Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54118.3099 | 12808.3842 | 41309.9257 | 60145.3746 | 16526.9334 | 43618.4412 |
Total P&L (%) | 54.1183 | 12.8084 | 41.3099 | 60.1454 | 16.5269 | 43.6184 |
Avg Daily Profit (%) | 0.6234 | 0.1475 | 0.4759 | 0.5439 | 0.1763 | 0.4179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15036 | -13575 | -6911 | -20170 | -17502 | -11560 |
Profit Factor | 1.491 | 1.1837 | 2.0197 | 1.458 | 1.2042 | 1.8657 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 69.4118 | 65.8824 | 72.9412 | 69.4118 | 65.8824 | 72.9412 |
Ratio Avg Win / Avg Loss | 0.657 | 0.613 | 0.7493 | 0.6425 | 0.6236 | 0.6921 |
Largest Winning Trade | 27226 | 7567 | 27226 | 33275 | 11766 | 33275 |
Largest Losing Trade | -10598 | -10598 | -6911 | -13958 | -13958 | -11560 |
Avg Bars in Trades | 144 | 192 | 97 | 144 | 192 | 97 |
Avg Bars in Winners | 95 | 128 | 65 | 95 | 128 | 65 |
Avg Bars in Losers | 257 | 316 | 183 | 257 | 316 | 183 |
Bars Traded | 24609 | 16339 | 8271 | 24609 | 16339 | 8271 |
Profit Streak | 0.4072 | 2.5843 | 0 | 0.4072 | 2.5843 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 276707 | -95581 | 356828 | 259471 | -4949 | 335671 |
{ "trading_pair": "VET_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752817500000, "first_datapoint_time": 1752891600000, "last_datapoint_time": 1760317200000, "evaluation_time": 1760317281341, "expiration_time": 1766797200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 248, "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": [ [ 54118.3099203371, 12808.3841875934, 41309.9257327437, 60145.3746305397, 16526.9333839092, 43618.4412466306 ], [ 54.11831, 12.808384, 41.309926, 60.145375, 16.526933, 43.618441 ], [ 0.623411, 0.147545, 0.475866, 0.543937, 0.176347, 0.417862 ], [ 10, 10, 10, 10, 10, 10 ], [ -15036, -13575, -6911, -20170, -17502, -11560 ], [ 1.490973, 1.183722, 2.01973, 1.458034, 1.204214, 1.865749 ], [ 170, 85, 85, 170, 85, 85 ], [ 118, 56, 62, 118, 56, 62 ], [ 52, 29, 23, 52, 29, 23 ], [ 69.411765, 65.882353, 72.941176, 69.411765, 65.882353, 72.941176 ], [ 0.657039, 0.612999, 0.749255, 0.642524, 0.623611, 0.692133 ], [ 27226, 7567, 27226, 33275, 11766, 33275 ], [ -10598, -10598, -6911, -13958, -13958, -11560 ], [ 144, 192, 97, 144, 192, 97 ], [ 95, 128, 65, 95, 128, 65 ], [ 257, 316, 183, 257, 316, 183 ], [ 24609, 16339, 8271, 24609, 16339, 8271 ], [ 0.407191, 2.584275, 0, 0.407191, 2.584275, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 276707, -95581, 356828, 259471, -4949, 335671 ] ] }
{ "trading_pair": "VET_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752817500000, "first_datapoint_time": 1752891600000, "last_datapoint_time": 1760317200000, "evaluation_time": 1760317281341, "expiration_time": 1766797200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 248, "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) |
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