Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676154.3337 | 491399.1767 | 184755.157 | 1218825.9448 | -1056242.787 | 2275068.7318 |
Total P&L (%) | 676.1543 | 491.3992 | 184.7552 | 1218.8259 | -1056.2428 | 2275.0687 |
Avg Daily Profit (%) | 0.3119 | 0.2267 | 0.0852 | 0.119 | 0 | 0.1462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87463 | -100993 | -85056 | -2374793 | -2918137 | -1205890 |
Profit Factor | 2.1248 | 2.3079 | 1.8197 | 1.146 | 0.8244 | 1.9758 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 49.4118 | 44.186 | 54.7619 | 49.4118 | 44.186 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.1754 | 2.9152 | 1.5032 | 1.1733 | 1.0414 | 1.6322 |
Largest Winning Trade | 320575 | 320575 | 51028 | 1181673 | 1140522 | 1181673 |
Largest Losing Trade | -56903 | -38059 | -56903 | -1064646 | -1064646 | -718020 |
Avg Bars in Trades | 74 | 101 | 45 | 74 | 101 | 45 |
Avg Bars in Winners | 82 | 111 | 58 | 82 | 111 | 58 |
Avg Bars in Losers | 66 | 93 | 30 | 66 | 93 | 30 |
Bars Traded | 6295 | 4377 | 1918 | 6295 | 4377 | 1918 |
Profit Streak | 0 | 0 | 79.2666 | 0 | 0 | 79.2666 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469204 | 361196 | -74510 | -93582 | -581321 | 271235 |
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6504, "evaluation_days": 2168, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577750400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759271035025, "expiration_time": 1764867456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 202, "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": [ [ 676154.3337045009, 491399.176688844, 184755.1570156568, 1218825.9448154485, -1056242.7869818418, 2275068.7317972905 ], [ 676.154334, 491.399177, 184.755157, 1218.825945, -1056.242787, 2275.068732 ], [ 0.311879, 0.22666, 0.085219, 0.119043, 0, 0.146214 ], [ 10, 10, 10, 10, 10, 10 ], [ -87463, -100993, -85056, -2374793, -2918137, -1205890 ], [ 2.124817, 2.30788, 1.81967, 1.146011, 0.824427, 1.975786 ], [ 85, 43, 42, 85, 43, 42 ], [ 42, 19, 23, 42, 19, 23 ], [ 43, 24, 19, 43, 24, 19 ], [ 49.411765, 44.186047, 54.761905, 49.411765, 44.186047, 54.761905 ], [ 2.175408, 2.915217, 1.503205, 1.173297, 1.041381, 1.632171 ], [ 320575, 320575, 51028, 1181673, 1140522, 1181673 ], [ -56903, -38059, -56903, -1064646, -1064646, -718020 ], [ 74, 101, 45, 74, 101, 45 ], [ 82, 111, 58, 82, 111, 58 ], [ 66, 93, 30, 66, 93, 30 ], [ 6295, 4377, 1918, 6295, 4377, 1918 ], [ 0, 0, 79.266609, 0, 0, 79.266609 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 469204, 361196, -74510, -93582, -581321, 271235 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6504, "evaluation_days": 2168, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577750400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759271035025, "expiration_time": 1764867456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 202, "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) |
---|