| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 76166.2624 | 18134.6464 | 58031.616 | 75009.8016 | 21978.704 | 53031.0975 |
| Total P&L (%) | 76.1663 | 18.1346 | 58.0316 | 75.0098 | 21.9787 | 53.0311 |
| Avg Daily Profit (%) | 0.2925 | 0.0696 | 0.2228 | 0.2151 | 0.0763 | 0.1635 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -42171 | -35382 | -30614 | -70974 | -42728 | -53030 |
| Profit Factor | 1.3309 | 1.1317 | 1.6274 | 1.241 | 1.1258 | 1.3886 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
| Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
| Profitability (%) | 69.403 | 64.1791 | 74.6269 | 69.403 | 64.1791 | 74.6269 |
| Ratio Avg Win / Avg Loss | 0.5867 | 0.6317 | 0.5533 | 0.5471 | 0.6283 | 0.4721 |
| Largest Winning Trade | 10503 | 10503 | 7780 | 14934 | 14934 | 11695 |
| Largest Losing Trade | -21534 | -15480 | -21534 | -35024 | -18340 | -35024 |
| Avg Bars in Trades | 181 | 185 | 178 | 181 | 185 | 178 |
| Avg Bars in Winners | 119 | 109 | 128 | 119 | 109 | 128 |
| Avg Bars in Losers | 321 | 321 | 322 | 321 | 321 | 322 |
| Bars Traded | 24347 | 12414 | 11933 | 24347 | 12414 | 11933 |
| 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 | 305718 | -301630 | -107561 | 262149 | -296695 | -109747 |
{
"trading_pair": "VET_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736410500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758869889369,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 104,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 204,
"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": [
[
76166.2623965316,
18134.6464322488,
58031.6159642828,
75009.8015853956,
21978.7040467131,
53031.0975386825
],
[
76.166262,
18.134646,
58.031616,
75.009802,
21.978704,
53.031098
],
[
0.292475,
0.069636,
0.222839,
0.215142,
0.07632,
0.163512
],
[
10,
10,
10,
10,
10,
10
],
[
-42171,
-35382,
-30614,
-70974,
-42728,
-53030
],
[
1.330906,
1.13172,
1.627376,
1.241016,
1.125775,
1.388572
],
[
134,
67,
67,
134,
67,
67
],
[
93,
43,
50,
93,
43,
50
],
[
41,
24,
17,
41,
24,
17
],
[
69.402985,
64.179104,
74.626866,
69.402985,
64.179104,
74.626866
],
[
0.586743,
0.631657,
0.553308,
0.547115,
0.62834,
0.472114
],
[
10503,
10503,
7780,
14934,
14934,
11695
],
[
-21534,
-15480,
-21534,
-35024,
-18340,
-35024
],
[
181,
185,
178,
181,
185,
178
],
[
119,
109,
128,
119,
109,
128
],
[
321,
321,
322,
321,
321,
322
],
[
24347,
12414,
11933,
24347,
12414,
11933
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305718,
-301630,
-107561,
262149,
-296695,
-109747
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736410500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758869889369,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 104,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 204,
"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) |
|---|