Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185106.752 | 1124392.6189 | 60714.1331 | 1236145.548 | 357068.4028 | 879077.1452 |
Total P&L (%) | 1185.1068 | 1124.3926 | 60.7141 | 1236.1455 | 357.0684 | 879.0771 |
Avg Daily Profit (%) | 0.474 | 0.4498 | 0.0243 | 0.1037 | 0.0608 | 0.0913 |
Buy And Hold Return (%) | 475.2876 | 475.2876 | 475.2876 | 475.2876 | 475.2876 | 475.2876 |
Max Trade Drawdown | -106300 | -103650 | -46891 | -3065693 | -3178010 | -1138033 |
Profit Factor | 3.1711 | 4.5679 | 1.2632 | 1.1223 | 1.0584 | 1.2202 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 50.5747 | 46.5116 | 54.5455 | 50.5747 | 46.5116 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.099 | 5.2531 | 1.0526 | 1.0968 | 1.2172 | 1.0168 |
Largest Winning Trade | 906784 | 906784 | 41481 | 1912448 | 1912448 | 839883 |
Largest Losing Trade | -38259 | -38259 | -36941 | -1138033 | -881655 | -1138033 |
Avg Bars in Trades | 50 | 75 | 24 | 50 | 75 | 24 |
Avg Bars in Winners | 69 | 122 | 25 | 69 | 122 | 25 |
Avg Bars in Losers | 30 | 35 | 23 | 30 | 35 | 23 |
Bars Traded | 4361 | 3267 | 1094 | 4361 | 3267 | 1094 |
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 | 473323 | 428183 | -325418 | -143194 | -435091 | -78028 |
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1546689600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863582226, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 249, "offset": 0, "std": 2.63249 } } }
{ "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": [ [ 1185106.751989373, 1124392.6188716877, 60714.1331176856, 1236145.5479910537, 357068.4027743483, 879077.1452167053 ], [ 1185.106752, 1124.392619, 60.714133, 1236.145548, 357.068403, 879.077145 ], [ 0.474043, 0.449757, 0.024286, 0.103749, 0.060805, 0.091299 ], [ 475.287644, 475.287644, 475.287644, 475.287644, 475.287644, 475.287644 ], [ -106300, -103650, -46891, -3065693, -3178010, -1138033 ], [ 3.1711, 4.567918, 1.263156, 1.122318, 1.058411, 1.220155 ], [ 87, 43, 44, 87, 43, 44 ], [ 44, 20, 24, 44, 20, 24 ], [ 43, 23, 20, 43, 23, 20 ], [ 50.574713, 46.511628, 54.545455, 50.574713, 46.511628, 54.545455 ], [ 3.099029, 5.253105, 1.05263, 1.096811, 1.217173, 1.016796 ], [ 906784, 906784, 41481, 1912448, 1912448, 839883 ], [ -38259, -38259, -36941, -1138033, -881655, -1138033 ], [ 50, 75, 24, 50, 75, 24 ], [ 69, 122, 25, 69, 122, 25 ], [ 30, 35, 23, 30, 35, 23 ], [ 4361, 3267, 1094, 4361, 3267, 1094 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 473323, 428183, -325418, -143194, -435091, -78028 ] ] }
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1546689600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863582226, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 249, "offset": 0, "std": 2.63249 } } }
# | 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) |
---|