| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 295355.1303 | 356343.3969 | -60988.2666 | -92110.4855 | -2129.2355 | -89981.25 |
| Total P&L (%) | 295.3551 | 356.3434 | -60.9883 | -92.1105 | -2.1292 | -89.9813 |
| Avg Daily Profit (%) | 0.136 | 0.1641 | -0.0281 | -0.1169 | -0.001 | -0.1059 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -232413 | -173808 | -150784 | -501618 | -369759 | -157984 |
| Profit Factor | 1.2251 | 1.5296 | 0.9046 | 0.9447 | 0.9979 | 0.8652 |
| Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
| Winning Trades | 117 | 58 | 59 | 117 | 58 | 59 |
| Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
| Profitability (%) | 47.7551 | 47.541 | 47.9675 | 47.7551 | 47.541 | 47.9675 |
| Ratio Avg Win / Avg Loss | 1.3403 | 1.6878 | 0.9812 | 1.0335 | 1.1011 | 0.9385 |
| Largest Winning Trade | 400494 | 400494 | 51944 | 349336 | 349336 | 72332 |
| Largest Losing Trade | -59135 | -53150 | -59135 | -270478 | -270478 | -111771 |
| Avg Bars in Trades | 25 | 29 | 21 | 25 | 29 | 21 |
| Avg Bars in Winners | 28 | 27 | 30 | 28 | 27 | 30 |
| Avg Bars in Losers | 23 | 32 | 14 | 23 | 32 | 14 |
| Bars Traded | 6337 | 3653 | 2684 | 6337 | 3653 | 2684 |
| Profit Streak | 19.3296 | 0 | 23.6629 | 19.3296 | 0 | 23.6629 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -10596 | 324125 | -580972 | -577866 | -580020 | -580972 |
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6515,
"evaluation_days": 2171.67,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574150400000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759593273393,
"expiration_time": 1765193760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 77,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 63,
"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": [
[
295355.1302922016,
356343.3968677586,
-60988.2665755566,
-92110.4855439204,
-2129.2355133301,
-89981.2500305904
],
[
295.35513,
356.343397,
-60.988267,
-92.110486,
-2.129236,
-89.98125
],
[
0.136004,
0.164087,
-0.028084,
-0.116876,
-0.000991,
-0.105886
],
[
10,
10,
10,
10,
10,
10
],
[
-232413,
-173808,
-150784,
-501618,
-369759,
-157984
],
[
1.225132,
1.529596,
0.904566,
0.944703,
0.997867,
0.865203
],
[
245,
122,
123,
245,
122,
123
],
[
117,
58,
59,
117,
58,
59
],
[
128,
64,
64,
128,
64,
64
],
[
47.755102,
47.540984,
47.96748,
47.755102,
47.540984,
47.96748
],
[
1.340315,
1.68783,
0.981224,
1.033522,
1.101095,
0.938525
],
[
400494,
400494,
51944,
349336,
349336,
72332
],
[
-59135,
-53150,
-59135,
-270478,
-270478,
-111771
],
[
25,
29,
21,
25,
29,
21
],
[
28,
27,
30,
28,
27,
30
],
[
23,
32,
14,
23,
32,
14
],
[
6337,
3653,
2684,
6337,
3653,
2684
],
[
19.329553,
0,
23.662886,
19.329553,
0,
23.662886
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-10596,
324125,
-580972,
-577866,
-580020,
-580972
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6515,
"evaluation_days": 2171.67,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574150400000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759593273393,
"expiration_time": 1765193760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 77,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 63,
"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) |
|---|