Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160956.4152 | 1091489.7587 | 69466.6565 | 2296790.4227 | 4671600.3215 | -2374809.8987 |
Total P&L (%) | 1160.9564 | 1091.4898 | 69.4667 | 2296.7904 | 4671.6003 | -2374.8099 |
Avg Daily Profit (%) | 0.4639 | 0.4362 | 0.0278 | 0.127 | 0.1546 | 0 |
Buy And Hold Return (%) | 430.5372 | 430.5372 | 430.5372 | 430.5372 | 430.5372 | 430.5372 |
Max Trade Drawdown | -107138 | -113185 | -54802 | -8338720 | -5317943 | -5394820 |
Profit Factor | 3.6427 | 5.8081 | 1.3272 | 1.1166 | 1.5091 | 0.7741 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 38.0282 | 33.3333 | 42.8571 | 38.0282 | 33.3333 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.9363 | 11.6162 | 1.7696 | 1.8197 | 3.0181 | 1.0322 |
Largest Winning Trade | 728864 | 728864 | 44308 | 8442582 | 8442582 | 1721752 |
Largest Losing Trade | -54802 | -30050 | -54802 | -5394820 | -1685085 | -5394820 |
Avg Bars in Trades | 68 | 64 | 73 | 68 | 64 | 73 |
Avg Bars in Winners | 137 | 133 | 140 | 137 | 133 | 140 |
Avg Bars in Losers | 26 | 29 | 22 | 26 | 29 | 22 |
Bars Traded | 4862 | 2307 | 2555 | 4862 | 2307 | 2555 |
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 | -82221 | 303692 | -322998 | -211181 | 130987 | -581898 |
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5005, "evaluation_days": 2502.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1547899200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759222794192, "expiration_time": 1765676880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 82 } }, "second_band": { "type": "fwma", "factors": { "length": 95, "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": [ [ 1160956.4152052184, 1091489.758675208, 69466.6565300106, 2296790.4227446495, 4671600.321494437, -2374809.898749785 ], [ 1160.956415, 1091.489759, 69.466657, 2296.790423, 4671.600321, -2374.809899 ], [ 0.463919, 0.43616, 0.027759, 0.127022, 0.154576, 0 ], [ 430.53716, 430.53716, 430.53716, 430.53716, 430.53716, 430.53716 ], [ -107138, -113185, -54802, -8338720, -5317943, -5394820 ], [ 3.642746, 5.808118, 1.327226, 1.116641, 1.509072, 0.774139 ], [ 71, 36, 35, 71, 36, 35 ], [ 27, 12, 15, 27, 12, 15 ], [ 44, 24, 20, 44, 24, 20 ], [ 38.028169, 33.333333, 42.857143, 38.028169, 33.333333, 42.857143 ], [ 5.936326, 11.616236, 1.769635, 1.819711, 3.018144, 1.032186 ], [ 728864, 728864, 44308, 8442582, 8442582, 1721752 ], [ -54802, -30050, -54802, -5394820, -1685085, -5394820 ], [ 68, 64, 73, 68, 64, 73 ], [ 137, 133, 140, 137, 133, 140 ], [ 26, 29, 22, 26, 29, 22 ], [ 4862, 2307, 2555, 4862, 2307, 2555 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -82221, 303692, -322998, -211181, 130987, -581898 ] ] }
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5005, "evaluation_days": 2502.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1547899200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759222794192, "expiration_time": 1765676880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 82 } }, "second_band": { "type": "fwma", "factors": { "length": 95, "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) |
---|