| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 468394.0884 | 334313.8856 | 134080.2028 | 269518.8344 | 180998.9066 | 88519.9278 |
| Total P&L (%) | 468.3941 | 334.3139 | 134.0802 | 269.5188 | 180.9989 | 88.5199 |
| Avg Daily Profit (%) | 0.2162 | 0.1543 | 0.0619 | 0.0603 | 0.0477 | 0.0293 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129722 | -77653 | -158081 | -500091 | -248513 | -269405 |
| Profit Factor | 1.5104 | 1.7488 | 1.2846 | 1.1454 | 1.1948 | 1.0958 |
| Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
| Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
| Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
| Profitability (%) | 48.503 | 42.8571 | 54.2169 | 48.503 | 42.8571 | 54.2169 |
| Ratio Avg Win / Avg Loss | 1.6037 | 2.3317 | 1.0848 | 1.2161 | 1.5931 | 0.9253 |
| Largest Winning Trade | 90316 | 90316 | 43549 | 241233 | 241233 | 102741 |
| Largest Losing Trade | -72688 | -35696 | -72688 | -179008 | -91225 | -179008 |
| Avg Bars in Trades | 75 | 79 | 72 | 75 | 79 | 72 |
| Avg Bars in Winners | 97 | 108 | 88 | 97 | 108 | 88 |
| Avg Bars in Losers | 55 | 57 | 53 | 55 | 57 | 53 |
| Bars Traded | 12689 | 6677 | 6012 | 12689 | 6677 | 6012 |
| 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 | 379195 | 267800 | -110084 | -172595 | -137412 | -270395 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12999,
"evaluation_days": 2166.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573977600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759151221802,
"expiration_time": 1764762768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 136,
"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": [
[
468394.088394934,
334313.8855835495,
134080.2028113844,
269518.8344211405,
180998.9066146114,
88519.9278065294
],
[
468.394088,
334.313886,
134.080203,
269.518834,
180.998907,
88.519928
],
[
0.216199,
0.154311,
0.061888,
0.060347,
0.0477,
0.02927
],
[
10,
10,
10,
10,
10,
10
],
[
-129722,
-77653,
-158081,
-500091,
-248513,
-269405
],
[
1.510445,
1.748809,
1.284576,
1.145439,
1.194834,
1.095785
],
[
167,
84,
83,
167,
84,
83
],
[
81,
36,
45,
81,
36,
45
],
[
86,
48,
38,
86,
48,
38
],
[
48.502994,
42.857143,
54.216867,
48.502994,
42.857143,
54.216867
],
[
1.603683,
2.331746,
1.084753,
1.216145,
1.593112,
0.925329
],
[
90316,
90316,
43549,
241233,
241233,
102741
],
[
-72688,
-35696,
-72688,
-179008,
-91225,
-179008
],
[
75,
79,
72,
75,
79,
72
],
[
97,
108,
88,
97,
108,
88
],
[
55,
57,
53,
55,
57,
53
],
[
12689,
6677,
6012,
12689,
6677,
6012
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
379195,
267800,
-110084,
-172595,
-137412,
-270395
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12999,
"evaluation_days": 2166.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573977600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759151221802,
"expiration_time": 1764762768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 136,
"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) |
|---|