| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 8466.5407 | 121500.4741 | -113033.9333 | 2303126.6016 | -947885.5685 | 3251012.1701 |
| Total P&L (%) | 8.4665 | 121.5005 | -113.0339 | 2303.1266 | -947.8856 | 3251.0122 |
| Avg Daily Profit (%) | 0.0041 | 0.0583 | -0.0543 | 0.1528 | 0 | 0.1688 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -375229 | -60732 | -401593 | -1589796 | -1730077 | -1461848 |
| Profit Factor | 1.0132 | 1.9309 | 0.7788 | 1.3811 | 0.7055 | 2.1508 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 64 | 31 | 33 | 62 | 30 | 32 |
| Losing Trades | 26 | 14 | 12 | 28 | 15 | 13 |
| Profitability (%) | 71.1111 | 68.8889 | 73.3333 | 68.8889 | 66.6667 | 71.1111 |
| Ratio Avg Win / Avg Loss | 0.4116 | 0.872 | 0.2832 | 0.6237 | 0.3527 | 0.8738 |
| Largest Winning Trade | 56163 | 56163 | 53325 | 1627089 | 330581 | 1627089 |
| Largest Losing Trade | -315679 | -27336 | -315679 | -1011130 | -749170 | -1011130 |
| Avg Bars in Trades | 270 | 148 | 392 | 270 | 148 | 392 |
| Avg Bars in Winners | 152 | 110 | 191 | 171 | 108 | 231 |
| Avg Bars in Losers | 562 | 232 | 947 | 489 | 228 | 791 |
| Bars Traded | 24350 | 6673 | 17677 | 24350 | 6673 | 17677 |
| Profit Streak | 15.809 | 0 | 16.559 | 15.809 | 0 | 16.559 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -557007 | -111610 | -577113 | 363348 | -578551 | 448588 |
{
"trading_pair": "KAVA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580335200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758799501718,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 98,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 224,
"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": [
[
8466.5407291576,
121500.474064844,
-113033.9333356865,
2303126.6015623854,
-947885.5685321892,
3251012.1700945743
],
[
8.466541,
121.500474,
-113.033933,
2303.126602,
-947.885569,
3251.01217
],
[
0.004066,
0.058344,
-0.054278,
0.152787,
0,
0.168778
],
[
10,
10,
10,
10,
10,
10
],
[
-375229,
-60732,
-401593,
-1589796,
-1730077,
-1461848
],
[
1.013196,
1.930943,
0.778839,
1.381111,
0.705463,
2.150812
],
[
90,
45,
45,
90,
45,
45
],
[
64,
31,
33,
62,
30,
32
],
[
26,
14,
12,
28,
15,
13
],
[
71.111111,
68.888889,
73.333333,
68.888889,
66.666667,
71.111111
],
[
0.411611,
0.872039,
0.283214,
0.623728,
0.352731,
0.873767
],
[
56163,
56163,
53325,
1627089,
330581,
1627089
],
[
-315679,
-27336,
-315679,
-1011130,
-749170,
-1011130
],
[
270,
148,
392,
270,
148,
392
],
[
152,
110,
191,
171,
108,
231
],
[
562,
232,
947,
489,
228,
791
],
[
24350,
6673,
17677,
24350,
6673,
17677
],
[
15.809047,
0,
16.559048,
15.809048,
0,
16.559048
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-557007,
-111610,
-577113,
363348,
-578551,
448588
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580335200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758799501718,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 98,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 224,
"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) |
|---|