| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 625396.1515 | 412455.6626 | 212940.489 | 1799550.2656 | 814242.1955 | 985308.0701 |
| Total P&L (%) | 625.3962 | 412.4557 | 212.9405 | 1799.5503 | 814.2422 | 985.3081 |
| Avg Daily Profit (%) | 0.2886 | 0.1903 | 0.0983 | 0.1359 | 0.1022 | 0.1101 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -165721 | -112876 | -157128 | -823877 | -391330 | -438827 |
| Profit Factor | 1.6411 | 1.823 | 1.4489 | 1.5727 | 1.483 | 1.6765 |
| Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
| Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
| Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
| Profitability (%) | 55.5 | 53 | 58 | 55.5 | 53 | 58 |
| Ratio Avg Win / Avg Loss | 1.3158 | 1.6166 | 1.0492 | 1.261 | 1.3151 | 1.214 |
| Largest Winning Trade | 87838 | 87838 | 39072 | 432835 | 432835 | 335255 |
| Largest Losing Trade | -52687 | -47026 | -52687 | -265136 | -265136 | -216999 |
| Avg Bars in Trades | 31 | 34 | 29 | 31 | 34 | 29 |
| Avg Bars in Winners | 35 | 38 | 32 | 35 | 38 | 32 |
| Avg Bars in Losers | 28 | 31 | 24 | 28 | 31 | 24 |
| Bars Traded | 6391 | 3476 | 2915 | 6391 | 3476 | 2915 |
| Profit Streak | 13.072 | 0 | 128.072 | 13.072 | 0 | 128.072 |
| Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 473723 | 399531 | -58333 | -7021 | -54877 | -41074 |
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6502,
"evaluation_days": 2167.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574179200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759196621405,
"expiration_time": 1764808128000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 78,
"offset": 0,
"std": 4.91414
}
}
} {
"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": [
[
625396.1515464284,
412455.6625743842,
212940.4889720445,
1799550.2655768616,
814242.1954595307,
985308.0701173306
],
[
625.396152,
412.455663,
212.940489,
1799.550266,
814.242195,
985.30807
],
[
0.288556,
0.190306,
0.09825,
0.135937,
0.102156,
0.110078
],
[
10,
10,
10,
10,
10,
10
],
[
-165721,
-112876,
-157128,
-823877,
-391330,
-438827
],
[
1.641103,
1.822968,
1.44894,
1.572727,
1.483041,
1.67653
],
[
200,
100,
100,
200,
100,
100
],
[
111,
53,
58,
111,
53,
58
],
[
89,
47,
42,
89,
47,
42
],
[
55.5,
53,
58,
55.5,
53,
58
],
[
1.31584,
1.616594,
1.049232,
1.261015,
1.315149,
1.214039
],
[
87838,
87838,
39072,
432835,
432835,
335255
],
[
-52687,
-47026,
-52687,
-265136,
-265136,
-216999
],
[
31,
34,
29,
31,
34,
29
],
[
35,
38,
32,
35,
38,
32
],
[
28,
31,
24,
28,
31,
24
],
[
6391,
3476,
2915,
6391,
3476,
2915
],
[
13.072007,
0,
128.072007,
13.072007,
0,
128.072007
],
[
1,
0,
6,
1,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
473723,
399531,
-58333,
-7021,
-54877,
-41074
]
]
}
{
"trading_pair": "KAVA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6502,
"evaluation_days": 2167.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574179200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759196621405,
"expiration_time": 1764808128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 78,
"offset": 0,
"std": 4.91414
}
}
}
| # | 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) |
|---|