Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435561.6534 | 334563.958 | 100997.6954 | 120985.0799 | 271190.4955 | -150205.4156 |
Total P&L (%) | 435.5617 | 334.564 | 100.9977 | 120.9851 | 271.1905 | -150.2054 |
Avg Daily Profit (%) | 0.2015 | 0.1547 | 0.0467 | 0.0367 | 0.0607 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -351748 | -235996 | -138023 | -3618810 | -2418894 | -1425980 |
Profit Factor | 1.4454 | 1.6191 | 1.2308 | 1.0201 | 1.0796 | 0.9426 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Losing Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Profitability (%) | 48.1203 | 52.2388 | 43.9394 | 48.1203 | 52.2388 | 43.9394 |
Ratio Avg Win / Avg Loss | 1.5583 | 1.4803 | 1.5704 | 1.0998 | 0.987 | 1.2026 |
Largest Winning Trade | 108193 | 108193 | 43312 | 1408409 | 1408409 | 611339 |
Largest Losing Trade | -44031 | -44031 | -42332 | -748643 | -748643 | -587629 |
Avg Bars in Trades | 30 | 38 | 22 | 30 | 38 | 22 |
Avg Bars in Winners | 41 | 46 | 35 | 41 | 46 | 35 |
Avg Bars in Losers | 21 | 30 | 12 | 21 | 30 | 12 |
Bars Traded | 4098 | 2609 | 1489 | 4098 | 2609 | 1489 |
Profit Streak | 0 | 0 | 191.0852 | 0 | 0 | 191.0852 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336181 | -107201 | -254925 | -342708 | -362967 | -704289 |
{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4324, "evaluation_days": 2162, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575547200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759024960607, "expiration_time": 1764319104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 3.38896 } } }
{ "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": [ [ 435561.6533545115, 334563.9579731744, 100997.6953813374, 120985.0798757725, 271190.4954680798, -150205.4155923068 ], [ 435.561653, 334.563958, 100.997695, 120.98508, 271.190495, -150.205416 ], [ 0.201462, 0.154747, 0.046715, 0.036682, 0.060682, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -351748, -235996, -138023, -3618810, -2418894, -1425980 ], [ 1.445388, 1.619073, 1.230846, 1.020086, 1.079558, 0.942555 ], [ 133, 67, 66, 133, 67, 66 ], [ 64, 35, 29, 64, 35, 29 ], [ 69, 32, 37, 69, 32, 37 ], [ 48.120301, 52.238806, 43.939394, 48.120301, 52.238806, 43.939394 ], [ 1.558309, 1.480295, 1.57039, 1.09978, 0.987024, 1.20257 ], [ 108193, 108193, 43312, 1408409, 1408409, 611339 ], [ -44031, -44031, -42332, -748643, -748643, -587629 ], [ 30, 38, 22, 30, 38, 22 ], [ 41, 46, 35, 41, 46, 35 ], [ 21, 30, 12, 21, 30, 12 ], [ 4098, 2609, 1489, 4098, 2609, 1489 ], [ 0, 0, 191.085192, 0, 0, 191.085192 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336181, -107201, -254925, -342708, -362967, -704289 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4324, "evaluation_days": 2162, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575547200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759024960607, "expiration_time": 1764319104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 3.38896 } } }
# | 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) |
---|