Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325630.6536 | 265271.7347 | 60358.9189 | -95269.1127 | 2679.388 | -97948.5006 |
Total P&L (%) | 325.6307 | 265.2717 | 60.3589 | -95.2691 | 2.6794 | -97.9485 |
Avg Daily Profit (%) | 0.1497 | 0.1219 | 0.0277 | -0.1401 | 0.0012 | -0.1785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173225 | -58945 | -230594 | -160760 | -81768 | -138717 |
Profit Factor | 1.4152 | 1.8291 | 1.13 | 0.6109 | 1.028 | 0.3429 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 66.6667 | 65.9091 | 67.4419 | 66.6667 | 65.9091 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.7076 | 0.9461 | 0.5455 | 0.3055 | 0.5317 | 0.1655 |
Largest Winning Trade | 65193 | 65193 | 41069 | 37961 | 37961 | 25295 |
Largest Losing Trade | -97626 | -50776 | -97626 | -89335 | -81768 | -89335 |
Avg Bars in Trades | 98 | 89 | 107 | 98 | 89 | 107 |
Avg Bars in Winners | 74 | 61 | 86 | 74 | 61 | 86 |
Avg Bars in Losers | 146 | 142 | 150 | 146 | 142 | 150 |
Bars Traded | 8530 | 3925 | 4605 | 8530 | 3925 | 4605 |
Profit Streak | 0 | 0 | 190.7139 | 0 | 0 | 190.7139 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307358 | -27430 | -231945 | -578107 | -546270 | -577080 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8703, "evaluation_days": 2175.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574121600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759943279344, "expiration_time": 1765564344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 101, "offset": 0, "a": 0.95702 } } }
{ "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": [ [ 325630.6536142718, 265271.7347354742, 60358.9188787975, -95269.112656453, 2679.3879527303, -97948.5006091833 ], [ 325.630654, 265.271735, 60.358919, -95.269113, 2.679388, -97.948501 ], [ 0.149664, 0.121922, 0.027742, -0.140132, 0.001215, -0.178473 ], [ 10, 10, 10, 10, 10, 10 ], [ -173225, -58945, -230594, -160760, -81768, -138717 ], [ 1.41523, 1.82909, 1.13001, 0.610916, 1.02797, 0.342891 ], [ 87, 44, 43, 87, 44, 43 ], [ 58, 29, 29, 58, 29, 29 ], [ 29, 15, 14, 29, 15, 14 ], [ 66.666667, 65.909091, 67.44186, 66.666667, 65.909091, 67.44186 ], [ 0.707615, 0.946081, 0.545522, 0.305458, 0.531709, 0.165534 ], [ 65193, 65193, 41069, 37961, 37961, 25295 ], [ -97626, -50776, -97626, -89335, -81768, -89335 ], [ 98, 89, 107, 98, 89, 107 ], [ 74, 61, 86, 74, 61, 86 ], [ 146, 142, 150, 146, 142, 150 ], [ 8530, 3925, 4605, 8530, 3925, 4605 ], [ 0, 0, 190.713881, 0, 0, 190.713881 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307358, -27430, -231945, -578107, -546270, -577080 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8703, "evaluation_days": 2175.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574121600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759943279344, "expiration_time": 1765564344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 101, "offset": 0, "a": 0.95702 } } }
# | 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) |
---|