| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 72413.8148 | 133138.8388 | -60725.024 | 2741377.1812 | 376928.3949 | 2364448.7862 |
| Total P&L (%) | 72.4138 | 133.1388 | -60.725 | 2741.3772 | 376.9284 | 2364.4488 |
| Avg Daily Profit (%) | 0.0335 | 0.0616 | -0.0281 | 0.1549 | 0.0723 | 0.1483 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -352372 | -92424 | -348895 | -833698 | -997097 | -488087 |
| Profit Factor | 1.1023 | 1.5333 | 0.8676 | 1.9161 | 1.1837 | 3.5128 |
| Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Winning Trades | 121 | 58 | 63 | 117 | 57 | 60 |
| Losing Trades | 18 | 11 | 7 | 22 | 12 | 10 |
| Profitability (%) | 87.0504 | 84.058 | 90 | 84.1727 | 82.6087 | 85.7143 |
| Ratio Avg Win / Avg Loss | 0.164 | 0.2908 | 0.0964 | 0.3603 | 0.2492 | 0.5855 |
| Largest Winning Trade | 20335 | 20335 | 19072 | 624542 | 200618 | 624542 |
| Largest Losing Trade | -240747 | -52131 | -240747 | -520671 | -520671 | -367516 |
| Avg Bars in Trades | 58 | 76 | 42 | 58 | 76 | 42 |
| Avg Bars in Winners | 22 | 27 | 17 | 29 | 35 | 24 |
| Avg Bars in Losers | 304 | 331 | 263 | 213 | 269 | 147 |
| Bars Traded | 8185 | 5244 | 2941 | 8185 | 5244 | 2941 |
| Profit Streak | 281.0879 | 341.0879 | 281.0879 | 281.0879 | 341.0879 | 281.0879 |
| Trades During Streak | 34 | 18 | 17 | 34 | 18 | 17 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -250781 | -206641 | -668481 | 550951 | -212442 | -78784 |
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575957600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895593074,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 5,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 186,
"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": [
[
72413.814842343,
133138.8388142492,
-60725.0239719062,
2741377.181157068,
376928.3949158421,
2364448.7862412254
],
[
72.413815,
133.138839,
-60.725024,
2741.377181,
376.928395,
2364.448786
],
[
0.033498,
0.061588,
-0.028091,
0.154942,
0.072291,
0.148349
],
[
10,
10,
10,
10,
10,
10
],
[
-352372,
-92424,
-348895,
-833698,
-997097,
-488087
],
[
1.102258,
1.533289,
0.867555,
1.916093,
1.183733,
3.512779
],
[
139,
69,
70,
139,
69,
70
],
[
121,
58,
63,
117,
57,
60
],
[
18,
11,
7,
22,
12,
10
],
[
87.05036,
84.057971,
90,
84.172662,
82.608696,
85.714286
],
[
0.163972,
0.290796,
0.096395,
0.360291,
0.249207,
0.585463
],
[
20335,
20335,
19072,
624542,
200618,
624542
],
[
-240747,
-52131,
-240747,
-520671,
-520671,
-367516
],
[
58,
76,
42,
58,
76,
42
],
[
22,
27,
17,
29,
35,
24
],
[
304,
331,
263,
213,
269,
147
],
[
8185,
5244,
2941,
8185,
5244,
2941
],
[
281.087883,
341.087883,
281.087883,
281.087883,
341.087883,
281.087883
],
[
34,
18,
17,
34,
18,
17
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-250781,
-206641,
-668481,
550951,
-212442,
-78784
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575957600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895593074,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 5,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 186,
"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) |
|---|