| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 181277.1434 | 91180.752 | 90096.3914 | 239005.3276 | 55293.2304 | 183712.0972 |
| Total P&L (%) | 181.2771 | 91.1808 | 90.0964 | 239.0053 | 55.2932 | 183.7121 |
| Avg Daily Profit (%) | 0.3481 | 0.1751 | 0.173 | 0.2347 | 0.0845 | 0.2004 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73498 | -54630 | -45035 | -254108 | -188050 | -110056 |
| Profit Factor | 1.312 | 1.3346 | 1.292 | 1.1673 | 1.0801 | 1.2487 |
| Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
| Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
| Losing Trades | 170 | 86 | 84 | 170 | 86 | 84 |
| Profitability (%) | 44.0789 | 43.4211 | 44.7368 | 44.0789 | 43.4211 | 44.7368 |
| Ratio Avg Win / Avg Loss | 1.6644 | 1.739 | 1.596 | 1.4809 | 1.4074 | 1.5425 |
| Largest Winning Trade | 39359 | 39359 | 18841 | 72774 | 72774 | 62626 |
| Largest Losing Trade | -16197 | -16197 | -12847 | -76359 | -76359 | -41271 |
| Avg Bars in Trades | 81 | 83 | 80 | 81 | 83 | 80 |
| Avg Bars in Winners | 109 | 110 | 109 | 109 | 110 | 109 |
| Avg Bars in Losers | 59 | 62 | 56 | 59 | 62 | 56 |
| Bars Traded | 24871 | 12693 | 12178 | 24871 | 12693 | 12178 |
| Profit Streak | 0 | 0 | 15.7467 | 0 | 0 | 15.7467 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 319429 | 213402 | 277298 | -29882 | -216337 | 276209 |
{
"trading_pair": "VET_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714100400000,
"first_datapoint_time": 1714222800000,
"last_datapoint_time": 1759098600000,
"evaluation_time": 1759100116902,
"expiration_time": 1765578600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 126,
"offset": 32,
"poles": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 69,
"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": [
[
181277.1433656065,
91180.7520059632,
90096.3913596432,
239005.3276411199,
55293.2304075402,
183712.0972335797
],
[
181.277143,
91.180752,
90.096391,
239.005328,
55.29323,
183.712097
],
[
0.348054,
0.175068,
0.172986,
0.234679,
0.084544,
0.200417
],
[
10,
10,
10,
10,
10,
10
],
[
-73498,
-54630,
-45035,
-254108,
-188050,
-110056
],
[
1.31197,
1.33456,
1.292016,
1.167281,
1.080125,
1.248705
],
[
304,
152,
152,
304,
152,
152
],
[
134,
66,
68,
134,
66,
68
],
[
170,
86,
84,
170,
86,
84
],
[
44.078947,
43.421053,
44.736842,
44.078947,
43.421053,
44.736842
],
[
1.66444,
1.738972,
1.596019,
1.480879,
1.407436,
1.542518
],
[
39359,
39359,
18841,
72774,
72774,
62626
],
[
-16197,
-16197,
-12847,
-76359,
-76359,
-41271
],
[
81,
83,
80,
81,
83,
80
],
[
109,
110,
109,
109,
110,
109
],
[
59,
62,
56,
59,
62,
56
],
[
24871,
12693,
12178,
24871,
12693,
12178
],
[
0,
0,
15.746723,
0,
0,
15.746723
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319429,
213402,
277298,
-29882,
-216337,
276209
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714100400000,
"first_datapoint_time": 1714222800000,
"last_datapoint_time": 1759098600000,
"evaluation_time": 1759100116902,
"expiration_time": 1765578600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 126,
"offset": 32,
"poles": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 69,
"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) |
|---|