| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1069760.6953 | 893595.1712 | 176165.5241 | 14758424.4339 | 6700139.4478 | 8058284.9861 |
| Total P&L (%) | 1069.7607 | 893.5952 | 176.1655 | 14758.4244 | 6700.1394 | 8058.285 |
| Avg Daily Profit (%) | 0.5135 | 0.429 | 0.0846 | 0.2404 | 0.2028 | 0.2115 |
| Buy And Hold Return (%) | 251.5602 | 251.5602 | 251.5602 | 251.5602 | 251.5602 | 251.5602 |
| Max Trade Drawdown | -89473 | -64204 | -94433 | -13879714 | -11802861 | -6983618 |
| Profit Factor | 2.803 | 3.5449 | 1.7274 | 1.2612 | 1.1817 | 1.4104 |
| Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
| Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
| Losing Trades | 78 | 45 | 33 | 78 | 45 | 33 |
| Profitability (%) | 44.2857 | 35.7143 | 52.8571 | 44.2857 | 35.7143 | 52.8571 |
| Ratio Avg Win / Avg Loss | 3.5264 | 6.3808 | 1.5406 | 1.5866 | 2.1271 | 1.2579 |
| Largest Winning Trade | 411447 | 411447 | 52153 | 13977220 | 13977220 | 4291784 |
| Largest Losing Trade | -34071 | -15949 | -34071 | -2800612 | -2651201 | -2800612 |
| Avg Bars in Trades | 174 | 218 | 131 | 174 | 218 | 131 |
| Avg Bars in Winners | 288 | 404 | 210 | 288 | 404 | 210 |
| Avg Bars in Losers | 84 | 114 | 43 | 84 | 114 | 43 |
| Bars Traded | 24475 | 15265 | 9210 | 24475 | 15265 | 9210 |
| 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 | 439855 | -85911 | -336359 | 269598 | -111498 | -84915 |
{
"trading_pair": "VET_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579399200000,
"first_datapoint_time": 1581177600000,
"last_datapoint_time": 1759442400000,
"evaluation_time": 1759447311195,
"expiration_time": 1765921622400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 49,
"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": [
[
1069760.6952672133,
893595.1711610117,
176165.5241062015,
14758424.433921658,
6700139.447834531,
8058284.986087143
],
[
1069.760695,
893.595171,
176.165524,
14758.424434,
6700.139448,
8058.284986
],
[
0.513548,
0.428978,
0.08457,
0.240373,
0.202767,
0.211527
],
[
251.560178,
251.560178,
251.560178,
251.560178,
251.560178,
251.560178
],
[
-89473,
-64204,
-94433,
-13879714,
-11802861,
-6983618
],
[
2.80301,
3.544911,
1.727389,
1.261157,
1.1817,
1.410362
],
[
140,
70,
70,
140,
70,
70
],
[
62,
25,
37,
62,
25,
37
],
[
78,
45,
33,
78,
45,
33
],
[
44.285714,
35.714286,
52.857143,
44.285714,
35.714286,
52.857143
],
[
3.526368,
6.380839,
1.540644,
1.586616,
2.12706,
1.25789
],
[
411447,
411447,
52153,
13977220,
13977220,
4291784
],
[
-34071,
-15949,
-34071,
-2800612,
-2651201,
-2800612
],
[
174,
218,
131,
174,
218,
131
],
[
288,
404,
210,
288,
404,
210
],
[
84,
114,
43,
84,
114,
43
],
[
24475,
15265,
9210,
24475,
15265,
9210
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
439855,
-85911,
-336359,
269598,
-111498,
-84915
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579399200000,
"first_datapoint_time": 1581177600000,
"last_datapoint_time": 1759442400000,
"evaluation_time": 1759447311195,
"expiration_time": 1765921622400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 49,
"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) |
|---|