| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1596509.4402 | 1431362.2389 | 165147.2012 | 21998522.3057 | 15329140.8704 | 6669381.4353 |
| Total P&L (%) | 1596.5094 | 1431.3622 | 165.1472 | 21998.5223 | 15329.1409 | 6669.3814 |
| Avg Daily Profit (%) | 0.6375 | 0.5716 | 0.0659 | 0.2158 | 0.2014 | 0.1685 |
| Buy And Hold Return (%) | 593.7685 | 593.7685 | 593.7685 | 593.7685 | 593.7685 | 593.7685 |
| Max Trade Drawdown | -107647 | -51870 | -73475 | -25014436 | -16428211 | -16588418 |
| Profit Factor | 4.5952 | 7.4989 | 1.7378 | 1.2868 | 1.3791 | 1.1838 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 41.791 | 38.2353 | 45.4545 | 41.791 | 38.2353 | 45.4545 |
| Ratio Avg Win / Avg Loss | 6.4004 | 12.1137 | 2.0854 | 1.7923 | 2.2278 | 1.4206 |
| Largest Winning Trade | 936279 | 936279 | 57165 | 16362971 | 16362971 | 12080532 |
| Largest Losing Trade | -27707 | -21612 | -27707 | -7039923 | -4476776 | -7039923 |
| Avg Bars in Trades | 110 | 98 | 122 | 110 | 98 | 122 |
| Avg Bars in Winners | 199 | 183 | 213 | 199 | 183 | 213 |
| Avg Bars in Losers | 46 | 45 | 47 | 46 | 45 | 47 |
| Bars Traded | 7394 | 3339 | 4055 | 7394 | 3339 | 4055 |
| 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 | -108582 | 395929 | -269155 | -115183 | 184888 | -12338 |
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7513,
"evaluation_days": 2504.33,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1544803200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759404265247,
"expiration_time": 1765883232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 62,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 50,
"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": [
[
1596509.44016002,
1431362.238921479,
165147.2012385415,
21998522.30566516,
15329140.870383868,
6669381.4352813
],
[
1596.50944,
1431.362239,
165.147201,
21998.522306,
15329.14087,
6669.381435
],
[
0.6375,
0.571555,
0.065945,
0.215783,
0.201408,
0.16845
],
[
593.768546,
593.768546,
593.768546,
593.768546,
593.768546,
593.768546
],
[
-107647,
-51870,
-73475,
-25014436,
-16428211,
-16588418
],
[
4.595153,
7.498932,
1.737834,
1.286756,
1.379107,
1.18383
],
[
67,
34,
33,
67,
34,
33
],
[
28,
13,
15,
28,
13,
15
],
[
39,
21,
18,
39,
21,
18
],
[
41.791045,
38.235294,
45.454545,
41.791045,
38.235294,
45.454545
],
[
6.400392,
12.113659,
2.085401,
1.792267,
2.227788,
1.420596
],
[
936279,
936279,
57165,
16362971,
16362971,
12080532
],
[
-27707,
-21612,
-27707,
-7039923,
-4476776,
-7039923
],
[
110,
98,
122,
110,
98,
122
],
[
199,
183,
213,
199,
183,
213
],
[
46,
45,
47,
46,
45,
47
],
[
7394,
3339,
4055,
7394,
3339,
4055
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-108582,
395929,
-269155,
-115183,
184888,
-12338
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7513,
"evaluation_days": 2504.33,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1544803200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759404265247,
"expiration_time": 1765883232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 62,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 50,
"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) |
|---|