Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633993.1124 | 714164.9408 | -80171.8284 | -25998.0752 | 467395.8362 | -493393.9114 |
Total P&L (%) | 633.9931 | 714.1649 | -80.1718 | -25.9981 | 467.3958 | -493.3939 |
Avg Daily Profit (%) | 0.2531 | 0.2851 | -0.032 | -0.012 | 0.0693 | 0 |
Buy And Hold Return (%) | 298.0024 | 298.0024 | 298.0024 | 298.0024 | 298.0024 | 298.0024 |
Max Trade Drawdown | -216565 | -171883 | -101829 | -1102118 | -924123 | -516321 |
Profit Factor | 1.7866 | 2.3654 | 0.7166 | 0.9885 | 1.3335 | 0.4279 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Losing Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Profitability (%) | 57.4879 | 62.1359 | 52.8846 | 57.4879 | 62.1359 | 52.8846 |
Ratio Avg Win / Avg Loss | 1.3212 | 1.4414 | 0.6385 | 0.731 | 0.8126 | 0.3812 |
Largest Winning Trade | 576419 | 576419 | 10339 | 823140 | 823140 | 67128 |
Largest Losing Trade | -65150 | -65150 | -29480 | -656098 | -656098 | -306132 |
Avg Bars in Trades | 22 | 41 | 3 | 22 | 41 | 3 |
Avg Bars in Winners | 14 | 23 | 2 | 14 | 23 | 2 |
Avg Bars in Losers | 33 | 70 | 3 | 33 | 70 | 3 |
Bars Traded | 4598 | 4284 | 314 | 4598 | 4284 | 314 |
Profit Streak | 74.7505 | 74.7505 | 143.7505 | 74.7505 | 74.7505 | 143.7505 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303651 | 351545 | -579441 | -577073 | -109670 | -579441 |
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5010, "evaluation_days": 2505, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1553947200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759428045593, "expiration_time": 1765899360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 2, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hma", "factors": { "length": 240, "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": [ [ 633993.1123686887, 714164.9407861225, -80171.8284174341, -25998.0751933752, 467395.8362231299, -493393.9114165049 ], [ 633.993112, 714.164941, -80.171828, -25.998075, 467.395836, -493.393911 ], [ 0.253091, 0.285096, -0.032005, -0.012018, 0.069321, 0 ], [ 298.00237, 298.00237, 298.00237, 298.00237, 298.00237, 298.00237 ], [ -216565, -171883, -101829, -1102118, -924123, -516321 ], [ 1.786623, 2.365417, 0.716637, 0.988515, 1.333549, 0.427861 ], [ 207, 103, 104, 207, 103, 104 ], [ 119, 64, 55, 119, 64, 55 ], [ 88, 39, 49, 88, 39, 49 ], [ 57.487923, 62.135922, 52.884615, 57.487923, 62.135922, 52.884615 ], [ 1.3212, 1.441426, 0.638458, 0.731003, 0.812631, 0.381185 ], [ 576419, 576419, 10339, 823140, 823140, 67128 ], [ -65150, -65150, -29480, -656098, -656098, -306132 ], [ 22, 41, 3, 22, 41, 3 ], [ 14, 23, 2, 14, 23, 2 ], [ 33, 70, 3, 33, 70, 3 ], [ 4598, 4284, 314, 4598, 4284, 314 ], [ 74.750528, 74.750528, 143.750528, 74.750528, 74.750528, 143.750528 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303651, 351545, -579441, -577073, -109670, -579441 ] ] }
{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5010, "evaluation_days": 2505, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1553947200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759428045593, "expiration_time": 1765899360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 2, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hma", "factors": { "length": 240, "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) |
---|