Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 29315.1652 | -13965.6478 | 43280.813 | 13555.8905 | -23383.1836 | 36939.0742 |
Total P&L (%) | 29.3152 | -13.9656 | 43.2808 | 13.5559 | -23.3832 | 36.9391 |
Avg Daily Profit (%) | 0.1126 | -0.0536 | 0.1662 | 0.0488 | -0.1022 | 0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45880 | -34066 | -25265 | -61545 | -43971 | -31634 |
Profit Factor | 1.1854 | 0.8786 | 2.0056 | 1.0725 | 0.8245 | 1.6871 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 63.0952 | 52.381 | 73.8095 | 63.0952 | 52.381 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.6934 | 0.7988 | 0.7117 | 0.6273 | 0.7495 | 0.5987 |
Largest Winning Trade | 13713 | 13503 | 13713 | 13056 | 12345 | 13056 |
Largest Losing Trade | -24158 | -24158 | -17014 | -25358 | -24932 | -25358 |
Avg Bars in Trades | 279 | 479 | 79 | 279 | 479 | 79 |
Avg Bars in Winners | 177 | 338 | 62 | 177 | 338 | 62 |
Avg Bars in Losers | 453 | 633 | 125 | 453 | 633 | 125 |
Bars Traded | 23445 | 20124 | 3322 | 23445 | 20124 | 3322 |
Profit Streak | 0 | 0 | 22.9051 | 0 | 0 | 22.9051 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63323 | -581821 | 313774 | -324494 | -581821 | -31550 |
{ "trading_pair": "VET_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737312300000, "first_datapoint_time": 1737606600000, "last_datapoint_time": 1759811400000, "evaluation_time": 1759812196836, "expiration_time": 1766291400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 199, "offset": 129 } } }
{ "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": [ [ 29315.165223386, -13965.6477578178, 43280.8129812038, 13555.8905457909, -23383.1836481743, 36939.0741939651 ], [ 29.315165, -13.965648, 43.280813, 13.555891, -23.383184, 36.939074 ], [ 0.112569, -0.053627, 0.166196, 0.048827, -0.102226, 0.120788 ], [ 10, 10, 10, 10, 10, 10 ], [ -45880, -34066, -25265, -61545, -43971, -31634 ], [ 1.185411, 0.878633, 2.005617, 1.072499, 0.824476, 1.687115 ], [ 84, 42, 42, 84, 42, 42 ], [ 53, 22, 31, 53, 22, 31 ], [ 31, 20, 11, 31, 20, 11 ], [ 63.095238, 52.380952, 73.809524, 63.095238, 52.380952, 73.809524 ], [ 0.693354, 0.798757, 0.71167, 0.627311, 0.749524, 0.598654 ], [ 13713, 13503, 13713, 13056, 12345, 13056 ], [ -24158, -24158, -17014, -25358, -24932, -25358 ], [ 279, 479, 79, 279, 479, 79 ], [ 177, 338, 62, 177, 338, 62 ], [ 453, 633, 125, 453, 633, 125 ], [ 23445, 20124, 3322, 23445, 20124, 3322 ], [ 0, 0, 22.905056, 0, 0, 22.905056 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -63323, -581821, 313774, -324494, -581821, -31550 ] ] }
{ "trading_pair": "VET_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737312300000, "first_datapoint_time": 1737606600000, "last_datapoint_time": 1759811400000, "evaluation_time": 1759812196836, "expiration_time": 1766291400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 199, "offset": 129 } } }
# | 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) |
---|