| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1126933.5713 | 1124032.6328 | 2900.9385 | 419503.1056 | 1098848.9934 | -679345.8879 |
| Total P&L (%) | 1126.9336 | 1124.0326 | 2.9009 | 419.5031 | 1098.849 | -679.3459 |
| Avg Daily Profit (%) | 0.4496 | 0.4484 | 0.0012 | 0.0658 | 0.0991 | 0 |
| Buy And Hold Return (%) | 436.7141 | 436.7141 | 436.7141 | 436.7141 | 436.7141 | 436.7141 |
| Max Trade Drawdown | -181900 | -88713 | -121285 | -4519282 | -2783104 | -3020502 |
| Profit Factor | 3.0916 | 5.9024 | 1.0094 | 1.0476 | 1.2867 | 0.8637 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 41.0959 | 35.1351 | 47.2222 | 41.0959 | 35.1351 | 47.2222 |
| Ratio Avg Win / Avg Loss | 4.4312 | 10.8967 | 1.1281 | 1.5015 | 2.3755 | 0.9653 |
| Largest Winning Trade | 804783 | 804783 | 58441 | 2919625 | 2919625 | 1619858 |
| Largest Losing Trade | -71029 | -24742 | -71029 | -1671560 | -1038399 | -1671560 |
| Avg Bars in Trades | 66 | 57 | 76 | 66 | 57 | 76 |
| Avg Bars in Winners | 102 | 99 | 104 | 102 | 99 | 104 |
| Avg Bars in Losers | 41 | 34 | 50 | 41 | 34 | 50 |
| Bars Traded | 4866 | 2128 | 2738 | 4866 | 2128 | 2738 |
| 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 | -67146 | 336697 | -568341 | -517730 | -68393 | -581860 |
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5013,
"evaluation_days": 2506.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1548244800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759563447573,
"expiration_time": 1766032848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1126933.571287688,
1124032.632827371,
2900.9384603175,
419503.105586194,
1098848.9934443964,
-679345.8878582026
],
[
1126.933571,
1124.032633,
2.900938,
419.503106,
1098.848993,
-679.345888
],
[
0.449604,
0.448447,
0.001157,
0.065759,
0.099149,
0
],
[
436.714089,
436.714089,
436.714089,
436.714089,
436.714089,
436.714089
],
[
-181900,
-88713,
-121285,
-4519282,
-2783104,
-3020502
],
[
3.091555,
5.902375,
1.009372,
1.047574,
1.286719,
0.863733
],
[
73,
37,
36,
73,
37,
36
],
[
30,
13,
17,
30,
13,
17
],
[
43,
24,
19,
43,
24,
19
],
[
41.09589,
35.135135,
47.222222,
41.09589,
35.135135,
47.222222
],
[
4.431229,
10.896692,
1.128122,
1.501523,
2.375482,
0.965348
],
[
804783,
804783,
58441,
2919625,
2919625,
1619858
],
[
-71029,
-24742,
-71029,
-1671560,
-1038399,
-1671560
],
[
66,
57,
76,
66,
57,
76
],
[
102,
99,
104,
102,
99,
104
],
[
41,
34,
50,
41,
34,
50
],
[
4866,
2128,
2738,
4866,
2128,
2738
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-67146,
336697,
-568341,
-517730,
-68393,
-581860
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5013,
"evaluation_days": 2506.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1548244800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759563447573,
"expiration_time": 1766032848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|