Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382026.6361 | 324944.6032 | 57082.0329 | -6858.6458 | 22208.0675 | -29066.7133 |
Total P&L (%) | 382.0266 | 324.9446 | 57.082 | -6.8586 | 22.2081 | -29.0667 |
Avg Daily Profit (%) | 0.1767 | 0.1503 | 0.0264 | -0.0033 | 0.0093 | -0.0159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136891 | -150612 | -203695 | -153976 | -106947 | -85856 |
Profit Factor | 1.3105 | 1.5088 | 1.0965 | 0.9922 | 1.0477 | 0.9299 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Profitability (%) | 50.4202 | 50.4202 | 50.4202 | 50.4202 | 50.4202 | 50.4202 |
Ratio Avg Win / Avg Loss | 1.2887 | 1.4837 | 1.0782 | 0.9757 | 1.0302 | 0.9144 |
Largest Winning Trade | 151346 | 151346 | 44861 | 60629 | 60629 | 31447 |
Largest Losing Trade | -53812 | -53812 | -47187 | -56632 | -56632 | -32759 |
Avg Bars in Trades | 53 | 70 | 35 | 53 | 70 | 35 |
Avg Bars in Winners | 62 | 73 | 52 | 62 | 73 | 52 |
Avg Bars in Losers | 43 | 67 | 18 | 43 | 67 | 18 |
Bars Traded | 12615 | 8385 | 4230 | 12615 | 8385 | 4230 |
Profit Streak | 0 | 0 | 152.0877 | 0 | 0 | 152.0877 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319335 | 301428 | -271645 | -579478 | -354107 | -579579 |
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12969, "evaluation_days": 2161.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574827200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758924373510, "expiration_time": 1764317808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 154, "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": [ [ 382026.6361098791, 324944.603217244, 57082.0328926354, -6858.6457866325, 22208.0675288786, -29066.7133155111 ], [ 382.026636, 324.944603, 57.082033, -6.858646, 22.208068, -29.066713 ], [ 0.176741, 0.150333, 0.026409, -0.003287, 0.009279, -0.015887 ], [ 10, 10, 10, 10, 10, 10 ], [ -136891, -150612, -203695, -153976, -106947, -85856 ], [ 1.310539, 1.508823, 1.09649, 0.992208, 1.047686, 0.929876 ], [ 238, 119, 119, 238, 119, 119 ], [ 120, 60, 60, 120, 60, 60 ], [ 118, 59, 59, 118, 59, 59 ], [ 50.420168, 50.420168, 50.420168, 50.420168, 50.420168, 50.420168 ], [ 1.288697, 1.483676, 1.078215, 0.975671, 1.030225, 0.914378 ], [ 151346, 151346, 44861, 60629, 60629, 31447 ], [ -53812, -53812, -47187, -56632, -56632, -32759 ], [ 53, 70, 35, 53, 70, 35 ], [ 62, 73, 52, 62, 73, 52 ], [ 43, 67, 18, 43, 67, 18 ], [ 12615, 8385, 4230, 12615, 8385, 4230 ], [ 0, 0, 152.087656, 0, 0, 152.087656 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319335, 301428, -271645, -579478, -354107, -579579 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12969, "evaluation_days": 2161.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574827200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758924373510, "expiration_time": 1764317808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 154, "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) |
---|