Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254400.6392 | 260602.0421 | -6201.403 | 21700098.1273 | 3705153.6407 | 17994944.4866 |
Total P&L (%) | 254.4006 | 260.602 | -6.2014 | 21700.0981 | 3705.1536 | 17994.9445 |
Avg Daily Profit (%) | 0.1171 | 0.1199 | -0.0029 | 0.2481 | 0.1676 | 0.2395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291683 | -72366 | -346652 | -5930681 | -7618300 | -1280608 |
Profit Factor | 1.2974 | 1.9107 | 0.9891 | 1.8179 | 1.1993 | 3.2656 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 291 | 142 | 149 | 273 | 136 | 137 |
Losing Trades | 65 | 36 | 29 | 83 | 42 | 41 |
Profitability (%) | 81.7416 | 79.7753 | 83.7079 | 76.6854 | 76.4045 | 76.9663 |
Ratio Avg Win / Avg Loss | 0.2898 | 0.4844 | 0.1925 | 0.5527 | 0.3704 | 0.9773 |
Largest Winning Trade | 21344 | 21344 | 17058 | 1725850 | 848811 | 1725850 |
Largest Losing Trade | -278189 | -72366 | -278189 | -5930681 | -5930681 | -1244491 |
Avg Bars in Trades | 22 | 29 | 16 | 22 | 29 | 16 |
Avg Bars in Winners | 6 | 7 | 6 | 9 | 10 | 8 |
Avg Bars in Losers | 94 | 117 | 66 | 66 | 93 | 39 |
Bars Traded | 8175 | 5326 | 2850 | 8175 | 5326 | 2850 |
Profit Streak | 83.2528 | 87.0028 | 83.2528 | 83.2528 | 87.0028 | 83.2528 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30609 | -26088 | -574230 | 583900 | 372641 | 624812 |
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8692, "evaluation_days": 2173, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576648800000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759709040740, "expiration_time": 1765319616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.52249, "nb": 0.88974, "nc": 0.1 } }, "second_band": { "type": "rma", "factors": { "length": 218, "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": [ [ 254400.6391621899, 260602.0421346389, -6201.4029724491, 21700098.12728047, 3705153.640665924, 17994944.48661454 ], [ 254.400639, 260.602042, -6.201403, 21700.098127, 3705.153641, 17994.944487 ], [ 0.117073, 0.119927, -0.002854, 0.248098, 0.167602, 0.239505 ], [ 10, 10, 10, 10, 10, 10 ], [ -291683, -72366, -346652, -5930681, -7618300, -1280608 ], [ 1.297408, 1.910683, 0.989106, 1.81791, 1.199324, 3.265646 ], [ 356, 178, 178, 356, 178, 178 ], [ 291, 142, 149, 273, 136, 137 ], [ 65, 36, 29, 83, 42, 41 ], [ 81.741573, 79.775281, 83.707865, 76.685393, 76.404494, 76.966292 ], [ 0.289799, 0.484399, 0.19251, 0.552698, 0.370379, 0.97731 ], [ 21344, 21344, 17058, 1725850, 848811, 1725850 ], [ -278189, -72366, -278189, -5930681, -5930681, -1244491 ], [ 22, 29, 16, 22, 29, 16 ], [ 6, 7, 6, 9, 10, 8 ], [ 94, 117, 66, 66, 93, 39 ], [ 8175, 5326, 2850, 8175, 5326, 2850 ], [ 83.252786, 87.002786, 83.252786, 83.252786, 87.002786, 83.252786 ], [ 6, 5, 3, 6, 5, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -30609, -26088, -574230, 583900, 372641, 624812 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8692, "evaluation_days": 2173, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576648800000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759709040740, "expiration_time": 1765319616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.52249, "nb": 0.88974, "nc": 0.1 } }, "second_band": { "type": "rma", "factors": { "length": 218, "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) |
---|