| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1551212.1017 | 1362177.5192 | 189034.5825 | 42505437.9098 | 16685469.0926 | 25819968.8172 |
| Total P&L (%) | 1551.2121 | 1362.1775 | 189.0346 | 42505.4379 | 16685.4691 | 25819.9688 |
| Avg Daily Profit (%) | 0.6195 | 0.544 | 0.0755 | 0.2421 | 0.2048 | 0.2222 |
| Buy And Hold Return (%) | 307.0608 | 307.0608 | 307.0608 | 307.0608 | 307.0608 | 307.0608 |
| Max Trade Drawdown | -56491 | -28341 | -50300 | -16772898 | -9558761 | -7794837 |
| Profit Factor | 5.4028 | 9.4041 | 1.9937 | 1.7881 | 1.5466 | 2.1031 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 47.541 | 45.1613 | 50 | 47.541 | 45.1613 | 50 |
| Ratio Avg Win / Avg Loss | 5.9617 | 11.4192 | 1.9937 | 1.9731 | 1.878 | 2.1031 |
| Largest Winning Trade | 778836 | 778836 | 57861 | 17373827 | 14685283 | 17373827 |
| Largest Losing Trade | -38493 | -22739 | -38493 | -7981520 | -7981520 | -5855482 |
| Avg Bars in Trades | 80 | 72 | 87 | 80 | 72 | 87 |
| Avg Bars in Winners | 129 | 120 | 138 | 129 | 120 | 138 |
| Avg Bars in Losers | 35 | 34 | 37 | 35 | 34 | 37 |
| Bars Traded | 4890 | 2262 | 2628 | 4890 | 2262 | 2628 |
| 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 | -148541 | 567001 | -254186 | -155167 | 318925 | 438451 |
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5008,
"evaluation_days": 2504,
"actual_first_datapoint_time": 1544011200000,
"first_datapoint_time": 1547035200000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760337016736,
"expiration_time": 1766803968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 157,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 64,
"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": [
[
1551212.101718151,
1362177.5192305618,
189034.5824875892,
42505437.90981414,
16685469.092570826,
25819968.817243334
],
[
1551.212102,
1362.177519,
189.034582,
42505.43791,
16685.469093,
25819.968817
],
[
0.619494,
0.544001,
0.075493,
0.242088,
0.204806,
0.222195
],
[
307.060825,
307.060825,
307.060825,
307.060825,
307.060825,
307.060825
],
[
-56491,
-28341,
-50300,
-16772898,
-9558761,
-7794837
],
[
5.402752,
9.40408,
1.99365,
1.788124,
1.546591,
2.103135
],
[
61,
31,
30,
61,
31,
30
],
[
29,
14,
15,
29,
14,
15
],
[
32,
17,
15,
32,
17,
15
],
[
47.540984,
45.16129,
50,
47.540984,
45.16129,
50
],
[
5.961658,
11.41924,
1.99365,
1.973102,
1.878003,
2.103135
],
[
778836,
778836,
57861,
17373827,
14685283,
17373827
],
[
-38493,
-22739,
-38493,
-7981520,
-7981520,
-5855482
],
[
80,
72,
87,
80,
72,
87
],
[
129,
120,
138,
129,
120,
138
],
[
35,
34,
37,
35,
34,
37
],
[
4890,
2262,
2628,
4890,
2262,
2628
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148541,
567001,
-254186,
-155167,
318925,
438451
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5008,
"evaluation_days": 2504,
"actual_first_datapoint_time": 1544011200000,
"first_datapoint_time": 1547035200000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760337016736,
"expiration_time": 1766803968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 157,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 64,
"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) |
|---|