Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353230.4939 | 262805.8165 | 90424.6774 | 343770.7558 | -17023.4941 | 360794.2498 |
Total P&L (%) | 353.2305 | 262.8058 | 90.4247 | 343.7708 | -17.0235 | 360.7943 |
Avg Daily Profit (%) | 0.1623 | 0.1207 | 0.0415 | 0.0685 | -0.0086 | 0.0702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89591 | -79161 | -52728 | -1020046 | -859400 | -491694 |
Profit Factor | 1.6882 | 1.995 | 1.363 | 1.0868 | 0.9923 | 1.2044 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Losing Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Profitability (%) | 45.0382 | 48.4848 | 41.5385 | 45.0382 | 48.4848 | 41.5385 |
Ratio Avg Win / Avg Loss | 2.0602 | 2.1196 | 1.9183 | 1.3262 | 1.0543 | 1.6951 |
Largest Winning Trade | 190424 | 190424 | 58471 | 471196 | 291388 | 471196 |
Largest Losing Trade | -27574 | -27574 | -27466 | -223562 | -223562 | -161177 |
Avg Bars in Trades | 42 | 16 | 69 | 42 | 16 | 69 |
Avg Bars in Winners | 71 | 20 | 130 | 71 | 20 | 130 |
Avg Bars in Losers | 19 | 13 | 25 | 19 | 13 | 25 |
Bars Traded | 5598 | 1109 | 4489 | 5598 | 1109 | 4489 |
Profit Streak | 202.1837 | 275.5171 | 0 | 202.1837 | 275.5171 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342253 | -151960 | -271093 | -227583 | -703014 | -233840 |
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6531, "evaluation_days": 2177, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1578700800000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760041473980, "expiration_time": 1765668384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 353230.4939166809, 262805.8164742151, 90424.6774424658, 343770.7557687667, -17023.4940749334, 360794.2498436994 ], [ 353.230494, 262.805816, 90.424677, 343.770756, -17.023494, 360.79425 ], [ 0.162256, 0.120719, 0.041536, 0.068473, -0.008572, 0.070203 ], [ 10, 10, 10, 10, 10, 10 ], [ -89591, -79161, -52728, -1020046, -859400, -491694 ], [ 1.688222, 1.994961, 1.362985, 1.086766, 0.992252, 1.20444 ], [ 131, 66, 65, 131, 66, 65 ], [ 59, 32, 27, 59, 32, 27 ], [ 72, 34, 38, 72, 34, 38 ], [ 45.038168, 48.484848, 41.538462, 45.038168, 48.484848, 41.538462 ], [ 2.060203, 2.119646, 1.918276, 1.326222, 1.054268, 1.695138 ], [ 190424, 190424, 58471, 471196, 291388, 471196 ], [ -27574, -27574, -27466, -223562, -223562, -161177 ], [ 42, 16, 69, 42, 16, 69 ], [ 71, 20, 130, 71, 20, 130 ], [ 19, 13, 25, 19, 13, 25 ], [ 5598, 1109, 4489, 5598, 1109, 4489 ], [ 202.183726, 275.51706, 0, 202.183727, 275.51706, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342253, -151960, -271093, -227583, -703014, -233840 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6531, "evaluation_days": 2177, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1578700800000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760041473980, "expiration_time": 1765668384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 3 } } }
# | 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) |
---|