| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -265248.2903 | 101365.261 | -366613.5513 | 2579955.3262 | 902030.9525 | 1677924.3738 |
| Total P&L (%) | -265.2483 | 101.3653 | -366.6136 | 2579.9553 | 902.031 | 1677.9244 |
| Avg Daily Profit (%) | -0.1227 | 0.0469 | -0.1696 | 0.1522 | 0.1067 | 0.1332 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -712820 | -125485 | -648663 | -1256863 | -1456442 | -805655 |
| Profit Factor | 0.7659 | 1.2866 | 0.5297 | 1.5825 | 1.3586 | 1.877 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 64 | 29 | 35 | 66 | 32 | 34 |
| Losing Trades | 31 | 18 | 13 | 29 | 15 | 14 |
| Profitability (%) | 67.3684 | 61.7021 | 72.9167 | 69.4737 | 68.0851 | 70.8333 |
| Ratio Avg Win / Avg Loss | 0.371 | 0.7986 | 0.1968 | 0.6954 | 0.6368 | 0.7729 |
| Largest Winning Trade | 56845 | 56845 | 39440 | 515658 | 330630 | 515658 |
| Largest Losing Trade | -508048 | -45081 | -508048 | -743286 | -554074 | -743286 |
| Avg Bars in Trades | 86 | 102 | 70 | 86 | 102 | 70 |
| Avg Bars in Winners | 63 | 74 | 53 | 69 | 81 | 58 |
| Avg Bars in Losers | 133 | 146 | 114 | 123 | 146 | 98 |
| Bars Traded | 8171 | 4797 | 3374 | 8171 | 4797 | 3374 |
| Profit Streak | 281.2463 | 312.2463 | 281.2463 | 281.2463 | 312.2463 | 281.2463 |
| Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576461 | -128944 | -576304 | 445063 | -47559 | -9770 |
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575396000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758866084197,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 96,
"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": [
[
-265248.290329237,
101365.2609961894,
-366613.5513254265,
2579955.3262360916,
902030.9524789299,
1677924.3737571607
],
[
-265.24829,
101.365261,
-366.613551,
2579.955326,
902.030952,
1677.924374
],
[
-0.122701,
0.04689,
-0.169591,
0.152233,
0.106666,
0.133223
],
[
10,
10,
10,
10,
10,
10
],
[
-712820,
-125485,
-648663,
-1256863,
-1456442,
-805655
],
[
0.765931,
1.286632,
0.52972,
1.582527,
1.358558,
1.877032
],
[
95,
47,
48,
95,
47,
48
],
[
64,
29,
35,
66,
32,
34
],
[
31,
18,
13,
29,
15,
14
],
[
67.368421,
61.702128,
72.916667,
69.473684,
68.085106,
70.833333
],
[
0.370998,
0.798599,
0.196753,
0.695353,
0.636824,
0.772896
],
[
56845,
56845,
39440,
515658,
330630,
515658
],
[
-508048,
-45081,
-508048,
-743286,
-554074,
-743286
],
[
86,
102,
70,
86,
102,
70
],
[
63,
74,
53,
69,
81,
58
],
[
133,
146,
114,
123,
146,
98
],
[
8171,
4797,
3374,
8171,
4797,
3374
],
[
281.246345,
312.246345,
281.246345,
281.246345,
312.246345,
281.246345
],
[
12,
6,
6,
12,
6,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576461,
-128944,
-576304,
445063,
-47559,
-9770
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575396000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758866084197,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 96,
"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) |
|---|