| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 111598.6519 | 249823.9716 | -138225.3198 | 44335040.9891 | 15862128.1894 | 28472912.7997 |
| Total P&L (%) | 111.5987 | 249.824 | -138.2253 | 44335.041 | 15862.1282 | 28472.9128 |
| Avg Daily Profit (%) | 0.0536 | 0.1199 | -0.0664 | 0.2931 | 0.2438 | 0.2719 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -553688 | -31206 | -535396 | -4127056 | -3287390 | -4127056 |
| Profit Factor | 1.1241 | 2.255 | 0.8026 | 3.344 | 2.6341 | 4.0925 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 66.6667 | 68.4211 | 64.9123 | 66.6667 | 68.4211 | 64.9123 |
| Ratio Avg Win / Avg Loss | 0.562 | 1.0408 | 0.4338 | 1.672 | 1.2157 | 2.2122 |
| Largest Winning Trade | 66207 | 66207 | 50896 | 5962716 | 5962716 | 5050593 |
| Largest Losing Trade | -353808 | -54057 | -353808 | -4127056 | -3074018 | -4127056 |
| Avg Bars in Trades | 214 | 141 | 286 | 214 | 141 | 286 |
| Avg Bars in Winners | 178 | 113 | 246 | 199 | 130 | 271 |
| Avg Bars in Losers | 285 | 200 | 361 | 243 | 163 | 316 |
| Bars Traded | 24402 | 8050 | 16352 | 24402 | 8050 | 16352 |
| Profit Streak | 36.3842 | 0 | 38.8842 | 36.3842 | 0 | 38.8842 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -204057 | -207379 | -758353 | 656439 | -165342 | -161794 |
{
"trading_pair": "KAVA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24996,
"evaluation_days": 2083,
"actual_first_datapoint_time": 1579449600000,
"first_datapoint_time": 1581811200000,
"last_datapoint_time": 1759485600000,
"evaluation_time": 1759489998009,
"expiration_time": 1765964563200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 130,
"offset": 199
}
}
} {
"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": [
[
111598.6518799393,
249823.9716475141,
-138225.3197675744,
44335040.98913311,
15862128.189443907,
28472912.799689204
],
[
111.598652,
249.823972,
-138.22532,
44335.040989,
15862.128189,
28472.9128
],
[
0.053576,
0.119935,
-0.066359,
0.293113,
0.24383,
0.271854
],
[
10,
10,
10,
10,
10,
10
],
[
-553688,
-31206,
-535396,
-4127056,
-3287390,
-4127056
],
[
1.124092,
2.254993,
0.802608,
3.344028,
2.634106,
4.092487
],
[
114,
57,
57,
114,
57,
57
],
[
76,
39,
37,
76,
39,
37
],
[
38,
18,
20,
38,
18,
20
],
[
66.666667,
68.421053,
64.912281,
66.666667,
68.421053,
64.912281
],
[
0.562046,
1.040766,
0.433842,
1.672014,
1.215741,
2.212155
],
[
66207,
66207,
50896,
5962716,
5962716,
5050593
],
[
-353808,
-54057,
-353808,
-4127056,
-3074018,
-4127056
],
[
214,
141,
286,
214,
141,
286
],
[
178,
113,
246,
199,
130,
271
],
[
285,
200,
361,
243,
163,
316
],
[
24402,
8050,
16352,
24402,
8050,
16352
],
[
36.384236,
0,
38.884236,
36.384236,
0,
38.884236
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-204057,
-207379,
-758353,
656439,
-165342,
-161794
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24996,
"evaluation_days": 2083,
"actual_first_datapoint_time": 1579449600000,
"first_datapoint_time": 1581811200000,
"last_datapoint_time": 1759485600000,
"evaluation_time": 1759489998009,
"expiration_time": 1765964563200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 130,
"offset": 199
}
}
}
| # | 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) |
|---|