Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1396255.1441 | 1373041.057 | 23214.0871 | 591411.5822 | 425184.9212 | 166226.661 |
Total P&L (%) | 1396.2551 | 1373.0411 | 23.2141 | 591.4116 | 425.1849 | 166.2267 |
Avg Daily Profit (%) | 0.6702 | 0.6591 | 0.0111 | 0.0929 | 0.0796 | 0.047 |
Buy And Hold Return (%) | 228.9861 | 228.9861 | 228.9861 | 228.9861 | 228.9861 | 228.9861 |
Max Trade Drawdown | -98610 | -118476 | -44844 | -2418348 | -2620541 | -655118 |
Profit Factor | 3.1042 | 3.8947 | 1.1227 | 1.0593 | 1.0585 | 1.0613 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 35.3535 | 32.6531 | 38 | 35.3535 | 32.6531 | 38 |
Ratio Avg Win / Avg Loss | 5.6762 | 8.0328 | 1.8317 | 1.937 | 2.1832 | 1.7317 |
Largest Winning Trade | 1010704 | 1010704 | 34805 | 2562935 | 2562935 | 638081 |
Largest Losing Trade | -36373 | -36373 | -19124 | -996780 | -996780 | -401824 |
Avg Bars in Trades | 247 | 387 | 110 | 247 | 387 | 110 |
Avg Bars in Winners | 408 | 724 | 142 | 408 | 724 | 142 |
Avg Bars in Losers | 159 | 224 | 91 | 159 | 224 | 91 |
Bars Traded | 24530 | 18999 | 5531 | 24530 | 18999 | 5531 |
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 | 430339 | 418562 | -612916 | -231696 | -256146 | -632566 |
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579744800000, "first_datapoint_time": 1581429600000, "last_datapoint_time": 1759809600000, "evaluation_time": 1759815277589, "expiration_time": 1766289600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 170, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 222, "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": [ [ 1396255.144127202, 1373041.0570380439, 23214.0870891583, 591411.5822029394, 425184.9211854012, 166226.661017539 ], [ 1396.255144, 1373.041057, 23.214087, 591.411582, 425.184921, 166.226661 ], [ 0.670204, 0.659061, 0.011143, 0.092854, 0.079644, 0.047012 ], [ 228.986117, 228.986117, 228.986117, 228.986117, 228.986117, 228.986117 ], [ -98610, -118476, -44844, -2418348, -2620541, -655118 ], [ 3.104196, 3.894678, 1.12268, 1.059289, 1.058525, 1.061339 ], [ 99, 49, 50, 99, 49, 50 ], [ 35, 16, 19, 35, 16, 19 ], [ 64, 33, 31, 64, 33, 31 ], [ 35.353535, 32.653061, 38, 35.353535, 32.653061, 38 ], [ 5.676244, 8.032774, 1.831741, 1.936986, 2.183207, 1.731659 ], [ 1010704, 1010704, 34805, 2562935, 2562935, 638081 ], [ -36373, -36373, -19124, -996780, -996780, -401824 ], [ 247, 387, 110, 247, 387, 110 ], [ 408, 724, 142, 408, 724, 142 ], [ 159, 224, 91, 159, 224, 91 ], [ 24530, 18999, 5531, 24530, 18999, 5531 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 430339, 418562, -612916, -231696, -256146, -632566 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579744800000, "first_datapoint_time": 1581429600000, "last_datapoint_time": 1759809600000, "evaluation_time": 1759815277589, "expiration_time": 1766289600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 170, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 222, "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) |
---|