| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 140551.9099 | 247486.2849 | -106934.375 | 9821533.5297 | 4726365.9098 | 5095167.6198 |
| Total P&L (%) | 140.5519 | 247.4863 | -106.9344 | 9821.5335 | 4726.3659 | 5095.1676 |
| Avg Daily Profit (%) | 0.0647 | 0.114 | -0.0493 | 0.212 | 0.1787 | 0.1821 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -578747 | -71501 | -518081 | -609033 | -579192 | -310264 |
| Profit Factor | 1.1455 | 1.9001 | 0.8453 | 5.236 | 5.2106 | 5.2599 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 78 | 38 | 40 | 80 | 40 | 40 |
| Losing Trades | 34 | 18 | 16 | 32 | 16 | 16 |
| Profitability (%) | 69.6429 | 67.8571 | 71.4286 | 71.4286 | 71.4286 | 71.4286 |
| Ratio Avg Win / Avg Loss | 0.4993 | 0.9001 | 0.3381 | 2.0944 | 2.0842 | 2.104 |
| Largest Winning Trade | 48089 | 44203 | 48089 | 1147280 | 1105895 | 1147280 |
| Largest Losing Trade | -268080 | -45551 | -268080 | -401894 | -401894 | -297857 |
| Avg Bars in Trades | 110 | 115 | 106 | 110 | 115 | 106 |
| Avg Bars in Winners | 89 | 88 | 91 | 93 | 93 | 94 |
| Avg Bars in Losers | 159 | 173 | 144 | 153 | 171 | 135 |
| Bars Traded | 12418 | 6474 | 5944 | 12418 | 6474 | 5944 |
| Profit Streak | 234.3601 | 436.8601 | 234.3601 | 234.3601 | 436.8601 | 234.3601 |
| Trades During Streak | 10 | 11 | 5 | 10 | 11 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164007 | -216253 | -756653 | 755371 | -159993 | -160004 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13027,
"evaluation_days": 2171.17,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574553600000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759567109668,
"expiration_time": 1765178064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 58,
"offset": 123
}
}
} {
"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": [
[
140551.9098926354,
247486.2849037898,
-106934.3750111543,
9821533.529655378,
4726365.909835759,
5095167.619819621
],
[
140.55191,
247.486285,
-106.934375,
9821.53353,
4726.36591,
5095.16762
],
[
0.064736,
0.113988,
-0.049252,
0.211967,
0.178712,
0.18211
],
[
10,
10,
10,
10,
10,
10
],
[
-578747,
-71501,
-518081,
-609033,
-579192,
-310264
],
[
1.145486,
1.900125,
0.845278,
5.236015,
5.21059,
5.259876
],
[
112,
56,
56,
112,
56,
56
],
[
78,
38,
40,
80,
40,
40
],
[
34,
18,
16,
32,
16,
16
],
[
69.642857,
67.857143,
71.428571,
71.428571,
71.428571,
71.428571
],
[
0.499314,
0.900059,
0.338111,
2.094406,
2.084236,
2.10395
],
[
48089,
44203,
48089,
1147280,
1105895,
1147280
],
[
-268080,
-45551,
-268080,
-401894,
-401894,
-297857
],
[
110,
115,
106,
110,
115,
106
],
[
89,
88,
91,
93,
93,
94
],
[
159,
173,
144,
153,
171,
135
],
[
12418,
6474,
5944,
12418,
6474,
5944
],
[
234.360065,
436.860066,
234.360066,
234.360066,
436.860066,
234.360066
],
[
10,
11,
5,
10,
11,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164007,
-216253,
-756653,
755371,
-159993,
-160004
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13027,
"evaluation_days": 2171.17,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574553600000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759567109668,
"expiration_time": 1765178064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 58,
"offset": 123
}
}
}
| # | 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) |
|---|