| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 43642.2787 | 244389.2783 | -200746.9996 | 19993792.793 | 5561625.6748 | 14432167.1182 |
| Total P&L (%) | 43.6423 | 244.3893 | -200.747 | 19993.7928 | 5561.6257 | 14432.1671 |
| Avg Daily Profit (%) | 0.0201 | 0.1128 | -0.0926 | 0.245 | 0.1864 | 0.23 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -591180 | -33064 | -571769 | -10374098 | -5464545 | -8794743 |
| Profit Factor | 1.0428 | 2.3823 | 0.7621 | 1.4731 | 1.3984 | 1.5099 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 79 | 36 | 43 | 75 | 35 | 40 |
| Losing Trades | 51 | 29 | 22 | 55 | 30 | 25 |
| Profitability (%) | 60.7692 | 55.3846 | 66.1538 | 57.6923 | 53.8462 | 61.5385 |
| Ratio Avg Win / Avg Loss | 0.6732 | 1.9191 | 0.3899 | 1.0803 | 1.1987 | 0.9437 |
| Largest Winning Trade | 78279 | 78279 | 56534 | 4317095 | 2171797 | 4317095 |
| Largest Losing Trade | -402815 | -23448 | -402815 | -7049219 | -2832853 | -7049219 |
| Avg Bars in Trades | 97 | 35 | 159 | 97 | 35 | 159 |
| Avg Bars in Winners | 86 | 29 | 135 | 101 | 32 | 162 |
| Avg Bars in Losers | 114 | 43 | 207 | 91 | 38 | 156 |
| Bars Traded | 12688 | 2300 | 10388 | 12688 | 2300 | 10388 |
| Profit Streak | 50.089 | 50.089 | 61.589 | 50.089 | 50.089 | 61.589 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -339861 | -168349 | -709389 | 443580 | -122010 | -121215 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13005,
"evaluation_days": 2167.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574179200000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759241291162,
"expiration_time": 1764851760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 155,
"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": [
[
43642.2787164204,
244389.2782960366,
-200746.9995796164,
19993792.793002732,
5561625.674808642,
14432167.118194086
],
[
43.642279,
244.389278,
-200.747,
19993.792793,
5561.625675,
14432.167118
],
[
0.020135,
0.112752,
-0.092617,
0.244959,
0.186392,
0.229973
],
[
10,
10,
10,
10,
10,
10
],
[
-591180,
-33064,
-571769,
-10374098,
-5464545,
-8794743
],
[
1.042758,
2.382286,
0.762114,
1.473084,
1.398439,
1.509895
],
[
130,
65,
65,
130,
65,
65
],
[
79,
36,
43,
75,
35,
40
],
[
51,
29,
22,
55,
30,
25
],
[
60.769231,
55.384615,
66.153846,
57.692308,
53.846154,
61.538462
],
[
0.673173,
1.919064,
0.389919,
1.080261,
1.198662,
0.943684
],
[
78279,
78279,
56534,
4317095,
2171797,
4317095
],
[
-402815,
-23448,
-402815,
-7049219,
-2832853,
-7049219
],
[
97,
35,
159,
97,
35,
159
],
[
86,
29,
135,
101,
32,
162
],
[
114,
43,
207,
91,
38,
156
],
[
12688,
2300,
10388,
12688,
2300,
10388
],
[
50.089018,
50.089018,
61.589018,
50.089018,
50.089018,
61.589018
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-339861,
-168349,
-709389,
443580,
-122010,
-121215
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13005,
"evaluation_days": 2167.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574179200000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759241291162,
"expiration_time": 1764851760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 155,
"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) |
|---|