| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 656455.5257 | 457991.4095 | 198464.1162 | 1826000.2283 | 736123.6781 | 1089876.5502 |
| Total P&L (%) | 656.4555 | 457.9914 | 198.4641 | 1826.0002 | 736.1237 | 1089.8766 |
| Avg Daily Profit (%) | 0.303 | 0.2114 | 0.0916 | 0.1366 | 0.0981 | 0.1144 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132113 | -95644 | -135975 | -861470 | -401143 | -467789 |
| Profit Factor | 1.7932 | 2.0886 | 1.4878 | 1.755 | 1.5216 | 2.0821 |
| Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
| Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
| Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
| Profitability (%) | 49.6774 | 46.1538 | 53.2468 | 49.6774 | 46.1538 | 53.2468 |
| Ratio Avg Win / Avg Loss | 1.8165 | 2.4367 | 1.3063 | 1.7778 | 1.7752 | 1.8282 |
| Largest Winning Trade | 125974 | 125974 | 44480 | 509977 | 509977 | 346217 |
| Largest Losing Trade | -57081 | -54909 | -57081 | -432402 | -349042 | -432402 |
| Avg Bars in Trades | 81 | 88 | 73 | 81 | 88 | 73 |
| Avg Bars in Winners | 101 | 113 | 91 | 101 | 113 | 91 |
| Avg Bars in Losers | 60 | 67 | 52 | 60 | 67 | 52 |
| Bars Traded | 12555 | 6923 | 5632 | 12555 | 6923 | 5632 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 468231 | -24263 | -110952 | -6176 | -95016 | -77449 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12997,
"evaluation_days": 2166.17,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575043200000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759123090827,
"expiration_time": 1764733104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 105,
"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": [
[
656455.5257009341,
457991.4095386278,
198464.1161623063,
1826000.2283428996,
736123.678109661,
1089876.5502332384
],
[
656.455526,
457.99141,
198.464116,
1826.000228,
736.123678,
1089.87655
],
[
0.303049,
0.211429,
0.09162,
0.136649,
0.098083,
0.114389
],
[
10,
10,
10,
10,
10,
10
],
[
-132113,
-95644,
-135975,
-861470,
-401143,
-467789
],
[
1.793215,
2.088601,
1.487779,
1.755042,
1.521606,
2.082144
],
[
155,
78,
77,
155,
78,
77
],
[
77,
36,
41,
77,
36,
41
],
[
78,
42,
36,
78,
42,
36
],
[
49.677419,
46.153846,
53.246753,
49.677419,
46.153846,
53.246753
],
[
1.816503,
2.436701,
1.306342,
1.777835,
1.775207,
1.828224
],
[
125974,
125974,
44480,
509977,
509977,
346217
],
[
-57081,
-54909,
-57081,
-432402,
-349042,
-432402
],
[
81,
88,
73,
81,
88,
73
],
[
101,
113,
91,
101,
113,
91
],
[
60,
67,
52,
60,
67,
52
],
[
12555,
6923,
5632,
12555,
6923,
5632
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
468231,
-24263,
-110952,
-6176,
-95016,
-77449
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12997,
"evaluation_days": 2166.17,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575043200000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759123090827,
"expiration_time": 1764733104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 105,
"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) |
|---|