Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2864156.3991 | 3047503.3922 | -183346.9931 | -86107.9937 | 302186.6412 | -388294.6349 |
Total P&L (%) | 2864.1564 | 3047.5034 | -183.347 | -86.108 | 302.1866 | -388.2946 |
Avg Daily Profit (%) | 1.1425 | 1.2156 | -0.0731 | -0.0787 | 0.0555 | 0 |
Buy And Hold Return (%) | 575.8112 | 575.8112 | 575.8112 | 575.8112 | 575.8112 | 575.8112 |
Max Trade Drawdown | -271508 | -179855 | -173979 | -660873 | -318077 | -375305 |
Profit Factor | 5.0008 | 6.9362 | 0.0947 | 0.9103 | 1.5391 | 0.0292 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 30.303 | 36.3636 | 24.2424 | 30.303 | 36.3636 | 24.2424 |
Ratio Avg Win / Avg Loss | 11.5017 | 12.1384 | 0.296 | 2.0938 | 2.6935 | 0.0911 |
Largest Winning Trade | 3202655 | 3202655 | 8156 | 654334 | 654334 | 6072 |
Largest Losing Trade | -59041 | -59041 | -41231 | -278213 | -187866 | -278213 |
Avg Bars in Trades | 112 | 210 | 15 | 112 | 210 | 15 |
Avg Bars in Winners | 239 | 384 | 22 | 239 | 384 | 22 |
Avg Bars in Losers | 57 | 110 | 13 | 57 | 110 | 13 |
Bars Traded | 7441 | 6934 | 507 | 7441 | 6934 | 507 |
Profit Streak | 0 | 103.7438 | 0 | 0 | 103.7438 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116535 | 581391 | -613678 | -714437 | -286654 | -613678 |
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7521, "evaluation_days": 2507, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1544976000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759629065737, "expiration_time": 1766120544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 40, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 2864156.3991323267, 3047503.392230495, -183346.9930981681, -86107.9937295116, 302186.6411889514, -388294.634918463 ], [ 2864.156399, 3047.503392, -183.346993, -86.107994, 302.186641, -388.294635 ], [ 1.142464, 1.215598, -0.073134, -0.078703, 0.05553, 0 ], [ 575.811209, 575.811209, 575.811209, 575.811209, 575.811209, 575.811209 ], [ -271508, -179855, -173979, -660873, -318077, -375305 ], [ 5.000757, 6.936248, 0.094724, 0.910348, 1.539131, 0.029164 ], [ 66, 33, 33, 66, 33, 33 ], [ 20, 12, 8, 20, 12, 8 ], [ 46, 21, 25, 46, 21, 25 ], [ 30.30303, 36.363636, 24.242424, 30.30303, 36.363636, 24.242424 ], [ 11.501742, 12.138434, 0.296012, 2.0938, 2.693479, 0.091137 ], [ 3202655, 3202655, 8156, 654334, 654334, 6072 ], [ -59041, -59041, -41231, -278213, -187866, -278213 ], [ 112, 210, 15, 112, 210, 15 ], [ 239, 384, 22, 239, 384, 22 ], [ 57, 110, 13, 57, 110, 13 ], [ 7441, 6934, 507, 7441, 6934, 507 ], [ 0, 103.743816, 0, 0, 103.743816, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -116535, 581391, -613678, -714437, -286654, -613678 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7521, "evaluation_days": 2507, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1544976000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759629065737, "expiration_time": 1766120544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 40, "offset": 0, "scalar": 2 } } }
# | 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) |
---|