Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288817.6839 | 221868.2858 | 66949.3981 | 404456.9873 | 300154.577 | 104302.4103 |
Total P&L (%) | 288.8177 | 221.8683 | 66.9494 | 404.457 | 300.1546 | 104.3024 |
Avg Daily Profit (%) | 0.2773 | 0.213 | 0.0643 | 0.1555 | 0.1332 | 0.0686 |
Buy And Hold Return (%) | 22.2969 | 22.2969 | 22.2969 | 22.2969 | 22.2969 | 22.2969 |
Max Trade Drawdown | -73402 | -56867 | -33656 | -582210 | -416761 | -294557 |
Profit Factor | 1.8496 | 2.2738 | 1.4038 | 1.2237 | 1.3353 | 1.1143 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 42.4242 | 32.6531 | 52 | 42.4242 | 32.6531 | 52 |
Ratio Avg Win / Avg Loss | 2.5101 | 4.6897 | 1.2958 | 1.6608 | 2.7541 | 1.0286 |
Largest Winning Trade | 149682 | 149682 | 27094 | 505737 | 505737 | 204384 |
Largest Losing Trade | -15705 | -15501 | -15705 | -167758 | -134665 | -167758 |
Avg Bars in Trades | 249 | 224 | 274 | 249 | 224 | 274 |
Avg Bars in Winners | 394 | 399 | 391 | 394 | 399 | 391 |
Avg Bars in Losers | 142 | 139 | 147 | 142 | 139 | 147 |
Bars Traded | 24709 | 10991 | 13718 | 24709 | 10991 | 13718 |
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 | 327918 | 194794 | -289298 | 190329 | -20431 | -377567 |
{ "trading_pair": "VET_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669514400000, "first_datapoint_time": 1670292000000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759516052916, "expiration_time": 1765994400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 194, "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": [ [ 288817.6838856743, 221868.2858087722, 66949.3980769022, 404456.9873009635, 300154.576977093, 104302.4103238705 ], [ 288.817684, 221.868286, 66.949398, 404.456987, 300.154577, 104.30241 ], [ 0.277264, 0.212993, 0.064271, 0.155478, 0.13321, 0.068609 ], [ 22.296948, 22.296948, 22.296948, 22.296948, 22.296948, 22.296948 ], [ -73402, -56867, -33656, -582210, -416761, -294557 ], [ 1.849551, 2.273796, 1.403829, 1.223726, 1.335329, 1.114276 ], [ 99, 49, 50, 99, 49, 50 ], [ 42, 16, 26, 42, 16, 26 ], [ 57, 33, 24, 57, 33, 24 ], [ 42.424242, 32.653061, 52, 42.424242, 32.653061, 52 ], [ 2.510105, 4.689703, 1.295843, 1.660771, 2.754116, 1.028563 ], [ 149682, 149682, 27094, 505737, 505737, 204384 ], [ -15705, -15501, -15705, -167758, -134665, -167758 ], [ 249, 224, 274, 249, 224, 274 ], [ 394, 399, 391, 394, 399, 391 ], [ 142, 139, 147, 142, 139, 147 ], [ 24709, 10991, 13718, 24709, 10991, 13718 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327918, 194794, -289298, 190329, -20431, -377567 ] ] }
{ "trading_pair": "VET_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669514400000, "first_datapoint_time": 1670292000000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759516052916, "expiration_time": 1765994400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 194, "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) |
---|