Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2162688.7297 | 2039157.5729 | 123531.1568 | 11485504.5408 | 10853218.1988 | 632286.342 |
Total P&L (%) | 2162.6887 | 2039.1576 | 123.5312 | 11485.5045 | 10853.2182 | 632.2863 |
Avg Daily Profit (%) | 0.8642 | 0.8148 | 0.0494 | 0.1901 | 0.1878 | 0.0796 |
Buy And Hold Return (%) | 463.6229 | 463.6229 | 463.6229 | 463.6229 | 463.6229 | 463.6229 |
Max Trade Drawdown | -104604 | -46962 | -68635 | -25390732 | -9297813 | -16130516 |
Profit Factor | 5.4063 | 9.939 | 1.4702 | 1.1839 | 1.3715 | 1.019 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 40 | 40 | 40 | 40 | 40 | 40 |
Ratio Avg Win / Avg Loss | 8.1094 | 14.9085 | 2.2054 | 1.7758 | 2.0573 | 1.5285 |
Largest Winning Trade | 1505608 | 1505608 | 60425 | 15346090 | 15346090 | 7459906 |
Largest Losing Trade | -45168 | -32118 | -45168 | -15511735 | -6895392 | -15511735 |
Avg Bars in Trades | 245 | 248 | 242 | 245 | 248 | 242 |
Avg Bars in Winners | 439 | 462 | 416 | 439 | 462 | 416 |
Avg Bars in Losers | 116 | 106 | 125 | 116 | 106 | 125 |
Bars Traded | 14723 | 7455 | 7268 | 14723 | 7455 | 7268 |
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 | -157983 | 572490 | -294471 | -186871 | 202656 | -341306 |
{ "trading_pair": "VET_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15016, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1543665600000, "first_datapoint_time": 1546416000000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759961851163, "expiration_time": 1766440512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 192, "offset": 0, "a": 0.62801 } }, "second_band": { "type": "kcb", "factors": { "length": 135, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 2162688.729689481, 2039157.5728911003, 123531.1567983807, 11485504.540800765, 10853218.198768012, 632286.3420327563 ], [ 2162.68873, 2039.157573, 123.531157, 11485.504541, 10853.218199, 632.286342 ], [ 0.864153, 0.814793, 0.04936, 0.190071, 0.187824, 0.079587 ], [ 463.622939, 463.622939, 463.622939, 463.622939, 463.622939, 463.622939 ], [ -104604, -46962, -68635, -25390732, -9297813, -16130516 ], [ 5.406288, 9.939032, 1.470236, 1.183871, 1.371527, 1.019015 ], [ 60, 30, 30, 60, 30, 30 ], [ 24, 12, 12, 24, 12, 12 ], [ 36, 18, 18, 36, 18, 18 ], [ 40, 40, 40, 40, 40, 40 ], [ 8.109432, 14.908548, 2.205354, 1.775806, 2.05729, 1.528522 ], [ 1505608, 1505608, 60425, 15346090, 15346090, 7459906 ], [ -45168, -32118, -45168, -15511735, -6895392, -15511735 ], [ 245, 248, 242, 245, 248, 242 ], [ 439, 462, 416, 439, 462, 416 ], [ 116, 106, 125, 116, 106, 125 ], [ 14723, 7455, 7268, 14723, 7455, 7268 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -157983, 572490, -294471, -186871, 202656, -341306 ] ] }
{ "trading_pair": "VET_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15016, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1543665600000, "first_datapoint_time": 1546416000000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759961851163, "expiration_time": 1766440512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 192, "offset": 0, "a": 0.62801 } }, "second_band": { "type": "kcb", "factors": { "length": 135, "offset": 0, "scalar": 5 } } }
# | 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) |
---|