| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 620100.3609 | 416204.1332 | 203896.2277 | 1427814.8738 | 596538.9539 | 831275.92 |
| Total P&L (%) | 620.1004 | 416.2041 | 203.8962 | 1427.8149 | 596.539 | 831.2759 |
| Avg Daily Profit (%) | 0.2861 | 0.192 | 0.0941 | 0.1259 | 0.0896 | 0.103 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145175 | -65345 | -204973 | -262292 | -178248 | -134223 |
| Profit Factor | 1.7197 | 2.1485 | 1.4084 | 2.3883 | 2.0638 | 2.7773 |
| Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
| Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
| Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
| Profitability (%) | 53.012 | 49.3976 | 56.6265 | 53.012 | 49.3976 | 56.6265 |
| Ratio Avg Win / Avg Loss | 1.5242 | 2.2009 | 1.0788 | 2.1169 | 2.1141 | 2.1273 |
| Largest Winning Trade | 63756 | 63756 | 48912 | 278786 | 278786 | 186468 |
| Largest Losing Trade | -75364 | -44278 | -75364 | -174823 | -174823 | -134223 |
| Avg Bars in Trades | 51 | 62 | 39 | 51 | 62 | 39 |
| Avg Bars in Winners | 59 | 71 | 49 | 59 | 71 | 49 |
| Avg Bars in Losers | 41 | 54 | 25 | 41 | 54 | 25 |
| Bars Traded | 8494 | 5224 | 3270 | 8494 | 5224 | 3270 |
| Profit Streak | 15.4946 | 0 | 132.2446 | 15.4946 | 0 | 132.2446 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 499485 | 398638 | -64704 | -18196 | -69595 | -47826 |
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8671,
"evaluation_days": 2167.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574553600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759254729475,
"expiration_time": 1764852408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 121,
"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": [
[
620100.3608886515,
416204.1331748025,
203896.2277138492,
1427814.873840683,
596538.9538569466,
831275.9199837361
],
[
620.100361,
416.204133,
203.896228,
1427.814874,
596.538954,
831.27592
],
[
0.286057,
0.191998,
0.094059,
0.125851,
0.089578,
0.102989
],
[
10,
10,
10,
10,
10,
10
],
[
-145175,
-65345,
-204973,
-262292,
-178248,
-134223
],
[
1.719663,
2.148527,
1.408386,
2.38829,
2.063802,
2.777337
],
[
166,
83,
83,
166,
83,
83
],
[
88,
41,
47,
88,
41,
47
],
[
78,
42,
36,
78,
42,
36
],
[
53.012048,
49.39759,
56.626506,
53.012048,
49.39759,
56.626506
],
[
1.524246,
2.20093,
1.078764,
2.116894,
2.114138,
2.127322
],
[
63756,
63756,
48912,
278786,
278786,
186468
],
[
-75364,
-44278,
-75364,
-174823,
-174823,
-134223
],
[
51,
62,
39,
51,
62,
39
],
[
59,
71,
49,
59,
71,
49
],
[
41,
54,
25,
41,
54,
25
],
[
8494,
5224,
3270,
8494,
5224,
3270
],
[
15.494554,
0,
132.244554,
15.494554,
0,
132.244554
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
499485,
398638,
-64704,
-18196,
-69595,
-47826
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8671,
"evaluation_days": 2167.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574553600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759254729475,
"expiration_time": 1764852408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 121,
"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) |
|---|