| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 390398.5539 | 340170.6901 | 50227.8638 | -13133.857 | 357859.3089 | -370993.1658 |
| Total P&L (%) | 390.3986 | 340.1707 | 50.2279 | -13.1339 | 357.8593 | -370.9932 |
| Avg Daily Profit (%) | 0.1806 | 0.1574 | 0.0232 | -0.0065 | 0.0704 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -171945 | -149350 | -90446 | -758601 | -513446 | -648423 |
| Profit Factor | 1.7553 | 2.4186 | 1.1813 | 0.9945 | 1.3911 | 0.7477 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
| Profitability (%) | 52.6316 | 48.2759 | 57.1429 | 52.6316 | 48.2759 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.5798 | 2.5914 | 0.886 | 0.895 | 1.4905 | 0.5608 |
| Largest Winning Trade | 359529 | 359529 | 48450 | 434056 | 434056 | 188015 |
| Largest Losing Trade | -62067 | -46807 | -62067 | -518390 | -305218 | -518390 |
| Avg Bars in Trades | 138 | 123 | 153 | 138 | 123 | 153 |
| Avg Bars in Winners | 166 | 141 | 188 | 166 | 141 | 188 |
| Avg Bars in Losers | 106 | 107 | 105 | 106 | 107 | 105 |
| Bars Traded | 7883 | 3595 | 4288 | 7883 | 3595 | 4288 |
| Profit Streak | 0 | 0 | 144.5878 | 0 | 0 | 144.5878 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -168375 | 401007 | -205480 | -759936 | -99020 | -600335 |
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1579262400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895589784,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 213,
"offset": 126
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 149,
"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": [
[
390398.5538743138,
340170.6900538292,
50227.863820484,
-13133.8569799291,
357859.3088614693,
-370993.1658413984
],
[
390.398554,
340.17069,
50.227864,
-13.133857,
357.859309,
-370.993166
],
[
0.180594,
0.157359,
0.023235,
-0.006513,
0.070403,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-171945,
-149350,
-90446,
-758601,
-513446,
-648423
],
[
1.755333,
2.418607,
1.181286,
0.994494,
1.391107,
0.747714
],
[
57,
29,
28,
57,
29,
28
],
[
30,
14,
16,
30,
14,
16
],
[
27,
15,
12,
27,
15,
12
],
[
52.631579,
48.275862,
57.142857,
52.631579,
48.275862,
57.142857
],
[
1.5798,
2.591364,
0.885965,
0.895045,
1.490472,
0.560785
],
[
359529,
359529,
48450,
434056,
434056,
188015
],
[
-62067,
-46807,
-62067,
-518390,
-305218,
-518390
],
[
138,
123,
153,
138,
123,
153
],
[
166,
141,
188,
166,
141,
188
],
[
106,
107,
105,
106,
107,
105
],
[
7883,
3595,
4288,
7883,
3595,
4288
],
[
0,
0,
144.587845,
0,
0,
144.587845
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168375,
401007,
-205480,
-759936,
-99020,
-600335
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1579262400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895589784,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 213,
"offset": 126
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 149,
"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) |
|---|