Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1059517.2757 | 868230.1476 | 191287.1281 | 28683464.205 | 23046859.8954 | 5636604.3097 |
Total P&L (%) | 1059.5173 | 868.2301 | 191.2871 | 28683.4642 | 23046.8599 | 5636.6043 |
Avg Daily Profit (%) | 0.5086 | 0.4168 | 0.0918 | 0.2722 | 0.2617 | 0.1946 |
Buy And Hold Return (%) | 126.5846 | 126.5846 | 126.5846 | 126.5846 | 126.5846 | 126.5846 |
Max Trade Drawdown | -98202 | -62355 | -63379 | -53364938 | -31416128 | -35876930 |
Profit Factor | 4.2 | 6.7324 | 2.0649 | 1.2149 | 1.3355 | 1.087 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 48.3871 | 45.1613 | 51.6129 | 48.3871 | 45.1613 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.48 | 8.175 | 1.9358 | 1.2959 | 1.6217 | 1.0191 |
Largest Winning Trade | 361620 | 361620 | 59168 | 24561337 | 24561337 | 15284593 |
Largest Losing Trade | -33899 | -15716 | -33899 | -13877613 | -7743386 | -13877613 |
Avg Bars in Trades | 394 | 349 | 439 | 394 | 349 | 439 |
Avg Bars in Winners | 664 | 631 | 693 | 664 | 631 | 693 |
Avg Bars in Losers | 140 | 116 | 167 | 140 | 116 | 167 |
Bars Traded | 24430 | 10819 | 13611 | 24430 | 10819 | 13611 |
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 | -141243 | 590502 | -76435 | -150908 | 289980 | -116625 |
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580104800000, "first_datapoint_time": 1581595200000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760176444331, "expiration_time": 1766649600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 208, "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": [ [ 1059517.2757060728, 868230.1476161295, 191287.1280899423, 28683464.205033634, 23046859.895359565, 5636604.309674058 ], [ 1059.517276, 868.230148, 191.287128, 28683.464205, 23046.859895, 5636.60431 ], [ 0.508569, 0.416751, 0.091818, 0.272165, 0.261676, 0.194563 ], [ 126.584552, 126.584552, 126.584552, 126.584552, 126.584552, 126.584552 ], [ -98202, -62355, -63379, -53364938, -31416128, -35876930 ], [ 4.200039, 6.732367, 2.064871, 1.214924, 1.33548, 1.087038 ], [ 62, 31, 31, 62, 31, 31 ], [ 30, 14, 16, 30, 14, 16 ], [ 32, 17, 15, 32, 17, 15 ], [ 48.387097, 45.16129, 51.612903, 48.387097, 45.16129, 51.612903 ], [ 4.480042, 8.175017, 1.935817, 1.295919, 1.621654, 1.019098 ], [ 361620, 361620, 59168, 24561337, 24561337, 15284593 ], [ -33899, -15716, -33899, -13877613, -7743386, -13877613 ], [ 394, 349, 439, 394, 349, 439 ], [ 664, 631, 693, 664, 631, 693 ], [ 140, 116, 167, 140, 116, 167 ], [ 24430, 10819, 13611, 24430, 10819, 13611 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -141243, 590502, -76435, -150908, 289980, -116625 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580104800000, "first_datapoint_time": 1581595200000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760176444331, "expiration_time": 1766649600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 208, "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) |
---|