| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 964641.6531 | 887418.7972 | 77222.856 | 3518290.1357 | 1224661.8092 | 2293628.3265 |
| Total P&L (%) | 964.6417 | 887.4188 | 77.2229 | 3518.2901 | 1224.6618 | 2293.6283 |
| Avg Daily Profit (%) | 0.3857 | 0.3548 | 0.0309 | 0.1436 | 0.1033 | 0.127 |
| Buy And Hold Return (%) | 346.3312 | 346.3312 | 346.3312 | 346.3312 | 346.3312 | 346.3312 |
| Max Trade Drawdown | -94877 | -66124 | -83292 | -4146898 | -3615056 | -2225338 |
| Profit Factor | 2.5019 | 3.7079 | 1.2455 | 1.2163 | 1.1137 | 1.4171 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Profitability (%) | 42.5532 | 42.5532 | 42.5532 | 42.5532 | 42.5532 | 42.5532 |
| Ratio Avg Win / Avg Loss | 3.3776 | 5.0056 | 1.6814 | 1.642 | 1.5035 | 1.913 |
| Largest Winning Trade | 455985 | 455985 | 55485 | 2560349 | 2560349 | 1458297 |
| Largest Losing Trade | -33615 | -23146 | -33615 | -1401748 | -1401748 | -1320176 |
| Avg Bars in Trades | 78 | 74 | 82 | 78 | 74 | 82 |
| Avg Bars in Winners | 128 | 132 | 123 | 128 | 132 | 123 |
| Avg Bars in Losers | 41 | 31 | 52 | 41 | 31 | 52 |
| Bars Traded | 7380 | 3494 | 3885 | 7380 | 3494 | 3885 |
| 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 | 304056 | 356150 | -319373 | -2925 | -154362 | -24173 |
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1543161600000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758830075698,
"expiration_time": 1765299456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 149,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 16,
"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": [
[
964641.6531450674,
887418.7971889114,
77222.8559561554,
3518290.1357215955,
1224661.8091719316,
2293628.3265496646
],
[
964.641653,
887.418797,
77.222856,
3518.290136,
1224.661809,
2293.628327
],
[
0.385651,
0.354779,
0.030873,
0.14357,
0.103348,
0.127029
],
[
346.331237,
346.331237,
346.331237,
346.331237,
346.331237,
346.331237
],
[
-94877,
-66124,
-83292,
-4146898,
-3615056,
-2225338
],
[
2.501901,
3.707863,
1.245494,
1.216267,
1.113723,
1.417062
],
[
94,
47,
47,
94,
47,
47
],
[
40,
20,
20,
40,
20,
20
],
[
54,
27,
27,
54,
27,
27
],
[
42.553191,
42.553191,
42.553191,
42.553191,
42.553191,
42.553191
],
[
3.377566,
5.005616,
1.681417,
1.64196,
1.503526,
1.913034
],
[
455985,
455985,
55485,
2560349,
2560349,
1458297
],
[
-33615,
-23146,
-33615,
-1401748,
-1401748,
-1320176
],
[
78,
74,
82,
78,
74,
82
],
[
128,
132,
123,
128,
132,
123
],
[
41,
31,
52,
41,
31,
52
],
[
7380,
3494,
3885,
7380,
3494,
3885
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304056,
356150,
-319373,
-2925,
-154362,
-24173
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1543161600000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758830075698,
"expiration_time": 1765299456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 149,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 16,
"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) |
|---|