1766276496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 56,
"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) |
|---|