| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 672084.2737 | 468727.3878 | 203356.8858 | 2334727.1901 | 1147816.1641 | 1186911.026 |
| Total P&L (%) | 672.0843 | 468.7274 | 203.3569 | 2334.7272 | 1147.8162 | 1186.911 |
| Avg Daily Profit (%) | 0.3109 | 0.2168 | 0.0941 | 0.1478 | 0.1168 | 0.1182 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149526 | -82370 | -115322 | -980249 | -743419 | -520834 |
| Profit Factor | 1.5769 | 1.8314 | 1.3383 | 1.3261 | 1.317 | 1.3355 |
| Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
| Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
| Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
| Profitability (%) | 46.4435 | 45 | 47.8992 | 46.4435 | 45 | 47.8992 |
| Ratio Avg Win / Avg Loss | 1.8184 | 2.2384 | 1.4556 | 1.5292 | 1.6096 | 1.4526 |
| Largest Winning Trade | 102636 | 102636 | 52717 | 502556 | 358785 | 502556 |
| Largest Losing Trade | -37928 | -26867 | -37928 | -318642 | -248115 | -318642 |
| Avg Bars in Trades | 17 | 19 | 16 | 17 | 19 | 16 |
| Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
| Avg Bars in Losers | 12 | 14 | 9 | 12 | 14 | 9 |
| Bars Traded | 4248 | 2300 | 1947 | 4248 | 2300 | 1947 |
| Profit Streak | 0 | 0 | 36.6548 | 0 | 0 | 36.6548 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 432639 | 336149 | -67308 | 220930 | -37245 | -34668 |
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4324,
"evaluation_days": 2162,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573776000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758858176279,
"expiration_time": 1764319104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 12,
"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": [
[
672084.273676485,
468727.3878384726,
203356.8858380127,
2334727.190062792,
1147816.164058709,
1186911.0260040837
],
[
672.084274,
468.727388,
203.356886,
2334.72719,
1147.816164,
1186.911026
],
[
0.310862,
0.216803,
0.09406,
0.14777,
0.116811,
0.11824
],
[
10,
10,
10,
10,
10,
10
],
[
-149526,
-82370,
-115322,
-980249,
-743419,
-520834
],
[
1.576903,
1.83139,
1.338253,
1.326119,
1.316959,
1.335496
],
[
239,
120,
119,
239,
120,
119
],
[
111,
54,
57,
111,
54,
57
],
[
128,
66,
62,
128,
66,
62
],
[
46.443515,
45,
47.89916,
46.443515,
45,
47.89916
],
[
1.818411,
2.238365,
1.455643,
1.529219,
1.609616,
1.452645
],
[
102636,
102636,
52717,
502556,
358785,
502556
],
[
-37928,
-26867,
-37928,
-318642,
-248115,
-318642
],
[
17,
19,
16,
17,
19,
16
],
[
24,
24,
24,
24,
24,
24
],
[
12,
14,
9,
12,
14,
9
],
[
4248,
2300,
1947,
4248,
2300,
1947
],
[
0,
0,
36.654818,
0,
0,
36.654818
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
432639,
336149,
-67308,
220930,
-37245,
-34668
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4324,
"evaluation_days": 2162,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573776000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758858176279,
"expiration_time": 1764319104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 12,
"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) |
|---|