| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 332733.2343 | 337648.4494 | -4915.2151 | 708464.8282 | 362797.8209 | 345667.0073 |
| Total P&L (%) | 332.7332 | 337.6484 | -4.9152 | 708.4648 | 362.7978 | 345.667 |
| Avg Daily Profit (%) | 0.1598 | 0.1621 | -0.0024 | 0.1004 | 0.0736 | 0.0718 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -306218 | -71661 | -335341 | -439836 | -346849 | -315194 |
| Profit Factor | 1.2696 | 1.7429 | 0.9937 | 1.349 | 1.4106 | 1.3014 |
| Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
| Winning Trades | 127 | 62 | 65 | 131 | 65 | 66 |
| Losing Trades | 136 | 70 | 66 | 132 | 67 | 65 |
| Profitability (%) | 48.289 | 46.9697 | 49.6183 | 49.8099 | 49.2424 | 50.3817 |
| Ratio Avg Win / Avg Loss | 1.3596 | 1.9678 | 1.009 | 1.3592 | 1.454 | 1.2817 |
| Largest Winning Trade | 64633 | 64633 | 50454 | 197062 | 197062 | 191149 |
| Largest Losing Trade | -171545 | -46007 | -171545 | -267251 | -83173 | -267251 |
| Avg Bars in Trades | 92 | 81 | 104 | 92 | 81 | 104 |
| Avg Bars in Winners | 105 | 84 | 125 | 103 | 83 | 121 |
| Avg Bars in Losers | 81 | 78 | 84 | 82 | 78 | 87 |
| Bars Traded | 24440 | 10707 | 13733 | 24440 | 10707 | 13733 |
| Profit Streak | 0 | 0 | 7.9113 | 0 | 0 | 7.9113 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 283899 | 331884 | -578332 | -56826 | -94414 | -96022 |
{
"trading_pair": "KAVA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580018400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758844333725,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 180,
"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": [
[
332733.2343371284,
337648.4494052606,
-4915.2150681325,
708464.8282074778,
362797.8208627093,
345667.0073447686
],
[
332.733234,
337.648449,
-4.915215,
708.464828,
362.797821,
345.667007
],
[
0.159776,
0.162136,
-0.00236,
0.100409,
0.073598,
0.071786
],
[
10,
10,
10,
10,
10,
10
],
[
-306218,
-71661,
-335341,
-439836,
-346849,
-315194
],
[
1.26964,
1.742902,
0.993694,
1.348952,
1.410626,
1.301434
],
[
263,
132,
131,
263,
132,
131
],
[
127,
62,
65,
131,
65,
66
],
[
136,
70,
66,
132,
67,
65
],
[
48.288973,
46.969697,
49.618321,
49.809886,
49.242424,
50.381679
],
[
1.359614,
1.967793,
1.008982,
1.359249,
1.45403,
1.281715
],
[
64633,
64633,
50454,
197062,
197062,
191149
],
[
-171545,
-46007,
-171545,
-267251,
-83173,
-267251
],
[
92,
81,
104,
92,
81,
104
],
[
105,
84,
125,
103,
83,
121
],
[
81,
78,
84,
82,
78,
87
],
[
24440,
10707,
13733,
24440,
10707,
13733
],
[
0,
0,
7.91127,
0,
0,
7.91127
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
283899,
331884,
-578332,
-56826,
-94414,
-96022
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580018400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758844333725,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 180,
"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) |
|---|