| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 757977.5098 | 560832.5739 | 197144.9359 | 1766353.769 | 1750407.1223 | 15946.6467 |
| Total P&L (%) | 757.9775 | 560.8326 | 197.1449 | 1766.3538 | 1750.4071 | 15.9466 |
| Avg Daily Profit (%) | 0.3506 | 0.2594 | 0.0912 | 0.1355 | 0.1351 | 0.0068 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94964 | -94097 | -69434 | -3801010 | -2732461 | -2839928 |
| Profit Factor | 2.237 | 2.7598 | 1.6705 | 1.1298 | 1.2958 | 1.0021 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
| Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
| Profitability (%) | 57.5472 | 50.9434 | 64.1509 | 57.5472 | 50.9434 | 64.1509 |
| Ratio Avg Win / Avg Loss | 1.6503 | 2.6575 | 0.9335 | 0.8335 | 1.2478 | 0.56 |
| Largest Winning Trade | 298166 | 298166 | 39229 | 1104730 | 1104730 | 862922 |
| Largest Losing Trade | -51780 | -49628 | -51780 | -1927474 | -1273705 | -1927474 |
| Avg Bars in Trades | 77 | 75 | 79 | 77 | 75 | 79 |
| Avg Bars in Winners | 85 | 77 | 92 | 85 | 77 | 92 |
| Avg Bars in Losers | 66 | 73 | 57 | 66 | 73 | 57 |
| Bars Traded | 8244 | 4008 | 4236 | 8244 | 4008 | 4236 |
| Profit Streak | 0 | 0 | 80.3378 | 0 | 0 | 80.3378 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 534352 | -166120 | -248486 | -89883 | -192165 | -590846 |
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575957600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895588803,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 169,
"offset": 9,
"a": 0.62012
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 186,
"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": [
[
757977.509808644,
560832.573882287,
197144.935926357,
1766353.769006208,
1750407.122282452,
15946.6467237579
],
[
757.97751,
560.832574,
197.144936,
1766.353769,
1750.407122,
15.946647
],
[
0.350631,
0.259435,
0.091197,
0.135471,
0.135074,
0.006845
],
[
10,
10,
10,
10,
10,
10
],
[
-94964,
-94097,
-69434,
-3801010,
-2732461,
-2839928
],
[
2.237031,
2.759754,
1.670471,
1.129829,
1.29582,
1.002074
],
[
106,
53,
53,
106,
53,
53
],
[
61,
27,
34,
61,
27,
34
],
[
45,
26,
19,
45,
26,
19
],
[
57.54717,
50.943396,
64.150943,
57.54717,
50.943396,
64.150943
],
[
1.650269,
2.657541,
0.933498,
0.833481,
1.247827,
0.559983
],
[
298166,
298166,
39229,
1104730,
1104730,
862922
],
[
-51780,
-49628,
-51780,
-1927474,
-1273705,
-1927474
],
[
77,
75,
79,
77,
75,
79
],
[
85,
77,
92,
85,
77,
92
],
[
66,
73,
57,
66,
73,
57
],
[
8244,
4008,
4236,
8244,
4008,
4236
],
[
0,
0,
80.337833,
0,
0,
80.337833
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
534352,
-166120,
-248486,
-89883,
-192165,
-590846
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575957600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895588803,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 169,
"offset": 9,
"a": 0.62012
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 186,
"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) |
|---|