Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 930561.4501 | 756083.3114 | 174478.1387 | 17101080.6471 | 13122022.1205 | 3979058.5266 |
Total P&L (%) | 930.5615 | 756.0833 | 174.4781 | 17101.0806 | 13122.0221 | 3979.0585 |
Avg Daily Profit (%) | 0.4467 | 0.3629 | 0.0838 | 0.2474 | 0.2347 | 0.1782 |
Buy And Hold Return (%) | 281.6769 | 281.6769 | 281.6769 | 281.6769 | 281.6769 | 281.6769 |
Max Trade Drawdown | -78583 | -64700 | -65860 | -28764199 | -19063858 | -11186147 |
Profit Factor | 2.1999 | 2.9162 | 1.458 | 1.1714 | 1.2572 | 1.0816 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 146 | 78 | 68 | 146 | 78 | 68 |
Profitability (%) | 39.1667 | 35 | 43.3333 | 39.1667 | 35 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.4169 | 5.4158 | 1.9066 | 1.8194 | 2.3348 | 1.4144 |
Largest Winning Trade | 264875 | 264875 | 54239 | 24165867 | 24165867 | 9299645 |
Largest Losing Trade | -23533 | -18401 | -23533 | -10111780 | -5302900 | -10111780 |
Avg Bars in Trades | 102 | 97 | 106 | 102 | 97 | 106 |
Avg Bars in Winners | 184 | 189 | 181 | 184 | 189 | 181 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 24484 | 11739 | 12745 | 24484 | 11739 | 12745 |
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 | 307225 | 199375 | -247576 | -25415 | 115173 | -125745 |
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24998, "evaluation_days": 2083.17, "actual_first_datapoint_time": 1579399200000, "first_datapoint_time": 1580716800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759455829089, "expiration_time": 1765929081600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 17, "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": [ [ 930561.4500885594, 756083.3114156238, 174478.1386729358, 17101080.647097126, 13122022.12046536, 3979058.5266317558 ], [ 930.56145, 756.083311, 174.478139, 17101.080647, 13122.02212, 3979.058527 ], [ 0.446705, 0.362948, 0.083756, 0.247408, 0.234748, 0.178178 ], [ 281.676918, 281.676918, 281.676918, 281.676918, 281.676918, 281.676918 ], [ -78583, -64700, -65860, -28764199, -19063858, -11186147 ], [ 2.199916, 2.916182, 1.458015, 1.171377, 1.257178, 1.081599 ], [ 240, 120, 120, 240, 120, 120 ], [ 94, 42, 52, 94, 42, 52 ], [ 146, 78, 68, 146, 78, 68 ], [ 39.166667, 35, 43.333333, 39.166667, 35, 43.333333 ], [ 3.416891, 5.415766, 1.906635, 1.819372, 2.33476, 1.414399 ], [ 264875, 264875, 54239, 24165867, 24165867, 9299645 ], [ -23533, -18401, -23533, -10111780, -5302900, -10111780 ], [ 102, 97, 106, 102, 97, 106 ], [ 184, 189, 181, 184, 189, 181 ], [ 48, 48, 48, 48, 48, 48 ], [ 24484, 11739, 12745, 24484, 11739, 12745 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307225, 199375, -247576, -25415, 115173, -125745 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24998, "evaluation_days": 2083.17, "actual_first_datapoint_time": 1579399200000, "first_datapoint_time": 1580716800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759455829089, "expiration_time": 1765929081600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 17, "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) |
---|