| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1523077.2065 | 1375915.1465 | 147162.0599 | 17778699.7815 | 15219434.0591 | 2559265.7225 |
| Total P&L (%) | 1523.0772 | 1375.9151 | 147.1621 | 17778.6998 | 15219.4341 | 2559.2657 |
| Avg Daily Profit (%) | 0.6087 | 0.5499 | 0.0588 | 0.2075 | 0.2013 | 0.1312 |
| Buy And Hold Return (%) | 446.2225 | 446.2225 | 446.2225 | 446.2225 | 446.2225 | 446.2225 |
| Max Trade Drawdown | -103219 | -62642 | -77461 | -41644106 | -22232799 | -26718434 |
| Profit Factor | 4.3898 | 7.5181 | 1.6178 | 1.1946 | 1.3267 | 1.0572 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 41.1765 | 38.2353 | 44.1176 | 41.1765 | 38.2353 | 44.1176 |
| Ratio Avg Win / Avg Loss | 6.2712 | 12.1446 | 2.0492 | 1.7066 | 2.1431 | 1.3391 |
| Largest Winning Trade | 858713 | 858713 | 57923 | 20491871 | 20491871 | 10524327 |
| Largest Losing Trade | -31026 | -19337 | -31026 | -12274217 | -6599884 | -12274217 |
| Avg Bars in Trades | 216 | 196 | 236 | 216 | 196 | 236 |
| Avg Bars in Winners | 400 | 365 | 430 | 400 | 365 | 430 |
| Avg Bars in Losers | 87 | 92 | 83 | 87 | 92 | 83 |
| Bars Traded | 14723 | 6690 | 8033 | 14723 | 6690 | 8033 |
| 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 | -101074 | 429369 | -279412 | -114467 | 173310 | -178266 |
{
"trading_pair": "VET_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15014,
"evaluation_days": 2502.33,
"actual_first_datapoint_time": 1543665600000,
"first_datapoint_time": 1546185600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759926105442,
"expiration_time": 1766410848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 176,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 76,
"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": [
[
1523077.2064520873,
1375915.1465459208,
147162.0599061659,
17778699.781543367,
15219434.059057713,
2559265.7224856606
],
[
1523.077206,
1375.915147,
147.16206,
17778.699782,
15219.434059,
2559.265722
],
[
0.608664,
0.549854,
0.05881,
0.20747,
0.201283,
0.131189
],
[
446.222544,
446.222544,
446.222544,
446.222544,
446.222544,
446.222544
],
[
-103219,
-62642,
-77461,
-41644106,
-22232799,
-26718434
],
[
4.389818,
7.518067,
1.617765,
1.194596,
1.326659,
1.057163
],
[
68,
34,
34,
68,
34,
34
],
[
28,
13,
15,
28,
13,
15
],
[
40,
21,
19,
40,
21,
19
],
[
41.176471,
38.235294,
44.117647,
41.176471,
38.235294,
44.117647
],
[
6.271169,
12.144571,
2.049169,
1.706565,
2.143064,
1.339074
],
[
858713,
858713,
57923,
20491871,
20491871,
10524327
],
[
-31026,
-19337,
-31026,
-12274217,
-6599884,
-12274217
],
[
216,
196,
236,
216,
196,
236
],
[
400,
365,
430,
400,
365,
430
],
[
87,
92,
83,
87,
92,
83
],
[
14723,
6690,
8033,
14723,
6690,
8033
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-101074,
429369,
-279412,
-114467,
173310,
-178266
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15014,
"evaluation_days": 2502.33,
"actual_first_datapoint_time": 1543665600000,
"first_datapoint_time": 1546185600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759926105442,
"expiration_time": 1766410848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 176,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 76,
"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) |
|---|