Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581588.3377 | 443764.9217 | 137823.416 | 875311.4052 | -188435.5393 | 1063746.9445 |
Total P&L (%) | 581.5883 | 443.7649 | 137.8234 | 875.3114 | -188.4355 | 1063.7469 |
Avg Daily Profit (%) | 0.2685 | 0.2049 | 0.0636 | 0.1052 | 0 | 0.1134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136204 | -130753 | -50898 | -3086483 | -2707993 | -744093 |
Profit Factor | 2.0259 | 2.5571 | 1.489 | 1.1125 | 0.9565 | 1.3085 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 49.1803 | 45.9016 | 52.459 | 49.1803 | 45.9016 | 52.459 |
Ratio Avg Win / Avg Loss | 2.0935 | 3.0137 | 1.3494 | 1.1496 | 1.1273 | 1.1858 |
Largest Winning Trade | 262866 | 262866 | 47485 | 757436 | 757436 | 674194 |
Largest Losing Trade | -33850 | -33850 | -31717 | -1231989 | -1231989 | -561601 |
Avg Bars in Trades | 50 | 51 | 50 | 50 | 51 | 50 |
Avg Bars in Winners | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Losers | 39 | 44 | 34 | 39 | 44 | 34 |
Bars Traded | 6210 | 3153 | 3057 | 6210 | 3153 | 3057 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449226 | -150736 | -268089 | -148915 | -742385 | -202454 |
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{ "first_band": { "type": "sma", "factors": { "length": 11, "offset": 89 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "offset": 0 } } }
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{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6498, "evaluation_days": 2166, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574812800000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759083378382, "expiration_time": 1764689472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 11, "offset": 89 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "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) |
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