Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110080.6182 | 1060835.3064 | 49245.3118 | 1760779.7272 | 1037039.8553 | 723739.8719 |
Total P&L (%) | 1110.0806 | 1060.8353 | 49.2453 | 1760.7797 | 1037.0399 | 723.7399 |
Avg Daily Profit (%) | 0.4442 | 0.4245 | 0.0197 | 0.1171 | 0.0973 | 0.0844 |
Buy And Hold Return (%) | 434.6512 | 434.6512 | 434.6512 | 434.6512 | 434.6512 | 434.6512 |
Max Trade Drawdown | -177975 | -52791 | -119536 | -1981340 | -1420462 | -995747 |
Profit Factor | 3.0863 | 5.6128 | 1.163 | 1.318 | 1.3256 | 1.3077 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 42.3077 | 38.4615 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.2087 | 8.9804 | 1.3569 | 1.7973 | 2.1209 | 1.5257 |
Largest Winning Trade | 627492 | 627492 | 52492 | 1425139 | 1425139 | 815039 |
Largest Losing Trade | -56092 | -40278 | -56092 | -608094 | -546480 | -608094 |
Avg Bars in Trades | 188 | 174 | 202 | 188 | 174 | 202 |
Avg Bars in Winners | 334 | 318 | 347 | 334 | 318 | 347 |
Avg Bars in Losers | 81 | 85 | 78 | 81 | 85 | 78 |
Bars Traded | 14709 | 6820 | 7888 | 14709 | 6820 | 7888 |
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 | -29255 | 352185 | -374997 | -78962 | -70061 | -89196 |
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{ "first_band": { "type": "ema", "factors": { "length": 134, "offset": 97 } }, "second_band": { "type": "dcm", "factors": { "length": 53, "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": [ [ 1110080.6182094666, 1060835.3064190263, 49245.31179044, 1760779.7271568605, 1037039.8552555263, 723739.8719013338 ], [ 1110.080618, 1060.835306, 49.245312, 1760.779727, 1037.039855, 723.739872 ], [ 0.44418, 0.424475, 0.019705, 0.117051, 0.09732, 0.084411 ], [ 434.651163, 434.651163, 434.651163, 434.651163, 434.651163, 434.651163 ], [ -177975, -52791, -119536, -1981340, -1420462, -995747 ], [ 3.086343, 5.612774, 1.163014, 1.31799, 1.325561, 1.307735 ], [ 78, 39, 39, 78, 39, 39 ], [ 33, 15, 18, 33, 15, 18 ], [ 45, 24, 21, 45, 24, 21 ], [ 42.307692, 38.461538, 46.153846, 42.307692, 38.461538, 46.153846 ], [ 4.20865, 8.980439, 1.35685, 1.797259, 2.120898, 1.525691 ], [ 627492, 627492, 52492, 1425139, 1425139, 815039 ], [ -56092, -40278, -56092, -608094, -546480, -608094 ], [ 188, 174, 202, 188, 174, 202 ], [ 334, 318, 347, 334, 318, 347 ], [ 81, 85, 78, 81, 85, 78 ], [ 14709, 6820, 7888, 14709, 6820, 7888 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -29255, 352185, -374997, -78962, -70061, -89196 ] ] }
{ "trading_pair": "VET_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1546041600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758923836621, "expiration_time": 1765193040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 134, "offset": 97 } }, "second_band": { "type": "dcm", "factors": { "length": 53, "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) |
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