Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1178308.7183 | 1178887.8285 | -579.1102 | 300507.8531 | 329307.0176 | -28799.1645 |
Total P&L (%) | 1178.3087 | 1178.8878 | -0.5791 | 300.5079 | 329.307 | -28.7992 |
Avg Daily Profit (%) | 0.5658 | 0.566 | -0.0003 | 0.0666 | 0.07 | -0.0163 |
Buy And Hold Return (%) | 302.6227 | 302.6227 | 302.6227 | 302.6227 | 302.6227 | 302.6227 |
Max Trade Drawdown | -170183 | -162877 | -19248 | -1811785 | -1587127 | -277999 |
Profit Factor | 3.0503 | 3.3811 | 0.9927 | 1.0771 | 1.0978 | 0.9458 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 55.3957 | 53.6232 | 57.1429 | 55.3957 | 53.6232 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.456 | 2.9242 | 0.7445 | 0.8673 | 0.9494 | 0.7093 |
Largest Winning Trade | 866062 | 866062 | 5531 | 1596860 | 1596860 | 75452 |
Largest Losing Trade | -59034 | -59034 | -11625 | -723305 | -723305 | -175060 |
Avg Bars in Trades | 168 | 333 | 5 | 168 | 333 | 5 |
Avg Bars in Winners | 151 | 310 | 4 | 151 | 310 | 4 |
Avg Bars in Losers | 189 | 360 | 7 | 189 | 360 | 7 |
Bars Traded | 23441 | 23030 | 410 | 23441 | 23030 | 410 |
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 | 566702 | -85894 | -673754 | -406074 | -453694 | -673754 |
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1579305600000, "first_datapoint_time": 1579939200000, "last_datapoint_time": 1759312800000, "evaluation_time": 1759319989177, "expiration_time": 1765790726400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 89, "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": [ [ 1178308.7182945919, 1178887.8284686247, -579.1101740328, 300507.853140261, 329307.0176065139, -28799.1644662524 ], [ 1178.308718, 1178.887828, -0.57911, 300.507853, 329.307018, -28.799164 ], [ 0.565768, 0.566046, -0.000278, 0.066646, 0.069983, -0.016308 ], [ 302.622718, 302.622718, 302.622718, 302.622718, 302.622718, 302.622718 ], [ -170183, -162877, -19248, -1811785, -1587127, -277999 ], [ 3.05025, 3.381055, 0.992725, 1.077068, 1.097773, 0.94578 ], [ 139, 69, 70, 139, 69, 70 ], [ 77, 37, 40, 77, 37, 40 ], [ 62, 32, 30, 62, 32, 30 ], [ 55.395683, 53.623188, 57.142857, 55.395683, 53.623188, 57.142857 ], [ 2.456045, 2.924156, 0.744544, 0.86725, 0.949425, 0.709335 ], [ 866062, 866062, 5531, 1596860, 1596860, 75452 ], [ -59034, -59034, -11625, -723305, -723305, -175060 ], [ 168, 333, 5, 168, 333, 5 ], [ 151, 310, 4, 151, 310, 4 ], [ 189, 360, 7, 189, 360, 7 ], [ 23441, 23030, 410, 23441, 23030, 410 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 566702, -85894, -673754, -406074, -453694, -673754 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1579305600000, "first_datapoint_time": 1579939200000, "last_datapoint_time": 1759312800000, "evaluation_time": 1759319989177, "expiration_time": 1765790726400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 89, "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) |
---|