Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150874.6057 | 57435.6455 | 93438.9602 | 247578.6414 | 127768.0894 | 119810.552 |
Total P&L (%) | 150.8746 | 57.4356 | 93.439 | 247.5786 | 127.7681 | 119.8106 |
Avg Daily Profit (%) | 0.5794 | 0.2206 | 0.3588 | 0.4795 | 0.3166 | 0.3029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35978 | -14954 | -31783 | -175921 | -72472 | -148861 |
Profit Factor | 1.6489 | 1.5447 | 1.7353 | 1.3434 | 1.4127 | 1.2912 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 52.9851 | 49.2537 | 56.7164 | 52.9851 | 49.2537 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.4631 | 1.5915 | 1.3243 | 1.192 | 1.4556 | 0.9854 |
Largest Winning Trade | 32216 | 24517 | 32216 | 60644 | 60644 | 45232 |
Largest Losing Trade | -13192 | -13192 | -12208 | -59433 | -59433 | -52317 |
Avg Bars in Trades | 182 | 189 | 175 | 182 | 189 | 175 |
Avg Bars in Winners | 183 | 184 | 182 | 183 | 184 | 182 |
Avg Bars in Losers | 181 | 194 | 166 | 181 | 194 | 166 |
Bars Traded | 24467 | 12707 | 11760 | 24467 | 12707 | 11760 |
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 | 439968 | -108716 | -106048 | 349400 | -108975 | -110341 |
{ "trading_pair": "VET_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736882100000, "first_datapoint_time": 1737196200000, "last_datapoint_time": 1759381200000, "evaluation_time": 1759381815072, "expiration_time": 1765861200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 134, "offset": 216 } } }
{ "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": [ [ 150874.6056779096, 57435.6454685544, 93438.9602093555, 247578.6413802858, 127768.0893545569, 119810.552025729 ], [ 150.874606, 57.435645, 93.43896, 247.578641, 127.768089, 119.810552 ], [ 0.579351, 0.22055, 0.358801, 0.479535, 0.316589, 0.302891 ], [ 10, 10, 10, 10, 10, 10 ], [ -35978, -14954, -31783, -175921, -72472, -148861 ], [ 1.648882, 1.544731, 1.735299, 1.343369, 1.412748, 1.291175 ], [ 134, 67, 67, 134, 67, 67 ], [ 71, 33, 38, 71, 33, 38 ], [ 63, 34, 29, 63, 34, 29 ], [ 52.985075, 49.253731, 56.716418, 52.985075, 49.253731, 56.716418 ], [ 1.463093, 1.591542, 1.324307, 1.192004, 1.455558, 0.98537 ], [ 32216, 24517, 32216, 60644, 60644, 45232 ], [ -13192, -13192, -12208, -59433, -59433, -52317 ], [ 182, 189, 175, 182, 189, 175 ], [ 183, 184, 182, 183, 184, 182 ], [ 181, 194, 166, 181, 194, 166 ], [ 24467, 12707, 11760, 24467, 12707, 11760 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 439968, -108716, -106048, 349400, -108975, -110341 ] ] }
{ "trading_pair": "VET_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736882100000, "first_datapoint_time": 1737196200000, "last_datapoint_time": 1759381200000, "evaluation_time": 1759381815072, "expiration_time": 1765861200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 134, "offset": 216 } } }
# | 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) |
---|