| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 933398.9623 | 790666.6313 | 142732.331 | 7083155.8855 | 4069401.6998 | 3013754.1856 |
| Total P&L (%) | 933.399 | 790.6666 | 142.7323 | 7083.1559 | 4069.4017 | 3013.7542 |
| Avg Daily Profit (%) | 0.448 | 0.3795 | 0.0685 | 0.2054 | 0.1792 | 0.1652 |
| Buy And Hold Return (%) | 276.8469 | 276.8469 | 276.8469 | 276.8469 | 276.8469 | 276.8469 |
| Max Trade Drawdown | -84662 | -70644 | -104877 | -7782223 | -6418163 | -6072359 |
| Profit Factor | 2.4201 | 3.2957 | 1.4562 | 1.1907 | 1.1838 | 1.201 |
| Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
| Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
| Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
| Profitability (%) | 45.2229 | 39.2405 | 51.2821 | 45.2229 | 39.2405 | 51.2821 |
| Ratio Avg Win / Avg Loss | 2.9314 | 5.103 | 1.3834 | 1.4423 | 1.833 | 1.1409 |
| Largest Winning Trade | 303804 | 303804 | 51118 | 5792492 | 5792492 | 2353248 |
| Largest Losing Trade | -44672 | -19823 | -44672 | -2675684 | -2071328 | -2675684 |
| Avg Bars in Trades | 157 | 155 | 159 | 157 | 155 | 159 |
| Avg Bars in Winners | 250 | 266 | 238 | 250 | 266 | 238 |
| Avg Bars in Losers | 80 | 84 | 75 | 80 | 84 | 75 |
| Bars Traded | 24732 | 12310 | 12421 | 24732 | 12310 | 12421 |
| 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 | 394296 | -18508 | -300488 | -3664 | -40515 | -27073 |
{
"trading_pair": "VET_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579212000000,
"first_datapoint_time": 1580385600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759278339351,
"expiration_time": 1765756800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 164,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 85,
"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": [
[
933398.9622978494,
790666.6312509202,
142732.3310469291,
7083155.885467557,
4069401.699825729,
3013754.1856418285
],
[
933.398962,
790.666631,
142.732331,
7083.155885,
4069.4017,
3013.754186
],
[
0.448032,
0.379521,
0.068512,
0.205378,
0.179218,
0.16518
],
[
276.846863,
276.846863,
276.846863,
276.846863,
276.846863,
276.846863
],
[
-84662,
-70644,
-104877,
-7782223,
-6418163,
-6072359
],
[
2.420113,
3.295688,
1.456222,
1.19074,
1.183803,
1.200983
],
[
157,
79,
78,
157,
79,
78
],
[
71,
31,
40,
71,
31,
40
],
[
86,
48,
38,
86,
48,
38
],
[
45.22293,
39.240506,
51.282051,
45.22293,
39.240506,
51.282051
],
[
2.931405,
5.103001,
1.383411,
1.442305,
1.832985,
1.140934
],
[
303804,
303804,
51118,
5792492,
5792492,
2353248
],
[
-44672,
-19823,
-44672,
-2675684,
-2071328,
-2675684
],
[
157,
155,
159,
157,
155,
159
],
[
250,
266,
238,
250,
266,
238
],
[
80,
84,
75,
80,
84,
75
],
[
24732,
12310,
12421,
24732,
12310,
12421
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
394296,
-18508,
-300488,
-3664,
-40515,
-27073
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579212000000,
"first_datapoint_time": 1580385600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759278339351,
"expiration_time": 1765756800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 164,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 85,
"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) |
|---|