Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1664955.1912 | 1458446.438 | 206508.7533 | 56253827.0355 | 29473420.4336 | 26780406.6019 |
Total P&L (%) | 1664.9552 | 1458.4464 | 206.5088 | 56253.827 | 29473.4204 | 26780.4066 |
Avg Daily Profit (%) | 0.6658 | 0.5832 | 0.0826 | 0.2536 | 0.2278 | 0.224 |
Buy And Hold Return (%) | 435.225 | 435.225 | 435.225 | 435.225 | 435.225 | 435.225 |
Max Trade Drawdown | -97132 | -45832 | -64489 | -39944618 | -23050535 | -19672211 |
Profit Factor | 5.5212 | 10.0352 | 1.9984 | 1.553 | 1.5428 | 1.5646 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 47.619 | 43.75 | 51.6129 | 47.619 | 43.75 | 51.6129 |
Ratio Avg Win / Avg Loss | 6.0733 | 12.9025 | 1.8735 | 1.7083 | 1.9836 | 1.4668 |
Largest Winning Trade | 904306 | 904306 | 57897 | 25732962 | 24219566 | 25732962 |
Largest Losing Trade | -35631 | -24870 | -35631 | -14435271 | -10021281 | -14435271 |
Avg Bars in Trades | 115 | 100 | 131 | 115 | 100 | 131 |
Avg Bars in Winners | 194 | 171 | 214 | 194 | 171 | 214 |
Avg Bars in Losers | 44 | 45 | 44 | 44 | 45 | 44 |
Bars Traded | 7304 | 3218 | 4086 | 7304 | 3218 | 4086 |
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 | -134106 | 524859 | -244509 | -140688 | 305680 | 364054 |
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546761600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759103629798, "expiration_time": 1765556928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 18, "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": [ [ 1664955.1912195282, 1458446.437965241, 206508.7532542875, 56253827.035475045, 29473420.43358177, 26780406.601893283 ], [ 1664.955191, 1458.446438, 206.508753, 56253.827035, 29473.420434, 26780.406602 ], [ 0.665804, 0.583222, 0.082581, 0.253623, 0.227776, 0.22395 ], [ 435.225049, 435.225049, 435.225049, 435.225049, 435.225049, 435.225049 ], [ -97132, -45832, -64489, -39944618, -23050535, -19672211 ], [ 5.521198, 10.035241, 1.998409, 1.552994, 1.542829, 1.56463 ], [ 63, 32, 31, 63, 32, 31 ], [ 30, 14, 16, 30, 14, 16 ], [ 33, 18, 15, 33, 18, 15 ], [ 47.619048, 43.75, 51.612903, 47.619048, 43.75, 51.612903 ], [ 6.073317, 12.902452, 1.873509, 1.708293, 1.983637, 1.466841 ], [ 904306, 904306, 57897, 25732962, 24219566, 25732962 ], [ -35631, -24870, -35631, -14435271, -10021281, -14435271 ], [ 115, 100, 131, 115, 100, 131 ], [ 194, 171, 214, 194, 171, 214 ], [ 44, 45, 44, 44, 45, 44 ], [ 7304, 3218, 4086, 7304, 3218, 4086 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -134106, 524859, -244509, -140688, 305680, 364054 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546761600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759103629798, "expiration_time": 1765556928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 18, "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) |
---|