| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -93303.0015 | 203109.3892 | -296412.3907 | 11075399.2098 | 2830599.3443 | 8244799.8655 |
| Total P&L (%) | -93.303 | 203.1094 | -296.4124 | 11075.3992 | 2830.5993 | 8244.7999 |
| Avg Daily Profit (%) | -0.0432 | 0.094 | -0.1371 | 0.2184 | 0.1564 | 0.2049 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -724053 | -116779 | -660565 | -5489987 | -5172197 | -2369507 |
| Profit Factor | 0.9217 | 1.595 | 0.6512 | 1.6461 | 1.2817 | 2.1625 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 69 | 31 | 38 | 71 | 35 | 36 |
| Losing Trades | 43 | 25 | 18 | 41 | 21 | 20 |
| Profitability (%) | 61.6071 | 55.3571 | 67.8571 | 63.3929 | 62.5 | 64.2857 |
| Ratio Avg Win / Avg Loss | 0.5744 | 1.2863 | 0.3085 | 0.9506 | 0.769 | 1.2014 |
| Largest Winning Trade | 46480 | 43359 | 46480 | 1896487 | 1345531 | 1896487 |
| Largest Losing Trade | -472955 | -54488 | -472955 | -1921943 | -1775717 | -1921943 |
| Avg Bars in Trades | 110 | 131 | 90 | 110 | 131 | 90 |
| Avg Bars in Winners | 93 | 108 | 80 | 100 | 115 | 85 |
| Avg Bars in Losers | 138 | 158 | 111 | 128 | 157 | 99 |
| Bars Traded | 12399 | 7344 | 5055 | 12399 | 7344 | 5055 |
| Profit Streak | 105.7026 | 105.7026 | 139.3693 | 105.7026 | 105.7026 | 139.3693 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577621 | -244430 | -757167 | 429233 | -171903 | -165770 |
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12969,
"evaluation_days": 2161.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574668800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758862303878,
"expiration_time": 1764317808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 85,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 189,
"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": [
[
-93303.0015394604,
203109.3891527122,
-296412.3906921723,
11075399.209786205,
2830599.3442591876,
8244799.865527021
],
[
-93.303002,
203.109389,
-296.412391,
11075.39921,
2830.599344,
8244.799866
],
[
-0.043166,
0.093967,
-0.137133,
0.218434,
0.156393,
0.204893
],
[
10,
10,
10,
10,
10,
10
],
[
-724053,
-116779,
-660565,
-5489987,
-5172197,
-2369507
],
[
0.921679,
1.594965,
0.651242,
1.646123,
1.28168,
2.162495
],
[
112,
56,
56,
112,
56,
56
],
[
69,
31,
38,
71,
35,
36
],
[
43,
25,
18,
41,
21,
20
],
[
61.607143,
55.357143,
67.857143,
63.392857,
62.5,
64.285714
],
[
0.57438,
1.286262,
0.308483,
0.950578,
0.769008,
1.201386
],
[
46480,
43359,
46480,
1896487,
1345531,
1896487
],
[
-472955,
-54488,
-472955,
-1921943,
-1775717,
-1921943
],
[
110,
131,
90,
110,
131,
90
],
[
93,
108,
80,
100,
115,
85
],
[
138,
158,
111,
128,
157,
99
],
[
12399,
7344,
5055,
12399,
7344,
5055
],
[
105.702591,
105.702591,
139.369258,
105.702591,
105.702591,
139.369258
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577621,
-244430,
-757167,
429233,
-171903,
-165770
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12969,
"evaluation_days": 2161.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574668800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758862303878,
"expiration_time": 1764317808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 85,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 189,
"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) |
|---|