| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1158229.4254 | 1101247.0211 | 56982.4043 | 2275706.678 | 1384140.7834 | 891565.8946 |
| Total P&L (%) | 1158.2294 | 1101.247 | 56.9824 | 2275.7067 | 1384.1408 | 891.5659 |
| Avg Daily Profit (%) | 0.4631 | 0.4403 | 0.0228 | 0.1267 | 0.1079 | 0.0918 |
| Buy And Hold Return (%) | 480.9058 | 480.9058 | 480.9058 | 480.9058 | 480.9058 | 480.9058 |
| Max Trade Drawdown | -86489 | -66456 | -65231 | -1636469 | -1356622 | -1029827 |
| Profit Factor | 3.1065 | 5.0595 | 1.2046 | 1.2863 | 1.3022 | 1.2648 |
| Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Profitability (%) | 43.6893 | 43.1373 | 44.2308 | 43.6893 | 43.1373 | 44.2308 |
| Ratio Avg Win / Avg Loss | 4.004 | 6.6693 | 1.5188 | 1.6579 | 1.7165 | 1.5947 |
| Largest Winning Trade | 784587 | 784587 | 56025 | 1813193 | 1813193 | 957149 |
| Largest Losing Trade | -48452 | -30150 | -48452 | -835700 | -835700 | -493227 |
| Avg Bars in Trades | 91 | 113 | 69 | 91 | 113 | 69 |
| Avg Bars in Winners | 145 | 197 | 95 | 145 | 197 | 95 |
| Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
| Bars Traded | 9403 | 5777 | 3626 | 9403 | 5777 | 3626 |
| Profit Streak | 0 | 240.4532 | 0 | 0 | 240.4532 | 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 | 355523 | -169159 | -509895 | -26053 | -232666 | -259223 |
{
"trading_pair": "VET_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10005,
"evaluation_days": 2501.25,
"actual_first_datapoint_time": 1543644000000,
"first_datapoint_time": 1547704800000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759769555228,
"expiration_time": 1766235240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 41,
"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": [
[
1158229.4253983444,
1101247.021144751,
56982.4042535931,
2275706.677985272,
1384140.783407001,
891565.8945782688
],
[
1158.229425,
1101.247021,
56.982404,
2275.706678,
1384.140783,
891.565895
],
[
0.46306,
0.440279,
0.022782,
0.126732,
0.107901,
0.091761
],
[
480.905753,
480.905753,
480.905753,
480.905753,
480.905753,
480.905753
],
[
-86489,
-66456,
-65231,
-1636469,
-1356622,
-1029827
],
[
3.106519,
5.059502,
1.204565,
1.286324,
1.302184,
1.264752
],
[
103,
51,
52,
103,
51,
52
],
[
45,
22,
23,
45,
22,
23
],
[
58,
29,
29,
58,
29,
29
],
[
43.68932,
43.137255,
44.230769,
43.68932,
43.137255,
44.230769
],
[
4.003957,
6.669344,
1.518799,
1.657929,
1.716515,
1.594687
],
[
784587,
784587,
56025,
1813193,
1813193,
957149
],
[
-48452,
-30150,
-48452,
-835700,
-835700,
-493227
],
[
91,
113,
69,
91,
113,
69
],
[
145,
197,
95,
145,
197,
95
],
[
49,
49,
49,
49,
49,
49
],
[
9403,
5777,
3626,
9403,
5777,
3626
],
[
0,
240.453185,
0,
0,
240.453185,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355523,
-169159,
-509895,
-26053,
-232666,
-259223
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10005,
"evaluation_days": 2501.25,
"actual_first_datapoint_time": 1543644000000,
"first_datapoint_time": 1547704800000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759769555228,
"expiration_time": 1766235240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 41,
"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) |
|---|