Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -15778.1813 | 191093.2768 | -206871.4581 | 54712956.8679 | 11952864.3578 | 42760092.5101 |
Total P&L (%) | -15.7782 | 191.0933 | -206.8715 | 54712.9569 | 11952.8644 | 42760.0925 |
Avg Daily Profit (%) | -0.0073 | 0.0884 | -0.0957 | 0.2922 | 0.2219 | 0.2807 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -570942 | -30977 | -569876 | -36818946 | -14606714 | -36818946 |
Profit Factor | 0.9821 | 2.3422 | 0.7198 | 1.578 | 1.2651 | 1.8624 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 69 | 35 | 34 | 67 | 36 | 31 |
Losing Trades | 34 | 17 | 17 | 36 | 16 | 20 |
Profitability (%) | 66.9903 | 67.3077 | 66.6667 | 65.0485 | 69.2308 | 60.7843 |
Ratio Avg Win / Avg Loss | 0.4839 | 1.1377 | 0.3599 | 0.8479 | 0.5623 | 1.2016 |
Largest Winning Trade | 51726 | 46702 | 51726 | 12154486 | 8493504 | 12154486 |
Largest Losing Trade | -364089 | -28143 | -364089 | -36818946 | -12662478 | -36818946 |
Avg Bars in Trades | 82 | 39 | 125 | 82 | 39 | 125 |
Avg Bars in Winners | 61 | 26 | 96 | 67 | 29 | 111 |
Avg Bars in Losers | 124 | 64 | 184 | 109 | 61 | 147 |
Bars Traded | 8447 | 2040 | 6407 | 8447 | 2040 | 6407 |
Profit Streak | 0 | 0 | 115.2875 | 0 | 0 | 115.2875 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578023 | -249405 | -757248 | 401987 | -171133 | -166081 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575871200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758869638087, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 182, "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": [ [ -15778.1813222687, 191093.276783786, -206871.4581060546, 54712956.86789212, 11952864.357833352, 42760092.510058776 ], [ -15.778181, 191.093277, -206.871458, 54712.956868, 11952.864358, 42760.09251 ], [ -0.007299, 0.088397, -0.095696, 0.292158, 0.221913, 0.280746 ], [ 10, 10, 10, 10, 10, 10 ], [ -570942, -30977, -569876, -36818946, -14606714, -36818946 ], [ 0.982085, 2.342238, 0.719826, 1.577994, 1.265147, 1.862448 ], [ 103, 52, 51, 103, 52, 51 ], [ 69, 35, 34, 67, 36, 31 ], [ 34, 17, 17, 36, 16, 20 ], [ 66.990291, 67.307692, 66.666667, 65.048544, 69.230769, 60.784314 ], [ 0.483926, 1.137659, 0.359913, 0.847878, 0.562288, 1.20158 ], [ 51726, 46702, 51726, 12154486, 8493504, 12154486 ], [ -364089, -28143, -364089, -36818946, -12662478, -36818946 ], [ 82, 39, 125, 82, 39, 125 ], [ 61, 26, 96, 67, 29, 111 ], [ 124, 64, 184, 109, 61, 147 ], [ 8447, 2040, 6407, 8447, 2040, 6407 ], [ 0, 0, 115.287478, 0, 0, 115.287478 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578023, -249405, -757248, 401987, -171133, -166081 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575871200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758869638087, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 182, "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) |
---|