Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1711389.9856 | 1591906.5843 | 119483.4013 | 11248781.2121 | 4057072.7876 | 7191708.4245 |
Total P&L (%) | 1711.39 | 1591.9066 | 119.4834 | 11248.7812 | 4057.0728 | 7191.7084 |
Avg Daily Profit (%) | 0.6844 | 0.6366 | 0.0478 | 0.1894 | 0.1492 | 0.1717 |
Buy And Hold Return (%) | 438.3195 | 438.3195 | 438.3195 | 438.3195 | 438.3195 | 438.3195 |
Max Trade Drawdown | -92002 | -47904 | -76504 | -17339400 | -9810710 | -12503219 |
Profit Factor | 5.2104 | 9.8609 | 1.5268 | 1.2447 | 1.1762 | 1.3133 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 45.1613 | 40 | 42.623 | 45.1613 | 40 |
Ratio Avg Win / Avg Loss | 7.014 | 11.974 | 2.2902 | 1.6755 | 1.4283 | 1.9699 |
Largest Winning Trade | 1121602 | 1121602 | 61558 | 8757219 | 7048684 | 8757219 |
Largest Losing Trade | -34174 | -34174 | -26137 | -7258053 | -7258053 | -3001616 |
Avg Bars in Trades | 159 | 144 | 174 | 159 | 144 | 174 |
Avg Bars in Winners | 246 | 224 | 271 | 246 | 224 | 271 |
Avg Bars in Losers | 94 | 78 | 109 | 94 | 78 | 109 |
Bars Traded | 9715 | 4484 | 5231 | 9715 | 4484 | 5231 |
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 | -151326 | 569765 | -296227 | -160342 | -22078 | 184877 |
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10002, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1543428000000, "first_datapoint_time": 1548525600000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759494002994, "expiration_time": 1765952496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 120, "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": [ [ 1711389.9856458062, 1591906.5843497931, 119483.4012960128, 11248781.212095065, 4057072.7876052517, 7191708.424489808 ], [ 1711.389986, 1591.906584, 119.483401, 11248.781212, 4057.072788, 7191.708424 ], [ 0.684419, 0.636635, 0.047784, 0.189409, 0.149177, 0.171686 ], [ 438.319483, 438.319483, 438.319483, 438.319483, 438.319483, 438.319483 ], [ -92002, -47904, -76504, -17339400, -9810710, -12503219 ], [ 5.210401, 9.860905, 1.526795, 1.244662, 1.176234, 1.313283 ], [ 61, 31, 30, 61, 31, 30 ], [ 26, 14, 12, 26, 14, 12 ], [ 35, 17, 18, 35, 17, 18 ], [ 42.622951, 45.16129, 40, 42.622951, 45.16129, 40 ], [ 7.014002, 11.973956, 2.290192, 1.675506, 1.428284, 1.969924 ], [ 1121602, 1121602, 61558, 8757219, 7048684, 8757219 ], [ -34174, -34174, -26137, -7258053, -7258053, -3001616 ], [ 159, 144, 174, 159, 144, 174 ], [ 246, 224, 271, 246, 224, 271 ], [ 94, 78, 109, 94, 78, 109 ], [ 9715, 4484, 5231, 9715, 4484, 5231 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151326, 569765, -296227, -160342, -22078, 184877 ] ] }
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10002, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1543428000000, "first_datapoint_time": 1548525600000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759494002994, "expiration_time": 1765952496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 120, "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) |
---|