| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 78377.9672 | 244659.0724 | -166281.1052 | 30778527.9938 | 12345293.1301 | 18433234.8637 |
| Total P&L (%) | 78.378 | 244.6591 | -166.2811 | 30778.528 | 12345.2931 | 18433.2349 |
| Avg Daily Profit (%) | 0.0362 | 0.113 | -0.0768 | 0.2652 | 0.2231 | 0.2416 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -607760 | -67195 | -558549 | -6260827 | -5697153 | -2512018 |
| Profit Factor | 1.078 | 1.8201 | 0.7648 | 2.5607 | 2.0458 | 3.3283 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 78 | 34 | 44 | 78 | 35 | 43 |
| Losing Trades | 30 | 20 | 10 | 30 | 19 | 11 |
| Profitability (%) | 72.2222 | 62.963 | 81.4815 | 72.2222 | 64.8148 | 79.6296 |
| Ratio Avg Win / Avg Loss | 0.4146 | 1.0706 | 0.1738 | 0.9849 | 1.1106 | 0.8514 |
| Largest Winning Trade | 49230 | 49230 | 44240 | 3196927 | 2451318 | 3196927 |
| Largest Losing Trade | -414539 | -41376 | -414539 | -3208279 | -3208279 | -2103321 |
| Avg Bars in Trades | 57 | 64 | 49 | 57 | 64 | 49 |
| Avg Bars in Winners | 41 | 48 | 36 | 44 | 50 | 39 |
| Avg Bars in Losers | 97 | 92 | 109 | 90 | 90 | 91 |
| Bars Traded | 6196 | 3498 | 2697 | 6196 | 3498 | 2697 |
| Profit Streak | 224.1034 | 224.1034 | 281.77 | 224.1034 | 224.1034 | 281.77 |
| Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -276013 | -216737 | -755386 | 563315 | -165740 | -162821 |
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6493,
"evaluation_days": 2164.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574380800000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758940130873,
"expiration_time": 1764541152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 85,
"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": [
[
78377.9671546115,
244659.072382141,
-166281.1052275296,
30778527.993825298,
12345293.130149437,
18433234.863675863
],
[
78.377967,
244.659072,
-166.281105,
30778.527994,
12345.29313,
18433.234864
],
[
0.036214,
0.113041,
-0.076828,
0.26522,
0.223132,
0.241574
],
[
10,
10,
10,
10,
10,
10
],
[
-607760,
-67195,
-558549,
-6260827,
-5697153,
-2512018
],
[
1.077958,
1.820072,
0.764825,
2.560675,
2.045831,
3.328313
],
[
108,
54,
54,
108,
54,
54
],
[
78,
34,
44,
78,
35,
43
],
[
30,
20,
10,
30,
19,
11
],
[
72.222222,
62.962963,
81.481481,
72.222222,
64.814815,
79.62963
],
[
0.414599,
1.070631,
0.173824,
0.984875,
1.110594,
0.851429
],
[
49230,
49230,
44240,
3196927,
2451318,
3196927
],
[
-414539,
-41376,
-414539,
-3208279,
-3208279,
-2103321
],
[
57,
64,
49,
57,
64,
49
],
[
41,
48,
36,
44,
50,
39
],
[
97,
92,
109,
90,
90,
91
],
[
6196,
3498,
2697,
6196,
3498,
2697
],
[
224.103366,
224.103366,
281.770033,
224.103367,
224.103367,
281.770033
],
[
9,
4,
6,
9,
4,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-276013,
-216737,
-755386,
563315,
-165740,
-162821
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6493,
"evaluation_days": 2164.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574380800000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758940130873,
"expiration_time": 1764541152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 85,
"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) |
|---|