Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887412.599 | 747797.5003 | 139615.0987 | 8260764.1753 | 8679441.8401 | -418677.6648 |
Total P&L (%) | 887.4126 | 747.7975 | 139.6151 | 8260.7642 | 8679.4418 | -418.6777 |
Avg Daily Profit (%) | 0.4261 | 0.3591 | 0.067 | 0.2127 | 0.2151 | 0 |
Buy And Hold Return (%) | 239.4353 | 239.4353 | 239.4353 | 239.4353 | 239.4353 | 239.4353 |
Max Trade Drawdown | -86652 | -59597 | -92232 | -18539918 | -10888739 | -12386531 |
Profit Factor | 2.7905 | 4.3628 | 1.5109 | 1.1567 | 1.3286 | 0.9841 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 43.3333 | 42.2222 | 44.4444 | 43.3333 | 42.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.6491 | 5.9701 | 1.8887 | 1.5126 | 1.8181 | 1.2301 |
Largest Winning Trade | 285319 | 285319 | 60101 | 8209275 | 8209275 | 4747078 |
Largest Losing Trade | -43635 | -16945 | -43635 | -3675989 | -2952012 | -3675989 |
Avg Bars in Trades | 271 | 241 | 302 | 271 | 241 | 302 |
Avg Bars in Winners | 493 | 421 | 561 | 493 | 421 | 561 |
Avg Bars in Losers | 102 | 110 | 94 | 102 | 110 | 94 |
Bars Traded | 24474 | 10880 | 13594 | 24474 | 10880 | 13594 |
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 | 376565 | 387522 | -268811 | -41258 | 236802 | -581205 |
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1579111200000, "first_datapoint_time": 1580796000000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759122644929, "expiration_time": 1765596326400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 159, "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": [ [ 887412.5990438021, 747797.5003125921, 139615.09873121, 8260764.175332762, 8679441.840129089, -418677.6647963279 ], [ 887.412599, 747.7975, 139.615099, 8260.764175, 8679.44184, -418.677665 ], [ 0.426094, 0.359057, 0.067037, 0.212748, 0.215099, 0 ], [ 239.435309, 239.435309, 239.435309, 239.435309, 239.435309, 239.435309 ], [ -86652, -59597, -92232, -18539918, -10888739, -12386531 ], [ 2.790464, 4.362767, 1.510929, 1.156694, 1.328604, 0.984084 ], [ 90, 45, 45, 90, 45, 45 ], [ 39, 19, 20, 39, 19, 20 ], [ 51, 26, 25, 51, 26, 25 ], [ 43.333333, 42.222222, 44.444444, 43.333333, 42.222222, 44.444444 ], [ 3.649068, 5.970103, 1.888661, 1.5126, 1.81809, 1.230105 ], [ 285319, 285319, 60101, 8209275, 8209275, 4747078 ], [ -43635, -16945, -43635, -3675989, -2952012, -3675989 ], [ 271, 241, 302, 271, 241, 302 ], [ 493, 421, 561, 493, 421, 561 ], [ 102, 110, 94, 102, 110, 94 ], [ 24474, 10880, 13594, 24474, 10880, 13594 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 376565, 387522, -268811, -41258, 236802, -581205 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1579111200000, "first_datapoint_time": 1580796000000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759122644929, "expiration_time": 1765596326400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 159, "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) |
---|