Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1604287.6606 | 1453210.3575 | 151077.3031 | 17794519.2207 | 19554804.951 | -1760285.7303 |
Total P&L (%) | 1604.2877 | 1453.2104 | 151.0773 | 17794.5192 | 19554.805 | -1760.2857 |
Avg Daily Profit (%) | 0.6408 | 0.5804 | 0.0603 | 0.2074 | 0.2111 | 0 |
Buy And Hold Return (%) | 396.5972 | 396.5972 | 396.5972 | 396.5972 | 396.5972 | 396.5972 |
Max Trade Drawdown | -86537 | -62592 | -73113 | -42613909 | -26185369 | -29440639 |
Profit Factor | 4.1706 | 6.9977 | 1.5729 | 1.1718 | 1.362 | 0.9645 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 40.5063 | 40 | 41.0256 | 40.5063 | 40 | 41.0256 |
Ratio Avg Win / Avg Loss | 6.1255 | 10.4965 | 2.2611 | 1.7211 | 2.043 | 1.3865 |
Largest Winning Trade | 933026 | 933026 | 61902 | 21382232 | 21382232 | 8790955 |
Largest Losing Trade | -28649 | -20068 | -28649 | -8043086 | -6144948 | -8043086 |
Avg Bars in Trades | 124 | 110 | 139 | 124 | 110 | 139 |
Avg Bars in Winners | 244 | 219 | 269 | 244 | 219 | 269 |
Avg Bars in Losers | 43 | 38 | 48 | 43 | 38 | 48 |
Bars Traded | 9860 | 4436 | 5424 | 9860 | 4436 | 5424 |
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 | -18160 | 483695 | -278737 | -57318 | 210465 | -582580 |
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10015, "evaluation_days": 2503.75, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1545523200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759384178603, "expiration_time": 1765852920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 25, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 1604287.660628527, 1453210.3575196625, 151077.3031088649, 17794519.220670607, 19554804.950965855, -1760285.7302952409 ], [ 1604.287661, 1453.210358, 151.077303, 17794.519221, 19554.804951, -1760.28573 ], [ 0.640754, 0.580414, 0.06034, 0.207387, 0.211142, 0 ], [ 396.597193, 396.597193, 396.597193, 396.597193, 396.597193, 396.597193 ], [ -86537, -62592, -73113, -42613909, -26185369, -29440639 ], [ 4.170569, 6.997682, 1.572917, 1.171788, 1.362028, 0.964489 ], [ 79, 40, 39, 79, 40, 39 ], [ 32, 16, 16, 32, 16, 16 ], [ 47, 24, 23, 47, 24, 23 ], [ 40.506329, 40, 41.025641, 40.506329, 40, 41.025641 ], [ 6.125523, 10.496523, 2.261069, 1.721063, 2.043042, 1.386453 ], [ 933026, 933026, 61902, 21382232, 21382232, 8790955 ], [ -28649, -20068, -28649, -8043086, -6144948, -8043086 ], [ 124, 110, 139, 124, 110, 139 ], [ 244, 219, 269, 244, 219, 269 ], [ 43, 38, 48, 43, 38, 48 ], [ 9860, 4436, 5424, 9860, 4436, 5424 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -18160, 483695, -278737, -57318, 210465, -582580 ] ] }
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10015, "evaluation_days": 2503.75, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1545523200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759384178603, "expiration_time": 1765852920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 25, "offset": 0, "scalar": 4 } } }
# | 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) |
---|