Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1082561.0079 | 61655.2836 | -1144216.2915 | 4642559.9928 | -4951062.8255 | 9593622.8183 |
Total P&L (%) | -1082.561 | 61.6553 | -1144.2163 | 4642.56 | -4951.0628 | 9593.6228 |
Avg Daily Profit (%) | -0.4327 | 0.0246 | -0.4574 | 0.1544 | 0 | 0.183 |
Buy And Hold Return (%) | 401.6204 | 401.6204 | 401.6204 | 401.6204 | 401.6204 | 401.6204 |
Max Trade Drawdown | -1279532 | -56524 | -1310166 | -21015608 | -7974719 | -18342681 |
Profit Factor | 0.407 | 1.3746 | 0.3111 | 1.096 | 0.6804 | 1.2917 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 135 | 61 | 74 | 125 | 56 | 69 |
Losing Trades | 43 | 28 | 15 | 53 | 33 | 20 |
Profitability (%) | 75.8427 | 68.5393 | 83.1461 | 70.2247 | 62.9213 | 77.5281 |
Ratio Avg Win / Avg Loss | 0.1296 | 0.631 | 0.0631 | 0.4647 | 0.401 | 0.3744 |
Largest Winning Trade | 24934 | 14299 | 24934 | 7362920 | 930733 | 7362920 |
Largest Losing Trade | -1049626 | -30218 | -1049626 | -11031025 | -4679258 | -11031025 |
Avg Bars in Trades | 38 | 14 | 62 | 38 | 14 | 62 |
Avg Bars in Winners | 17 | 7 | 25 | 21 | 7 | 33 |
Avg Bars in Losers | 104 | 29 | 243 | 76 | 26 | 160 |
Bars Traded | 6793 | 1261 | 5532 | 6793 | 1261 | 5532 |
Profit Streak | 0 | 94.0939 | 0 | 0 | 94.0939 | 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 | -576495 | -323647 | -576621 | -105427 | -578304 | 352409 |
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1545840000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758852914733, "expiration_time": 1765329120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 109, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -1082561.0078965765, 61655.2836087222, -1144216.291505298, 4642559.992828974, -4951062.825456845, 9593622.81828581 ], [ -1082.561008, 61.655284, -1144.216292, 4642.559993, -4951.062825, 9593.622818 ], [ -0.432735, 0.024646, -0.457381, 0.154382, 0, 0.183007 ], [ 401.62037, 401.62037, 401.62037, 401.62037, 401.62037, 401.62037 ], [ -1279532, -56524, -1310166, -21015608, -7974719, -18342681 ], [ 0.407013, 1.374633, 0.311141, 1.095968, 0.680414, 1.291741 ], [ 178, 89, 89, 178, 89, 89 ], [ 135, 61, 74, 125, 56, 69 ], [ 43, 28, 15, 53, 33, 20 ], [ 75.842697, 68.539326, 83.146067, 70.224719, 62.921348, 77.52809 ], [ 0.129641, 0.630979, 0.063069, 0.46469, 0.400958, 0.374418 ], [ 24934, 14299, 24934, 7362920, 930733, 7362920 ], [ -1049626, -30218, -1049626, -11031025, -4679258, -11031025 ], [ 38, 14, 62, 38, 14, 62 ], [ 17, 7, 25, 21, 7, 33 ], [ 104, 29, 243, 76, 26, 160 ], [ 6793, 1261, 5532, 6793, 1261, 5532 ], [ 0, 94.09392, 0, 0, 94.093921, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576495, -323647, -576621, -105427, -578304, 352409 ] ] }
{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1545840000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758852914733, "expiration_time": 1765329120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 109, "offset": 0, "scalar": 3 } } }
# | 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) |
---|