Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -129343.7416 | 149799.7037 | -279143.4453 | 13443770.2448 | 4147531.2591 | 9296238.9857 |
Total P&L (%) | -129.3437 | 149.7997 | -279.1434 | 13443.7702 | 4147.5313 | 9296.239 |
Avg Daily Profit (%) | -0.0596 | 0.0691 | -0.1287 | 0.2266 | 0.173 | 0.2097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -589838 | -62781 | -587450 | -6851620 | -3707405 | -6851620 |
Profit Factor | 0.8764 | 1.6316 | 0.655 | 1.6059 | 1.4348 | 1.7348 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 110 | 53 | 57 | 106 | 51 | 55 |
Losing Trades | 36 | 20 | 16 | 40 | 22 | 18 |
Profitability (%) | 75.3425 | 72.6027 | 78.0822 | 72.6027 | 69.863 | 75.3425 |
Ratio Avg Win / Avg Loss | 0.2868 | 0.6157 | 0.1839 | 0.606 | 0.6189 | 0.5678 |
Largest Winning Trade | 44510 | 26310 | 44510 | 2078361 | 2031757 | 2078361 |
Largest Losing Trade | -480115 | -40412 | -480115 | -6851620 | -2133129 | -6851620 |
Avg Bars in Trades | 28 | 13 | 43 | 28 | 13 | 43 |
Avg Bars in Winners | 19 | 7 | 30 | 20 | 6 | 33 |
Avg Bars in Losers | 57 | 30 | 92 | 50 | 29 | 76 |
Bars Traded | 4210 | 1000 | 3210 | 4210 | 1000 | 3210 |
Profit Streak | 29.1078 | 0 | 164.1078 | 29.1078 | 0 | 164.1078 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576288 | -168882 | -647320 | 455791 | -61779 | -58266 |
{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4338, "evaluation_days": 2169, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575374400000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759329314408, "expiration_time": 1764942048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 36, "offset": 44 } } }
{ "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": [ [ -129343.7416156844, 149799.7036969202, -279143.4453126045, 13443770.244824981, 4147531.259114595, 9296238.98571039 ], [ -129.343742, 149.799704, -279.143445, 13443.770245, 4147.531259, 9296.238986 ], [ -0.059633, 0.069064, -0.128697, 0.226559, 0.172991, 0.209666 ], [ 10, 10, 10, 10, 10, 10 ], [ -589838, -62781, -587450, -6851620, -3707405, -6851620 ], [ 0.876369, 1.631578, 0.654965, 1.605854, 1.434808, 1.734821 ], [ 146, 73, 73, 146, 73, 73 ], [ 110, 53, 57, 106, 51, 55 ], [ 36, 20, 16, 40, 22, 18 ], [ 75.342466, 72.60274, 78.082192, 72.60274, 69.863014, 75.342466 ], [ 0.286812, 0.61569, 0.18385, 0.605983, 0.618937, 0.567759 ], [ 44510, 26310, 44510, 2078361, 2031757, 2078361 ], [ -480115, -40412, -480115, -6851620, -2133129, -6851620 ], [ 28, 13, 43, 28, 13, 43 ], [ 19, 7, 30, 20, 6, 33 ], [ 57, 30, 92, 50, 29, 76 ], [ 4210, 1000, 3210, 4210, 1000, 3210 ], [ 29.107806, 0, 164.107806, 29.107806, 0, 164.107806 ], [ 1, 0, 8, 1, 0, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576288, -168882, -647320, 455791, -61779, -58266 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4338, "evaluation_days": 2169, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575374400000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759329314408, "expiration_time": 1764942048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 36, "offset": 44 } } }
# | 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) |
---|