| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 20010.7997 | -21782.6731 | 41793.4728 | 1172.4679 | -33448.4205 | 34620.8884 |
| Total P&L (%) | 20.0108 | -21.7827 | 41.7935 | 1.1725 | -33.4484 | 34.6209 |
| Avg Daily Profit (%) | 0.0768 | -0.0836 | 0.1605 | 0.0045 | -0.1562 | 0.1142 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -63381 | -34637 | -36426 | -92579 | -46899 | -55010 |
| Profit Factor | 1.1204 | 0.7859 | 1.6483 | 1.0054 | 0.7435 | 1.3997 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
| Losing Trades | 19 | 13 | 6 | 19 | 13 | 6 |
| Profitability (%) | 70.3125 | 59.375 | 81.25 | 70.3125 | 59.375 | 81.25 |
| Ratio Avg Win / Avg Loss | 0.4731 | 0.5377 | 0.3804 | 0.4245 | 0.5087 | 0.323 |
| Largest Winning Trade | 13673 | 13673 | 10045 | 16245 | 16245 | 10845 |
| Largest Losing Trade | -29055 | -20665 | -29055 | -36618 | -24750 | -36618 |
| Avg Bars in Trades | 378 | 443 | 313 | 378 | 443 | 313 |
| Avg Bars in Winners | 204 | 209 | 200 | 204 | 209 | 200 |
| Avg Bars in Losers | 792 | 785 | 806 | 792 | 785 | 806 |
| Bars Traded | 24235 | 14189 | 10046 | 24235 | 14189 | 10046 |
| Profit Streak | 0 | 0 | 20.8216 | 0 | 0 | 20.8216 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -329261 | -580990 | 313178 | -711129 | -580990 | -41046 |
{
"trading_pair": "VET_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737209700000,
"first_datapoint_time": 1737359100000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759709583605,
"expiration_time": 1766188800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 167,
"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": [
[
20010.799698995,
-21782.6731113776,
41793.4728103726,
1172.4678619508,
-33448.4205182412,
34620.8883801921
],
[
20.0108,
-21.782673,
41.793473,
1.172468,
-33.448421,
34.620888
],
[
0.07684,
-0.083644,
0.160485,
0.004476,
-0.156238,
0.114224
],
[
10,
10,
10,
10,
10,
10
],
[
-63381,
-34637,
-36426,
-92579,
-46899,
-55010
],
[
1.12039,
0.785918,
1.648286,
1.005402,
0.743525,
1.399688
],
[
64,
32,
32,
64,
32,
32
],
[
45,
19,
26,
45,
19,
26
],
[
19,
13,
6,
19,
13,
6
],
[
70.3125,
59.375,
81.25,
70.3125,
59.375,
81.25
],
[
0.473053,
0.537734,
0.380374,
0.424503,
0.508727,
0.323005
],
[
13673,
13673,
10045,
16245,
16245,
10845
],
[
-29055,
-20665,
-29055,
-36618,
-24750,
-36618
],
[
378,
443,
313,
378,
443,
313
],
[
204,
209,
200,
204,
209,
200
],
[
792,
785,
806,
792,
785,
806
],
[
24235,
14189,
10046,
24235,
14189,
10046
],
[
0,
0,
20.821569,
0,
0,
20.821569
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-329261,
-580990,
313178,
-711129,
-580990,
-41046
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737209700000,
"first_datapoint_time": 1737359100000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759709583605,
"expiration_time": 1766188800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 167,
"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) |
|---|