| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 883711.3522 | 738054.4006 | 145656.9516 | 11749371.9094 | 7261856.4981 | 4487515.4113 |
| Total P&L (%) | 883.7114 | 738.0544 | 145.657 | 11749.3719 | 7261.8565 | 4487.5154 |
| Avg Daily Profit (%) | 0.3532 | 0.295 | 0.0582 | 0.191 | 0.172 | 0.1531 |
| Buy And Hold Return (%) | 444.9467 | 444.9467 | 444.9467 | 444.9467 | 444.9467 | 444.9467 |
| Max Trade Drawdown | -60658 | -46046 | -55319 | -8059589 | -5831128 | -4743442 |
| Profit Factor | 2.8313 | 4.2277 | 1.5737 | 1.3321 | 1.3696 | 1.2853 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
| Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
| Profitability (%) | 51.4019 | 48.1481 | 54.717 | 51.4019 | 48.1481 | 54.717 |
| Ratio Avg Win / Avg Loss | 2.6768 | 4.5529 | 1.3023 | 1.2595 | 1.475 | 1.0637 |
| Largest Winning Trade | 245785 | 245785 | 49782 | 7342451 | 7342451 | 4569217 |
| Largest Losing Trade | -43098 | -27431 | -43098 | -3854561 | -3502320 | -3854561 |
| Avg Bars in Trades | 68 | 60 | 76 | 68 | 60 | 76 |
| Avg Bars in Winners | 93 | 78 | 106 | 93 | 78 | 106 |
| Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
| Bars Traded | 7314 | 3243 | 4071 | 7314 | 3243 | 4071 |
| Profit Streak | 0 | 0 | 13.659 | 0 | 0 | 13.659 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 296520 | -173860 | -458039 | 313480 | -172467 | -171212 |
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1547308800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758872936742,
"expiration_time": 1765329120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 163,
"offset": 0,
"multiplier": 2.53133
}
}
}
{
"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": [
[
883711.3521846829,
738054.4005542049,
145656.9516304776,
11749371.90935376,
7261856.4980680365,
4487515.411285727
],
[
883.711352,
738.054401,
145.656952,
11749.371909,
7261.856498,
4487.515411
],
[
0.353249,
0.295025,
0.058224,
0.191049,
0.171989,
0.153052
],
[
444.946673,
444.946673,
444.946673,
444.946673,
444.946673,
444.946673
],
[
-60658,
-46046,
-55319,
-8059589,
-5831128,
-4743442
],
[
2.83125,
4.227677,
1.573659,
1.332147,
1.369609,
1.285346
],
[
107,
54,
53,
107,
54,
53
],
[
55,
26,
29,
55,
26,
29
],
[
52,
28,
24,
52,
28,
24
],
[
51.401869,
48.148148,
54.716981,
51.401869,
48.148148,
54.716981
],
[
2.676818,
4.552883,
1.302339,
1.259484,
1.474963,
1.063734
],
[
245785,
245785,
49782,
7342451,
7342451,
4569217
],
[
-43098,
-27431,
-43098,
-3854561,
-3502320,
-3854561
],
[
68,
60,
76,
68,
60,
76
],
[
93,
78,
106,
93,
78,
106
],
[
41,
42,
40,
41,
42,
40
],
[
7314,
3243,
4071,
7314,
3243,
4071
],
[
0,
0,
13.65899,
0,
0,
13.65899
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
296520,
-173860,
-458039,
313480,
-172467,
-171212
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1547308800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758872936742,
"expiration_time": 1765329120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 163,
"offset": 0,
"multiplier": 2.53133
}
}
}
| # | 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) |
|---|