Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1609963.7544 | 1493417.127 | 116546.6274 | 7025399.6339 | 12438240.0881 | -5412840.4542 |
Total P&L (%) | 1609.9638 | 1493.4171 | 116.5466 | 7025.3996 | 12438.2401 | -5412.8405 |
Avg Daily Profit (%) | 0.6441 | 0.5974 | 0.0466 | 0.1708 | 0.1935 | 0 |
Buy And Hold Return (%) | 588.6228 | 588.6228 | 588.6228 | 588.6228 | 588.6228 | 588.6228 |
Max Trade Drawdown | -124137 | -84840 | -98827 | -36739026 | -15890890 | -27876258 |
Profit Factor | 4.0794 | 6.6954 | 1.4472 | 1.0862 | 1.3071 | 0.8681 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 36.7089 | 30 | 43.5897 | 36.7089 | 30 | 43.5897 |
Ratio Avg Win / Avg Loss | 7.0334 | 15.6227 | 1.8729 | 1.8727 | 3.05 | 1.1234 |
Largest Winning Trade | 1120860 | 1120860 | 54908 | 15565664 | 15565664 | 6776189 |
Largest Losing Trade | -32443 | -21414 | -32443 | -7670285 | -4844493 | -7670285 |
Avg Bars in Trades | 124 | 111 | 138 | 124 | 111 | 138 |
Avg Bars in Winners | 270 | 269 | 271 | 270 | 269 | 271 |
Avg Bars in Losers | 40 | 44 | 35 | 40 | 44 | 35 |
Bars Traded | 9863 | 4478 | 5385 | 9863 | 4478 | 5385 |
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 | -20840 | 312864 | -296797 | -153298 | 52946 | -581583 |
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9999, "evaluation_days": 2499.75, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1544896800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758822357814, "expiration_time": 1765194552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 66, "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": [ [ 1609963.7543943531, 1493417.1270415543, 116546.6273527993, 7025399.633912879, 12438240.08808514, -5412840.454172267 ], [ 1609.963754, 1493.417127, 116.546627, 7025.399634, 12438.240088, -5412.840454 ], [ 0.64405, 0.597427, 0.046623, 0.170813, 0.193461, 0 ], [ 588.622754, 588.622754, 588.622754, 588.622754, 588.622754, 588.622754 ], [ -124137, -84840, -98827, -36739026, -15890890, -27876258 ], [ 4.079369, 6.695433, 1.447208, 1.08616, 1.307123, 0.868106 ], [ 79, 40, 39, 79, 40, 39 ], [ 29, 12, 17, 29, 12, 17 ], [ 50, 28, 22, 50, 28, 22 ], [ 36.708861, 30, 43.589744, 36.708861, 30, 43.589744 ], [ 7.033396, 15.622677, 1.872857, 1.87269, 3.049954, 1.123432 ], [ 1120860, 1120860, 54908, 15565664, 15565664, 6776189 ], [ -32443, -21414, -32443, -7670285, -4844493, -7670285 ], [ 124, 111, 138, 124, 111, 138 ], [ 270, 269, 271, 270, 269, 271 ], [ 40, 44, 35, 40, 44, 35 ], [ 9863, 4478, 5385, 9863, 4478, 5385 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -20840, 312864, -296797, -153298, 52946, -581583 ] ] }
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9999, "evaluation_days": 2499.75, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1544896800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758822357814, "expiration_time": 1765194552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 66, "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) |
---|