Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380804.7029 | 352370.0494 | 28434.6535 | -36018.5579 | 26256.1646 | -62274.7225 |
Total P&L (%) | 380.8047 | 352.37 | 28.4347 | -36.0186 | 26.2562 | -62.2747 |
Avg Daily Profit (%) | 0.1762 | 0.163 | 0.0132 | -0.0207 | 0.0108 | -0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263152 | -188240 | -101558 | -1717185 | -1188465 | -713923 |
Profit Factor | 1.599 | 2.0642 | 1.0933 | 0.988 | 1.0181 | 0.9599 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 46 | 36 | 56 | 46 | 36 | 56 |
Ratio Avg Win / Avg Loss | 1.877 | 3.6697 | 0.859 | 1.1598 | 1.8099 | 0.7542 |
Largest Winning Trade | 329732 | 329732 | 52669 | 627755 | 627755 | 467023 |
Largest Losing Trade | -58228 | -43081 | -58228 | -469065 | -440090 | -469065 |
Avg Bars in Trades | 81 | 78 | 84 | 81 | 78 | 84 |
Avg Bars in Winners | 108 | 101 | 113 | 108 | 101 | 113 |
Avg Bars in Losers | 58 | 65 | 48 | 58 | 65 | 48 |
Bars Traded | 8145 | 3907 | 4239 | 8145 | 3907 | 4239 |
Profit Streak | 63.3449 | 63.3449 | 71.8449 | 63.3449 | 63.3449 | 71.8449 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364443 | -173711 | -476358 | -579427 | -566324 | -759088 |
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{ "first_band": { "type": "pwma", "factors": { "length": 17, "offset": 234 } }, "second_band": { "type": "midprice", "factors": { "length": 139, "offset": 0 } } }
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{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577361600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758896200994, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 17, "offset": 234 } }, "second_band": { "type": "midprice", "factors": { "length": 139, "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) |
---|