Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333037.7019 | 298527.7911 | 34509.9108 | -38476.9944 | 1784.7529 | -40261.7473 |
Total P&L (%) | 333.0377 | 298.5278 | 34.5099 | -38.477 | 1.7848 | -40.2617 |
Avg Daily Profit (%) | 0.1541 | 0.1381 | 0.016 | -0.0225 | 0.0008 | -0.0238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133641 | -108165 | -128144 | -209780 | -237730 | -179733 |
Profit Factor | 1.3014 | 1.5396 | 1.0626 | 0.97 | 1.0026 | 0.9334 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Profitability (%) | 45.3744 | 42.4779 | 48.2456 | 45.3744 | 42.4779 | 48.2456 |
Ratio Avg Win / Avg Loss | 1.5668 | 2.0849 | 1.1398 | 1.1678 | 1.3577 | 1.0013 |
Largest Winning Trade | 137553 | 137553 | 36299 | 66163 | 66163 | 60811 |
Largest Losing Trade | -68874 | -38722 | -68874 | -82460 | -73977 | -82460 |
Avg Bars in Trades | 36 | 51 | 22 | 36 | 51 | 22 |
Avg Bars in Winners | 46 | 62 | 32 | 46 | 62 | 32 |
Avg Bars in Losers | 28 | 43 | 13 | 28 | 43 | 13 |
Bars Traded | 8371 | 5791 | 2580 | 8371 | 5791 | 2580 |
Profit Streak | 35.9235 | 43.4235 | 35.9235 | 35.9235 | 43.4235 | 35.9235 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317236 | -8646 | -326050 | -578731 | -577751 | -579223 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575439200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758924586451, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "midpoint", "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": [ [ 333037.701903122, 298527.7910690053, 34509.9108341169, -38476.9944243724, 1784.7528906862, -40261.747315059 ], [ 333.037702, 298.527791, 34.509911, -38.476994, 1.784753, -40.261747 ], [ 0.154059, 0.138095, 0.015964, -0.022468, 0.000818, -0.02383 ], [ 10, 10, 10, 10, 10, 10 ], [ -133641, -108165, -128144, -209780, -237730, -179733 ], [ 1.301433, 1.539587, 1.062564, 0.969998, 1.002632, 0.933381 ], [ 227, 113, 114, 227, 113, 114 ], [ 103, 48, 55, 103, 48, 55 ], [ 124, 65, 59, 124, 65, 59 ], [ 45.374449, 42.477876, 48.245614, 45.374449, 42.477876, 48.245614 ], [ 1.566774, 2.084857, 1.139841, 1.167764, 1.357731, 1.001263 ], [ 137553, 137553, 36299, 66163, 66163, 60811 ], [ -68874, -38722, -68874, -82460, -73977, -82460 ], [ 36, 51, 22, 36, 51, 22 ], [ 46, 62, 32, 46, 62, 32 ], [ 28, 43, 13, 28, 43, 13 ], [ 8371, 5791, 2580, 8371, 5791, 2580 ], [ 35.923454, 43.423454, 35.923454, 35.923454, 43.423454, 35.923454 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317236, -8646, -326050, -578731, -577751, -579223 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575439200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758924586451, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "midpoint", "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) |
---|