Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789358.6675 | 745586.7266 | 43771.9409 | 816019.9975 | 721391.7172 | 94628.2803 |
Total P&L (%) | 789.3587 | 745.5867 | 43.7719 | 816.02 | 721.3917 | 94.6283 |
Avg Daily Profit (%) | 0.3789 | 0.3579 | 0.021 | 0.1064 | 0.1011 | 0.032 |
Buy And Hold Return (%) | 246.5302 | 246.5302 | 246.5302 | 246.5302 | 246.5302 | 246.5302 |
Max Trade Drawdown | -129092 | -152402 | -31210 | -3281706 | -3049090 | -575266 |
Profit Factor | 2.2091 | 2.4347 | 1.3287 | 1.0966 | 1.1051 | 1.0599 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 53.6364 | 50.9091 | 56.3636 | 53.6364 | 50.9091 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.9096 | 2.3478 | 1.0287 | 0.9479 | 1.0656 | 0.8205 |
Largest Winning Trade | 390393 | 390393 | 21415 | 1833646 | 1833646 | 301203 |
Largest Losing Trade | -41513 | -41513 | -22642 | -1229045 | -1229045 | -469779 |
Avg Bars in Trades | 222 | 404 | 39 | 222 | 404 | 39 |
Avg Bars in Winners | 196 | 377 | 32 | 196 | 377 | 32 |
Avg Bars in Losers | 252 | 433 | 48 | 252 | 433 | 48 |
Bars Traded | 24438 | 22268 | 2170 | 24438 | 22268 | 2170 |
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 | 417694 | -169000 | -509540 | -168574 | -345631 | -651541 |
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579435200000, "first_datapoint_time": 1581048000000, "last_datapoint_time": 1759500000000, "evaluation_time": 1759503100237, "expiration_time": 1765980000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 141, "offset": 0, "scalar": 4 } }, "second_band": { "type": "tema", "factors": { "length": 165, "offset": 60 } } }
{ "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": [ [ 789358.6675223077, 745586.726612304, 43771.9409100041, 816019.9975052122, 721391.7172451355, 94628.2802600772 ], [ 789.358668, 745.586727, 43.771941, 816.019998, 721.391717, 94.62828 ], [ 0.378893, 0.357882, 0.021011, 0.10637, 0.101131, 0.031969 ], [ 246.530249, 246.530249, 246.530249, 246.530249, 246.530249, 246.530249 ], [ -129092, -152402, -31210, -3281706, -3049090, -575266 ], [ 2.209113, 2.434733, 1.328688, 1.096595, 1.105053, 1.059856 ], [ 110, 55, 55, 110, 55, 55 ], [ 59, 28, 31, 59, 28, 31 ], [ 51, 27, 24, 51, 27, 24 ], [ 53.636364, 50.909091, 56.363636, 53.636364, 50.909091, 56.363636 ], [ 1.909572, 2.347778, 1.028662, 0.947904, 1.065587, 0.820534 ], [ 390393, 390393, 21415, 1833646, 1833646, 301203 ], [ -41513, -41513, -22642, -1229045, -1229045, -469779 ], [ 222, 404, 39, 222, 404, 39 ], [ 196, 377, 32, 196, 377, 32 ], [ 252, 433, 48, 252, 433, 48 ], [ 24438, 22268, 2170, 24438, 22268, 2170 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 417694, -169000, -509540, -168574, -345631, -651541 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579435200000, "first_datapoint_time": 1581048000000, "last_datapoint_time": 1759500000000, "evaluation_time": 1759503100237, "expiration_time": 1765980000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 141, "offset": 0, "scalar": 4 } }, "second_band": { "type": "tema", "factors": { "length": 165, "offset": 60 } } }
# | 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) |
---|