Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1368302.2517 | 1335556.3395 | 32745.9121 | 1085419.5319 | 140555.802 | 944863.7299 |
Total P&L (%) | 1368.3023 | 1335.5563 | 32.7459 | 1085.4195 | 140.5558 | 944.8637 |
Avg Daily Profit (%) | 0.5468 | 0.5337 | 0.0131 | 0.0989 | 0.0351 | 0.0938 |
Buy And Hold Return (%) | 369.9025 | 369.9025 | 369.9025 | 369.9025 | 369.9025 | 369.9025 |
Max Trade Drawdown | -120049 | -92365 | -74941 | -1122135 | -1650174 | -490161 |
Profit Factor | 3.3692 | 4.6652 | 1.1536 | 1.1903 | 1.0343 | 1.5896 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 36.6667 | 31.1111 | 42.2222 | 36.6667 | 31.1111 | 42.2222 |
Ratio Avg Win / Avg Loss | 5.8196 | 10.3302 | 1.5787 | 2.0559 | 2.2902 | 2.1753 |
Largest Winning Trade | 1073792 | 1073792 | 39088 | 1359128 | 1359128 | 478963 |
Largest Losing Trade | -28920 | -27541 | -28920 | -368142 | -368142 | -339343 |
Avg Bars in Trades | 80 | 114 | 47 | 80 | 114 | 47 |
Avg Bars in Winners | 146 | 247 | 72 | 146 | 247 | 72 |
Avg Bars in Losers | 42 | 54 | 29 | 42 | 54 | 29 |
Bars Traded | 7274 | 5143 | 2131 | 7274 | 5143 | 2131 |
Profit Streak | 0 | 0 | 107.5472 | 0 | 0 | 107.5472 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360354 | 309293 | -393954 | -78788 | -500805 | -70242 |
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7507, "evaluation_days": 2502.33, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1545667200000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758920877317, "expiration_time": 1765388448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 103, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 44, "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": [ [ 1368302.251655703, 1335556.339515222, 32745.9121404807, 1085419.5318807708, 140555.8019927663, 944863.7298880048 ], [ 1368.302252, 1335.55634, 32.745912, 1085.419532, 140.555802, 944.86373 ], [ 0.546811, 0.533725, 0.013086, 0.098864, 0.035085, 0.093815 ], [ 369.902501, 369.902501, 369.902501, 369.902501, 369.902501, 369.902501 ], [ -120049, -92365, -74941, -1122135, -1650174, -490161 ], [ 3.369231, 4.665239, 1.153632, 1.190285, 1.034268, 1.589617 ], [ 90, 45, 45, 90, 45, 45 ], [ 33, 14, 19, 33, 14, 19 ], [ 57, 31, 26, 57, 31, 26 ], [ 36.666667, 31.111111, 42.222222, 36.666667, 31.111111, 42.222222 ], [ 5.819581, 10.330172, 1.578654, 2.055946, 2.290165, 2.175266 ], [ 1073792, 1073792, 39088, 1359128, 1359128, 478963 ], [ -28920, -27541, -28920, -368142, -368142, -339343 ], [ 80, 114, 47, 80, 114, 47 ], [ 146, 247, 72, 146, 247, 72 ], [ 42, 54, 29, 42, 54, 29 ], [ 7274, 5143, 2131, 7274, 5143, 2131 ], [ 0, 0, 107.547191, 0, 0, 107.547191 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 360354, 309293, -393954, -78788, -500805, -70242 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7507, "evaluation_days": 2502.33, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1545667200000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758920877317, "expiration_time": 1765388448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 103, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 44, "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) |
---|