| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 213268.1213 | 323332.6646 | -110064.5433 | 103003232.4045 | 48231248.4059 | 54771983.9986 |
| Total P&L (%) | 213.2681 | 323.3327 | -110.0645 | 103003.2324 | 48231.2484 | 54771.984 |
| Avg Daily Profit (%) | 0.0985 | 0.1493 | -0.0508 | 0.3209 | 0.2858 | 0.2917 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -584854 | -46862 | -550835 | -10503666 | -8178092 | -5729411 |
| Profit Factor | 1.2393 | 2.6802 | 0.8425 | 5.0049 | 4.8097 | 5.1942 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 67 | 32 | 35 | 67 | 33 | 34 |
| Losing Trades | 19 | 11 | 8 | 19 | 10 | 9 |
| Profitability (%) | 77.907 | 74.4186 | 81.3953 | 77.907 | 76.7442 | 79.0698 |
| Ratio Avg Win / Avg Loss | 0.3514 | 0.9213 | 0.1926 | 1.4193 | 1.4575 | 1.3749 |
| Largest Winning Trade | 54036 | 54036 | 49541 | 11406015 | 10328044 | 11406015 |
| Largest Losing Trade | -421001 | -38343 | -421001 | -5069583 | -5069583 | -4345269 |
| Avg Bars in Trades | 144 | 157 | 130 | 144 | 157 | 130 |
| Avg Bars in Winners | 108 | 120 | 97 | 114 | 124 | 105 |
| Avg Bars in Losers | 271 | 265 | 278 | 247 | 264 | 228 |
| Bars Traded | 12399 | 6769 | 5631 | 12399 | 6769 | 5631 |
| Profit Streak | 281.4839 | 428.9839 | 281.4839 | 281.4839 | 428.9839 | 281.4839 |
| Trades During Streak | 12 | 10 | 6 | 12 | 10 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -57808 | 477478 | -575288 | 771030 | 730815 | 751713 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12995,
"evaluation_days": 2165.83,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574265600000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759102608736,
"expiration_time": 1764703440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 95,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
213268.1213027593,
323332.6646063308,
-110064.5433035714,
103003232.40448369,
48231248.40593235,
54771983.99855135
],
[
213.268121,
323.332665,
-110.064543,
103003.232404,
48231.248406,
54771.983999
],
[
0.098469,
0.149288,
-0.050819,
0.320867,
0.285779,
0.291656
],
[
10,
10,
10,
10,
10,
10
],
[
-584854,
-46862,
-550835,
-10503666,
-8178092,
-5729411
],
[
1.239322,
2.680209,
0.842472,
5.004917,
4.809694,
5.194176
],
[
86,
43,
43,
86,
43,
43
],
[
67,
32,
35,
67,
33,
34
],
[
19,
11,
8,
19,
10,
9
],
[
77.906977,
74.418605,
81.395349,
77.906977,
76.744186,
79.069767
],
[
0.351449,
0.921322,
0.192565,
1.419305,
1.457483,
1.374929
],
[
54036,
54036,
49541,
11406015,
10328044,
11406015
],
[
-421001,
-38343,
-421001,
-5069583,
-5069583,
-4345269
],
[
144,
157,
130,
144,
157,
130
],
[
108,
120,
97,
114,
124,
105
],
[
271,
265,
278,
247,
264,
228
],
[
12399,
6769,
5631,
12399,
6769,
5631
],
[
281.483897,
428.983897,
281.483897,
281.483897,
428.983897,
281.483897
],
[
12,
10,
6,
12,
10,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-57808,
477478,
-575288,
771030,
730815,
751713
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12995,
"evaluation_days": 2165.83,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574265600000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759102608736,
"expiration_time": 1764703440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 95,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|