| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1555933.957 | 1527185.3361 | 28748.6209 | 966478.0957 | 970506.762 | -4028.6663 |
| Total P&L (%) | 1555.934 | 1527.1853 | 28.7486 | 966.4781 | 970.5068 | -4.0287 |
| Avg Daily Profit (%) | 0.6222 | 0.6108 | 0.0115 | 0.0947 | 0.0949 | -0.0016 |
| Buy And Hold Return (%) | 486.7586 | 486.7586 | 486.7586 | 486.7586 | 486.7586 | 486.7586 |
| Max Trade Drawdown | -172357 | -158869 | -22381 | -4535492 | -4191691 | -455777 |
| Profit Factor | 3.6438 | 3.9909 | 1.369 | 1.1029 | 1.1177 | 0.9965 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
| Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
| Profitability (%) | 52.8846 | 48.0769 | 57.6923 | 52.8846 | 48.0769 | 57.6923 |
| Ratio Avg Win / Avg Loss | 3.2463 | 4.3102 | 1.0039 | 0.9826 | 1.2071 | 0.7308 |
| Largest Winning Trade | 1098504 | 1098504 | 9353 | 4595009 | 4595009 | 237034 |
| Largest Losing Trade | -49504 | -49504 | -10492 | -1589062 | -1589062 | -191601 |
| Avg Bars in Trades | 139 | 267 | 12 | 139 | 267 | 12 |
| Avg Bars in Winners | 158 | 332 | 12 | 158 | 332 | 12 |
| Avg Bars in Losers | 119 | 206 | 12 | 119 | 206 | 12 |
| Bars Traded | 14556 | 13907 | 649 | 14556 | 13907 | 649 |
| 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 | 581808 | -165188 | -521529 | -181493 | -344738 | -759558 |
{
"trading_pair": "VET_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15003,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1543665600000,
"first_datapoint_time": 1546416000000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759781398819,
"expiration_time": 1766247696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 25,
"offset": 0,
"std": 3.19169
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 180,
"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": [
[
1555933.956985049,
1527185.3361152187,
28748.6208698307,
966478.095711004,
970506.761965831,
-4028.6662548263
],
[
1555.933957,
1527.185336,
28.748621,
966.478096,
970.506762,
-4.028666
],
[
0.622249,
0.610752,
0.011497,
0.094704,
0.094855,
-0.001644
],
[
486.758553,
486.758553,
486.758553,
486.758553,
486.758553,
486.758553
],
[
-172357,
-158869,
-22381,
-4535492,
-4191691,
-455777
],
[
3.643799,
3.99089,
1.369,
1.102866,
1.117671,
0.99649
],
[
104,
52,
52,
104,
52,
52
],
[
55,
25,
30,
55,
25,
30
],
[
49,
27,
22,
49,
27,
22
],
[
52.884615,
48.076923,
57.692308,
52.884615,
48.076923,
57.692308
],
[
3.246294,
4.310161,
1.003933,
0.982554,
1.207085,
0.730759
],
[
1098504,
1098504,
9353,
4595009,
4595009,
237034
],
[
-49504,
-49504,
-10492,
-1589062,
-1589062,
-191601
],
[
139,
267,
12,
139,
267,
12
],
[
158,
332,
12,
158,
332,
12
],
[
119,
206,
12,
119,
206,
12
],
[
14556,
13907,
649,
14556,
13907,
649
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
581808,
-165188,
-521529,
-181493,
-344738,
-759558
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15003,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1543665600000,
"first_datapoint_time": 1546416000000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759781398819,
"expiration_time": 1766247696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 25,
"offset": 0,
"std": 3.19169
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 180,
"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) |
|---|