| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -72299.1463 | 140378.8816 | -212678.0279 | 7196214.2518 | 1831460.3453 | 5364753.9066 |
| Total P&L (%) | -72.2991 | 140.3789 | -212.678 | 7196.2143 | 1831.4603 | 5364.7539 |
| Avg Daily Profit (%) | -0.0347 | 0.0674 | -0.1021 | 0.2061 | 0.1422 | 0.1922 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -578792 | -60385 | -542941 | -3319040 | -3278066 | -2431377 |
| Profit Factor | 0.9187 | 1.8953 | 0.7097 | 1.5672 | 1.3536 | 1.7144 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 76 | 35 | 41 | 78 | 36 | 42 |
| Losing Trades | 34 | 20 | 14 | 32 | 19 | 13 |
| Profitability (%) | 69.0909 | 63.6364 | 74.5455 | 70.9091 | 65.4545 | 76.3636 |
| Ratio Avg Win / Avg Loss | 0.411 | 1.083 | 0.2423 | 0.6429 | 0.7144 | 0.5307 |
| Largest Winning Trade | 51338 | 51338 | 48374 | 1019822 | 943373 | 1019822 |
| Largest Losing Trade | -312204 | -27998 | -312204 | -2431377 | -1375729 | -2431377 |
| Avg Bars in Trades | 221 | 128 | 315 | 221 | 128 | 315 |
| Avg Bars in Winners | 180 | 105 | 244 | 203 | 118 | 275 |
| Avg Bars in Losers | 314 | 169 | 521 | 267 | 147 | 441 |
| Bars Traded | 24417 | 7086 | 17330 | 24417 | 7086 | 17330 |
| Profit Streak | 39.0442 | 0 | 46.2108 | 39.0442 | 0 | 46.2108 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577186 | -278764 | -757093 | 430815 | -182066 | -167637 |
{
"trading_pair": "KAVA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579075200000,
"first_datapoint_time": 1581566400000,
"last_datapoint_time": 1759140000000,
"evaluation_time": 1759143814617,
"expiration_time": 1765620000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 139,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 217,
"offset": 130
}
}
} {
"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": [
[
-72299.1463381779,
140378.8815550856,
-212678.0278932635,
7196214.251845956,
1831460.345282725,
5364753.906563231
],
[
-72.299146,
140.378882,
-212.678028,
7196.214252,
1831.460345,
5364.753907
],
[
-0.034704,
0.067382,
-0.102086,
0.20613,
0.142223,
0.192228
],
[
10,
10,
10,
10,
10,
10
],
[
-578792,
-60385,
-542941,
-3319040,
-3278066,
-2431377
],
[
0.918715,
1.895318,
0.709718,
1.56715,
1.353618,
1.714427
],
[
110,
55,
55,
110,
55,
55
],
[
76,
35,
41,
78,
36,
42
],
[
34,
20,
14,
32,
19,
13
],
[
69.090909,
63.636364,
74.545455,
70.909091,
65.454545,
76.363636
],
[
0.411004,
1.083039,
0.242343,
0.642933,
0.714409,
0.530656
],
[
51338,
51338,
48374,
1019822,
943373,
1019822
],
[
-312204,
-27998,
-312204,
-2431377,
-1375729,
-2431377
],
[
221,
128,
315,
221,
128,
315
],
[
180,
105,
244,
203,
118,
275
],
[
314,
169,
521,
267,
147,
441
],
[
24417,
7086,
17330,
24417,
7086,
17330
],
[
39.044151,
0,
46.210817,
39.044151,
0,
46.210817
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577186,
-278764,
-757093,
430815,
-182066,
-167637
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579075200000,
"first_datapoint_time": 1581566400000,
"last_datapoint_time": 1759140000000,
"evaluation_time": 1759143814617,
"expiration_time": 1765620000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 139,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 217,
"offset": 130
}
}
}
| # | 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) |
|---|