Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -103199.9422 | 221778.0666 | -324978.0089 | 17170665.8361 | 5005096.5174 | 12165569.3187 |
Total P&L (%) | -103.1999 | 221.7781 | -324.978 | 17170.6658 | 5005.0965 | 12165.5693 |
Avg Daily Profit (%) | -0.0477 | 0.1026 | -0.1503 | 0.2386 | 0.1821 | 0.2227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -760760 | -62390 | -735749 | -11450779 | -5423716 | -8203163 |
Profit Factor | 0.9134 | 2.0806 | 0.6706 | 1.5192 | 1.4019 | 1.5901 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 75 | 35 | 40 | 75 | 36 | 39 |
Losing Trades | 51 | 28 | 23 | 51 | 27 | 24 |
Profitability (%) | 59.5238 | 55.5556 | 63.4921 | 59.5238 | 57.1429 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.6211 | 1.6645 | 0.3856 | 1.0331 | 1.0514 | 0.9785 |
Largest Winning Trade | 77683 | 77683 | 52047 | 3838173 | 1834264 | 3838173 |
Largest Losing Trade | -590463 | -23863 | -590463 | -4362282 | -2972729 | -4362282 |
Avg Bars in Trades | 67 | 25 | 108 | 67 | 25 | 108 |
Avg Bars in Winners | 57 | 22 | 87 | 60 | 24 | 93 |
Avg Bars in Losers | 81 | 29 | 145 | 77 | 27 | 133 |
Bars Traded | 8473 | 1611 | 6862 | 8473 | 1611 | 6862 |
Profit Streak | 12.9546 | 0 | 96.2046 | 12.9546 | 0 | 96.2046 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578599 | -197743 | -724269 | 430890 | -136885 | -135275 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574164800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758948873918, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 1.25616 } }, "second_band": { "type": "swma", "factors": { "length": 103, "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": [ [ -103199.9422297127, 221778.0666453689, -324978.0088750811, 17170665.83610254, 5005096.517409493, 12165569.318693044 ], [ -103.199942, 221.778067, -324.978009, 17170.665836, 5005.096517, 12165.569319 ], [ -0.047739, 0.102592, -0.150331, 0.238591, 0.182093, 0.222724 ], [ 10, 10, 10, 10, 10, 10 ], [ -760760, -62390, -735749, -11450779, -5423716, -8203163 ], [ 0.913406, 2.080635, 0.670589, 1.519226, 1.401901, 1.590098 ], [ 126, 63, 63, 126, 63, 63 ], [ 75, 35, 40, 75, 36, 39 ], [ 51, 28, 23, 51, 27, 24 ], [ 59.52381, 55.555556, 63.492063, 59.52381, 57.142857, 61.904762 ], [ 0.621116, 1.664508, 0.385589, 1.033074, 1.051426, 0.978522 ], [ 77683, 77683, 52047, 3838173, 1834264, 3838173 ], [ -590463, -23863, -590463, -4362282, -2972729, -4362282 ], [ 67, 25, 108, 67, 25, 108 ], [ 57, 22, 87, 60, 24, 93 ], [ 81, 29, 145, 77, 27, 133 ], [ 8473, 1611, 6862, 8473, 1611, 6862 ], [ 12.954559, 0, 96.204559, 12.954559, 0, 96.204559 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578599, -197743, -724269, 430890, -136885, -135275 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574164800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758948873918, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 1.25616 } }, "second_band": { "type": "swma", "factors": { "length": 103, "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) |
---|