Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -293612.1738 | 46212.3019 | -339824.4757 | 1536993.8694 | -1366310.4426 | 2903304.3121 |
Total P&L (%) | -293.6122 | 46.2123 | -339.8245 | 1536.9939 | -1366.3104 | 2903.3043 |
Avg Daily Profit (%) | -0.1352 | 0.0213 | -0.1565 | 0.1288 | 0 | 0.1568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -534008 | -144174 | -564926 | -2484526 | -2491441 | -1116260 |
Profit Factor | 0.7423 | 1.1258 | 0.5598 | 1.2059 | 0.6936 | 1.9659 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 148 | 73 | 75 | 134 | 65 | 69 |
Losing Trades | 54 | 28 | 26 | 68 | 36 | 32 |
Profitability (%) | 73.2673 | 72.2772 | 74.2574 | 66.3366 | 64.3564 | 68.3168 |
Ratio Avg Win / Avg Loss | 0.2708 | 0.4318 | 0.1941 | 0.6119 | 0.3841 | 0.9117 |
Largest Winning Trade | 34480 | 34480 | 26377 | 2866003 | 296454 | 2866003 |
Largest Losing Trade | -377704 | -49602 | -377704 | -845169 | -845169 | -787362 |
Avg Bars in Trades | 40 | 49 | 32 | 40 | 49 | 32 |
Avg Bars in Winners | 14 | 16 | 12 | 19 | 21 | 18 |
Avg Bars in Losers | 112 | 134 | 89 | 81 | 98 | 62 |
Bars Traded | 8223 | 4967 | 3256 | 8223 | 4967 | 3256 |
Profit Streak | 79.6037 | 79.6037 | 288.1037 | 79.6037 | 79.6037 | 288.1037 |
Trades During Streak | 3 | 1 | 21 | 3 | 1 | 21 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575335 | -246507 | -575964 | -18209 | -578644 | 456089 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8684, "evaluation_days": 2171, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575633600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759523363176, "expiration_time": 1765141632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 171, "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": [ [ -293612.1737985953, 46212.3018972675, -339824.4756958628, 1536993.8694478439, -1366310.4426292721, 2903304.3120771167 ], [ -293.612174, 46.212302, -339.824476, 1536.993869, -1366.310443, 2903.304312 ], [ -0.135243, 0.021286, -0.156529, 0.128846, 0, 0.156839 ], [ 10, 10, 10, 10, 10, 10 ], [ -534008, -144174, -564926, -2484526, -2491441, -1116260 ], [ 0.742327, 1.125766, 0.55983, 1.205898, 0.693575, 1.965857 ], [ 202, 101, 101, 202, 101, 101 ], [ 148, 73, 75, 134, 65, 69 ], [ 54, 28, 26, 68, 36, 32 ], [ 73.267327, 72.277228, 74.257426, 66.336634, 64.356436, 68.316832 ], [ 0.270849, 0.431801, 0.194074, 0.611948, 0.384134, 0.911702 ], [ 34480, 34480, 26377, 2866003, 296454, 2866003 ], [ -377704, -49602, -377704, -845169, -845169, -787362 ], [ 40, 49, 32, 40, 49, 32 ], [ 14, 16, 12, 19, 21, 18 ], [ 112, 134, 89, 81, 98, 62 ], [ 8223, 4967, 3256, 8223, 4967, 3256 ], [ 79.60374, 79.60374, 288.10374, 79.60374, 79.60374, 288.10374 ], [ 3, 1, 21, 3, 1, 21 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575335, -246507, -575964, -18209, -578644, 456089 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8684, "evaluation_days": 2171, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575633600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759523363176, "expiration_time": 1765141632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 171, "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) |
---|