Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1122829.288 | 1015470.1262 | 107359.1618 | 5261278.6642 | 3523396.8783 | 1737881.786 |
Total P&L (%) | 1122.8293 | 1015.4701 | 107.3592 | 5261.2787 | 3523.3969 | 1737.8818 |
Avg Daily Profit (%) | 0.4488 | 0.4059 | 0.0429 | 0.1593 | 0.1436 | 0.1164 |
Buy And Hold Return (%) | 417.1838 | 417.1838 | 417.1838 | 417.1838 | 417.1838 | 417.1838 |
Max Trade Drawdown | -100818 | -66343 | -79160 | -17168670 | -11266191 | -11138237 |
Profit Factor | 2.7179 | 4.2509 | 1.3146 | 1.1006 | 1.1209 | 1.0751 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 37.1951 | 32.9268 | 41.4634 | 37.1951 | 32.9268 | 41.4634 |
Ratio Avg Win / Avg Loss | 4.5893 | 8.6591 | 1.8559 | 1.8585 | 2.2833 | 1.5179 |
Largest Winning Trade | 508254 | 508254 | 53659 | 6977226 | 6977226 | 4083880 |
Largest Losing Trade | -31659 | -26582 | -31659 | -4973559 | -3652619 | -4973559 |
Avg Bars in Trades | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Winners | 85 | 82 | 87 | 85 | 82 | 87 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 7008 | 3178 | 3831 | 7008 | 3178 | 3831 |
Profit Streak | 11.0939 | 11.0939 | 13.0939 | 11.0939 | 11.0939 | 13.0939 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321746 | 93253 | -307250 | -104044 | -97822 | -183142 |
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1551744000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758852910174, "expiration_time": 1765329120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 228, "offset": 86 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 1122829.287997568, 1015470.1261541646, 107359.1618434038, 5261278.664249388, 3523396.8782813065, 1737881.7859680864 ], [ 1122.829288, 1015.470126, 107.359162, 5261.278664, 3523.396878, 1737.881786 ], [ 0.448832, 0.405917, 0.042915, 0.159292, 0.143607, 0.116438 ], [ 417.183771, 417.183771, 417.183771, 417.183771, 417.183771, 417.183771 ], [ -100818, -66343, -79160, -17168670, -11266191, -11138237 ], [ 2.717922, 4.250855, 1.314627, 1.100645, 1.120878, 1.075144 ], [ 164, 82, 82, 164, 82, 82 ], [ 61, 27, 34, 61, 27, 34 ], [ 103, 55, 48, 103, 55, 48 ], [ 37.195122, 32.926829, 41.463415, 37.195122, 32.926829, 41.463415 ], [ 4.589278, 8.659148, 1.855944, 1.858466, 2.283271, 1.517851 ], [ 508254, 508254, 53659, 6977226, 6977226, 4083880 ], [ -31659, -26582, -31659, -4973559, -3652619, -4973559 ], [ 42, 38, 46, 42, 38, 46 ], [ 85, 82, 87, 85, 82, 87 ], [ 17, 17, 18, 17, 17, 18 ], [ 7008, 3178, 3831, 7008, 3178, 3831 ], [ 11.093868, 11.093868, 13.093868, 11.093868, 11.093868, 13.093868 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321746, 93253, -307250, -104044, -97822, -183142 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1551744000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758852910174, "expiration_time": 1765329120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 228, "offset": 86 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|