Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929447.6674 | 991417.0388 | -61969.3714 | 1286.0178 | 22889.0197 | -21603.0019 |
Total P&L (%) | 929.4477 | 991.417 | -61.9694 | 1.286 | 22.889 | -21.603 |
Avg Daily Profit (%) | 0.3714 | 0.3961 | -0.0248 | 0.0005 | 0.0082 | -0.0097 |
Buy And Hold Return (%) | 427.0426 | 427.0426 | 427.0426 | 427.0426 | 427.0426 | 427.0426 |
Max Trade Drawdown | -200666 | -165513 | -77303 | -956818 | -925028 | -200220 |
Profit Factor | 2.434 | 3.0072 | 0.5982 | 1.0006 | 1.0142 | 0.9498 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 47.6636 | 49.0566 | 46.2963 | 47.6636 | 49.0566 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.6726 | 3.1229 | 0.6939 | 1.0987 | 1.0532 | 1.1017 |
Largest Winning Trade | 853065 | 853065 | 19195 | 886885 | 886885 | 165224 |
Largest Losing Trade | -52157 | -52157 | -18518 | -360060 | -360060 | -132590 |
Avg Bars in Trades | 126 | 240 | 15 | 126 | 240 | 15 |
Avg Bars in Winners | 187 | 357 | 11 | 187 | 357 | 11 |
Avg Bars in Losers | 71 | 127 | 18 | 71 | 127 | 18 |
Bars Traded | 13574 | 12741 | 833 | 13574 | 12741 | 833 |
Profit Streak | 110.4289 | 110.4289 | 121.9289 | 110.4289 | 110.4289 | 121.9289 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332329 | -168751 | -760644 | -576932 | -731934 | -758977 |
{ "trading_pair": "VET_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15016, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1543665600000, "first_datapoint_time": 1545307200000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759961856108, "expiration_time": 1766440512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 115, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "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": [ [ 929447.6674240904, 991417.0388293725, -61969.3714052821, 1286.0177707914, 22889.0196606818, -21603.0018898905 ], [ 929.447667, 991.417039, -61.969371, 1.286018, 22.88902, -21.603002 ], [ 0.371382, 0.396144, -0.024761, 0.000511, 0.008236, -0.009725 ], [ 427.042578, 427.042578, 427.042578, 427.042578, 427.042578, 427.042578 ], [ -200666, -165513, -77303, -956818, -925028, -200220 ], [ 2.433964, 3.007214, 0.598227, 1.000631, 1.014236, 0.949756 ], [ 107, 53, 54, 107, 53, 54 ], [ 51, 26, 25, 51, 26, 25 ], [ 56, 27, 29, 56, 27, 29 ], [ 47.663551, 49.056604, 46.296296, 47.663551, 49.056604, 46.296296 ], [ 2.672588, 3.122876, 0.693943, 1.098732, 1.053245, 1.101717 ], [ 853065, 853065, 19195, 886885, 886885, 165224 ], [ -52157, -52157, -18518, -360060, -360060, -132590 ], [ 126, 240, 15, 126, 240, 15 ], [ 187, 357, 11, 187, 357, 11 ], [ 71, 127, 18, 71, 127, 18 ], [ 13574, 12741, 833, 13574, 12741, 833 ], [ 110.42889, 110.42889, 121.92889, 110.42889, 110.42889, 121.92889 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332329, -168751, -760644, -576932, -731934, -758977 ] ] }
{ "trading_pair": "VET_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15016, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1543665600000, "first_datapoint_time": 1545307200000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759961856108, "expiration_time": 1766440512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 115, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "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) |
---|